Working Papers

 

6

Reichling, P.; Selle, J.; Zbandut, A. (2023): The influence of volatility and moneyness on equity option returns - An empirical analysis, EFMA 2024 Conference Paper

5

Hoechner, B.; Reichling, P.; Schulze, G. (2019): Downside performance measures and the Sharpe ratio, SSRN Working Paper 3459524

4

Kryvko, A.; Reichling, P. (2012): Corporate governance and performance of European commercial banks, International conference “Improving financial institutions – The proper balance between regulation and governance”, Helsinki

3

Hlawatsch, S.; Reichling, P. (2010): Konstruktion und Anwendung von Copulas in der Finanzwirtschaft, FEMM Working Paper, DOI:10.24352/UB.OVGU-2018-434

2

Reichling, P.; Spengler, T.; Vogt, B. (November 2005): A Note on the Value Additivity of Certainty Equivalents

1

Reichling, P.; Trautmann, S. (1998): External performance attribution with the exponential performance measure, Working Paper, University of Mainz

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