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Maximilian Wimmer
Maximilian Wimmer
Department of Finance, University of Regensburg
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Titel
Zitiert von
Zitiert von
Jahr
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
S Utz, M Wimmer, M Hirschberger, RE Steuer
European Journal of Operational Research 234 (2), 491-498, 2014
1552014
Are they any good at all? A financial and ethical analysis of socially responsible mutual funds
S Utz, M Wimmer
Journal of Asset Management 15, 72-82, 2014
1302014
The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study
R Ferstl, S Utz, M Wimmer
1192012
ESG-persistence in Socially Responsible Mutual Funds
M Wimmer
Journal of Management and Sustainability 3 (1), 9-15, 2012
1082012
Computing the nondominated surface in tri-criterion portfolio selection
M Hirschberger, RE Steuer, S Utz, M Wimmer, Y Qi
Operations Research 61 (1), 169-183, 2013
1042013
Tri-criterion modeling for constructing more-sustainable mutual funds
S Utz, M Wimmer, RE Steuer
European Journal of Operational Research 246 (1), 331-338, 2015
912015
The pricing of temperature futures at the Chicago Mercantile Exchange
G Dorfleitner, M Wimmer
Journal of Banking & Finance 34 (6), 1360-1370, 2010
792010
Risk capital allocation for RORAC optimization
A Buch, G Dorfleitner, M Wimmer
Journal of Banking & Finance, 2011
782011
Patience pays off–corporate social responsibility and long-term stock returns
G Dorfleitner, S Utz, M Wimmer
Journal of Sustainable Finance & Investment 8 (2), 132-157, 2018
74*2018
Temperature models for pricing weather derivatives
F Schiller, G Seidler, M Wimmer
Routledge, 2010
662010
An analytical derivation of the efficient surface in portfolio selection with three criteria
Y Qi, RE Steuer, M Wimmer
Annals of Operations Research 251, 161-177, 2017
432017
Crowdinvesting als Finanzierungsalternative für kleine und mittlere Unternehmen
G Dorfleitner, J Kapitz, M Wimmer
Die Betriebswirtschaft (DBW) 74 (5), 283-303, 2014
292014
Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection
RE Steuer, M Wimmer, M Hirschberger
Journal of Business Economics 83, 61-85, 2013
202013
German Mittelstand bonds: Yield spreads and liquidity
S Utz, M Weber, M Wimmer
Journal of Business Economics 86, 103-129, 2016
182016
Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing
G Dorfleitner, S Utz, M Wimmer
172013
Incorporating single and multiple losses in operational risk: a multi-period perspective
KJ Mizgier, M Wimmer
Journal of the Operational Research Society 69 (3), 358-371, 2018
142018
Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines
T Pfister, S Utz, M Wimmer
Review of Managerial Science 9, 1-32, 2015
52015
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
RE Steuer, Y Qi, M Wimmer
European Journal of Operational Research 313 (2), 628-636, 2024
32024
The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading
I Scheckenbach, M Wimmer, G Dorfleitner
The Quarterly Review of Economics and Finance 82, 239-259, 2021
32021
Is socially responsible investing just screening?
M Hirschberger, RE Steuer, S Utz, M Wimmer
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
32012
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