Carbon risk M Görgen, A Jacob, M Nerlinger, R Riordan, M Rohleder, M Wilkens Available at SSRN 2930897, 2020 | 239 | 2020 |
Determinants of bank interest margins: Impact of maturity transformation O Entrop, C Memmel, B Ruprecht, M Wilkens Journal of Banking & Finance 54, 1-19, 2015 | 182 | 2015 |
Survivorship bias and mutual fund performance: Relevance, significance, and methodical differences M Rohleder, H Scholz, M Wilkens Review of Finance 15 (2), 441-474, 2011 | 125 | 2011 |
Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates R Baule, O Entrop, M Wilkens Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 98 | 2008 |
The effects of mutual fund decarbonization on stock prices and carbon emissions M Rohleder, M Wilkens, J Zink Journal of Banking & Finance 134, 106352, 2022 | 86 | 2022 |
Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure MG Czaja, H Scholz, M Wilkens Review of Quantitative Finance and Accounting 33, 1-26, 2009 | 84 | 2009 |
Strukturen und Methoden von Basel II-Grundlegende Veränderungen der Bankenaufsicht M Wilkens, O Entrop, J Völker Zeitschrift für das gesamte Kreditwesen 54, 187-193, 2001 | 83 | 2001 |
The performance of individual investors in structured financial products O Entrop, M McKenzie, M Wilkens, C Winkler Review of Quantitative Finance and Accounting 46, 569-604, 2016 | 69 | 2016 |
A jigsaw puzzle of basic risk-adjusted performance measures H Scholz, M Wilkens | 65 | 2005 |
INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT: A Justification of Sharpe Ratio and Treynor Ratio. H Scholz, M Wilkens International Journal of Finance 17 (4), 2005 | 62 | 2005 |
The benefits of option use by mutual funds M Natter, M Rohleder, D Schulte, M Wilkens Journal of Financial Intermediation 26, 142-168, 2016 | 60 | 2016 |
The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market O Entrop, H Scholz, M Wilkens Journal of Banking & Finance 33 (5), 874-882, 2009 | 59 | 2009 |
Interest rate risk rewards in stock returns of financial corporations: Evidence from Germany MG Czaja, H Scholz, M Wilkens European Financial Management 16 (1), 124-154, 2010 | 55 | 2010 |
The performance of investment grade corporate bond funds: evidence from the European market LH Dietze, O Entrop, M Wilkens The European Journal of Finance 15 (2), 191-209, 2009 | 49 | 2009 |
Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? B Breloer, H Scholz, M Wilkens Journal of Banking & Finance 43, 58-77, 2014 | 40 | 2014 |
Von der Treynor-Ratio zur Market Risk-Adjusted Performance: Zusammenhang und Diskussion grundlegender Performancemaße M Wilkens, H Scholz | 35 | 1999 |
Herds on green meadows: the decarbonization of institutional portfolios L Benz, A Jacob, S Paulus, M Wilkens Journal of Asset Management 21 (1), 13-31, 2020 | 33 | 2020 |
Green data or greenwashing? Do corporate carbon emissions data enable investors to mitigate climate change? V Kalesnik, M Wilkens, J Zink SSRN Electronic Journal, 2020 | 29 | 2020 |
Lean trees—A general approach for improving performance of lattice models for option pricing R Baule, M Wilkens Review of Derivatives Research 7, 53-72, 2004 | 29 | 2004 |
Systematik grundlegender Performancemaße: von der Sharpe-Ratio zum RAP M Wilkens, H Scholz Finanz-Betrieb: FB; Zeitschrift für Unternehmensfinanzierung und …, 1999 | 29 | 1999 |