Marc Oliver Rieger

University of Trier

15, Universitaetsring

Trier, 54286

Germany

http://www.banking-finance.uni-trier.de

SCHOLARLY PAPERS

32

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Top 13,905

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52

CROSSREF CITATIONS

30

Scholarly Papers (32)

1.

How Time Preferences Differ: Evidence from 53 Countries

Journal of Economic Psychology, Forthcoming
Number of pages: 53 Posted: 04 Oct 2009 Last Revised: 07 Jan 2016
Mei Wang, Marc Oliver Rieger and Thorsten Hens
WHU - Otto Beisheim School of Management, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 3,174 (4,208)
Citation 43

Abstract:

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Intertemporal decision, Endogenous preference, Cross-cultural comparison

2.

Why do Investors Buy Structured Products?

EFA 2009 Bergen Meetings Paper
Number of pages: 31 Posted: 16 Feb 2009 Last Revised: 18 Aug 2011
Thorsten Hens and Marc Oliver Rieger
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,529 (6,164)
Citation 3

Abstract:

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structured products, equity-linked notes, index-linked notes, Behavioral Finance, CAPM

3.

The Behavioral Foundations of Corporate Dividend Policy: A Cross-Country Analysis

Number of pages: 63 Posted: 07 Apr 2011 Last Revised: 08 Jan 2014
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 1,012 (25,991)
Citation 4

Abstract:

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ambiguity aversion, behavioral decision theory, corporate dividend policy, loss aversion, patience

4.

Prospect Theory Around the World

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/19
Number of pages: 37 Posted: 10 Nov 2011
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 904 (30,642)
Citation 17

Abstract:

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Risk preferences, prospect theory, cross-cultural comparison

5.

Financial Market Equilibria with Cumulative Prospect Theory

Swiss Finance Institute Research Paper No. 07-21
Number of pages: 34 Posted: 14 May 2007 Last Revised: 13 Jan 2021
Enrico G. De Giorgi, Thorsten Hens and Marc Oliver Rieger
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Trier
Downloads 645 (48,472)
Citation 10

Abstract:

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Cumulative prospect theory, general equilibrium model, non-convex preferences, continuum of agents

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 149-163
Number of pages: 15 Posted: 31 Jul 2012 Last Revised: 02 Aug 2017
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 396 (87,741)

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equity risk premium, time discounting, myopic loss aversion, cultural finance

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, Vol. 17, No. 3/4, p. 149-163, 2013
Number of pages: 15 Posted: 18 Jun 2015
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 126 (266,111)
Citation 3

Abstract:

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equity risk premium; time discounting; myopic loss aversion; cultural finance

7.

Explaining the Demand for Structured Financial Products: Survey and Field Experiment Evidence

Number of pages: 19 Posted: 20 Oct 2010
Marc Oliver Rieger and Thorsten Hens
University of Trier and University of Zurich - Department of Banking and Finance
Downloads 501 (66,782)
Citation 2

Abstract:

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Structured financial products, capital protected products, loss aversion

8.

Co-Monotonicity of Optimal Investments and the Design of Structured Financial Products

Swiss Finance Institute Research Paper No. 07-28
Number of pages: 47 Posted: 25 Feb 2007
Marc Oliver Rieger
University of Trier
Downloads 437 (78,873)

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Co-monotonicity, structured products, portfolio optimization, noarbitrage condition, decision theory

9.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21
Number of pages: 30 Posted: 31 May 2011
Amelie Brune, Thorsten Hens, Marc Oliver Rieger and Mei Wang
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management
Downloads 435 (79,317)
Citation 3

Abstract:

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International conflicts, war, stock market reaction, news analysis, behavioral finance

10.

Probability Misestimation and Preferences in Financial Investment Decision

Number of pages: 20 Posted: 25 Mar 2009
Marc Oliver Rieger
University of Trier
Downloads 349 (102,269)
Citation 1

Abstract:

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Structured financial products, equity linked notes, index linked notes, behavioral bias, investment decision

11.

Corporate Cash Holdings and Ambiguity Aversion

Review of Finance, Forthcoming
Number of pages: 55 Posted: 28 Apr 2013 Last Revised: 08 May 2016
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 320 (112,650)
Citation 2

Abstract:

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Ambiguity aversion, behavioral decision theory, cash holding policy, corporate finance

12.

Should Your Bank Invest for You? Evidence from Private Banking Accounts

Number of pages: 22 Posted: 31 May 2011 Last Revised: 13 Aug 2011
Ji Cao, Marcel Fischli and Marc Oliver Rieger
Nankai University - Business School, UBS AG and University of Trier
Downloads 273 (133,268)

Abstract:

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individual investor, portfolio management, private banking, mixture model, cluster analysis

13.

Risk Classes for Structured Products: Mathematical Aspects and their Implications on Behavioral Investors

Number of pages: 16 Posted: 23 May 2012
Ji Cao and Marc Oliver Rieger
Nankai University - Business School and University of Trier
Downloads 260 (140,145)

Abstract:

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Value at Risk, structured products, risk measure

14.

Games and Prospects

Swiss Finance Institute Research Paper No. 07-29
Number of pages: 21 Posted: 11 Oct 2007
Marc Oliver Rieger
University of Trier
Downloads 237 (153,439)

Abstract:

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Prospect Theory, Existence of Nash Equilibria, Evolutionary stability

15.

Explaining Asymmetric Volatility around the World

Number of pages: 54 Posted: 11 Feb 2009
Tõnn Talpsepp and Marc Oliver Rieger
Tallinn University of Technology and University of Trier
Downloads 185 (193,378)
Citation 5

Abstract:

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Volatility asymmetry, leverage e ffect, short-selling, APARCH model

16.

Can Television Reduce Xenophobia? The Case of East Germany

CESifo Working Paper Series No. 6632
Number of pages: 66 Posted: 29 Jul 2020
Lars Hornuf, Marc Oliver Rieger and Sven Hartmann
University of Bremen - Faculty of Business Studies and Economics, University of Trier and Institute for Labour Law and Industrial Relations in the European Union (IAAEU)
Downloads 163 (215,570)
Citation 2

Abstract:

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Mass media, Television, Xenophobia, Attitudes towards foreigners, East Germany, Natural experiment

17.

Optimal Financial Investments for Non-Concave Utility Functions

Number of pages: 6 Posted: 17 Aug 2011
Marc Oliver Rieger
University of Trier
Downloads 137 (248,708)
Citation 1

Abstract:

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optimal investments, non-concave utility function, prospect theory

18.

Too Risk-Averse for Prospect Theory?

Number of pages: 25 Posted: 01 Mar 2011
Marc Oliver Rieger and Thuy Bui
University of Trier and affiliation not provided to SSRN
Downloads 136 (250,154)
Citation 1

Abstract:

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Cumulative Prospect Theory, decisions under risk, risk-aversion, probability weighting, value function

19.

Evolutionary Stability of Prospect Theory Preferences

Swiss Finance Institute Research Paper No. 1481461
Number of pages: 21 Posted: 04 Oct 2009
Marc Oliver Rieger
University of Trier
Downloads 136 (250,154)
Citation 2

Abstract:

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prospect theory, existence of Nash equilibria, evolutionary stability

20.

Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 31 Oct 2019
Ji CAO, Marc Oliver Rieger and Lei Zhao
Yunnan University - School of Development Studies, University of Trier and ESCP Business School
Downloads 135 (251,620)
Citation 1

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21.

Hedging with Regret

Number of pages: 30 Posted: 17 Aug 2017
Olaf Korn and Marc Oliver Rieger
University of Goettingen (Gottingen) and University of Trier
Downloads 104 (303,887)
Citation 2

Abstract:

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risk management, hedging, derivatives, regret aversion

22.

Asymmetric Attention and Volatility Asymmetry

Journal of Empirical Finance, Forthcoming
Number of pages: 25 Posted: 09 Sep 2017
Michał Dzieliński, Marc Oliver Rieger and Tõnn Talpsepp
Stockholm Business School, Stockholm University, University of Trier and Tallinn University of Technology
Downloads 87 (340,820)
Citation 2

Abstract:

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volatility asymmetry, leverage effect, analysts, investor attention

23.

A Note on Bali Et Al. (2011)

Number of pages: 8 Posted: 03 Nov 2017
Shuonan Yuan, Marc Oliver Rieger and Nilufer Caliskan Schindler
Xi'an Polytechnic University, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 62 (411,538)

Abstract:

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extreme positive returns, cross-sectional returns, factor-model, idiosyncratic volatility

24.

Survey Evidence on Core Factors of Behavioral Biases: The Role of Cognition and Affect

Number of pages: 33 Posted: 03 Sep 2020
Marc Oliver Rieger, Mei Wang, Po-Kai Huang and Yuan-Lin Emma Hsu
University of Trier, WHU - Otto Beisheim School of Management, Aletheia University and National Chengchi University (NCCU)
Downloads 52 (446,830)

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investment behavior, behavioral decision making, psychological biases, emotional state measures, cognitive strategies

25.

Universal Time Preference

Number of pages: 23 Posted: 05 Jan 2021
Marc Oliver Rieger, Thorsten Hens and Mei Wang
University of Trier, University of Zurich - Department of Banking and Finance and WHU - Otto Beisheim School of Management
Downloads 48 (466,460)

Abstract:

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time preferences

26.

Uncertainty Avoidance, Loss Aversion and Stock Market Participation

Number of pages: 14 Posted: 08 Sep 2020
Marc Oliver Rieger
University of Trier
Downloads 39 (501,350)

Abstract:

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uncertainty avoidance; loss aversion; stock market participation; cultural finance

27.

A Cautionary Note on Niu and Zeng (2018)

Number of pages: 6 Posted: 22 Jan 2020
Ji CAO and Marc Oliver Rieger
Yunnan University - School of Development Studies and University of Trier
Downloads 22 (595,590)

Abstract:

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Corporate Finance, Capital Structure, Loss Aversion, Prospect Theory

28.

Cognitive Thinking Styles and Susceptibility to Framing Effects

Number of pages: 44 Posted: 17 Sep 2020
thuy chung phan and Marc Oliver Rieger
affiliation not provided to SSRN and University of Trier
Downloads 14 (650,429)

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Framing Effect, Analytic and Holistic Thinking, Analytic-Holism Scale, Categorization

29.

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Coronavirus, COVID-19, SARS-CoV2, social distancing

30.

Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model

Forthcoming in The Journal of Derivatives
Posted: 14 Jan 2020 Last Revised: 12 Nov 2020
Artem Dyachenko and Marc Oliver Rieger
University of Trier - Faculty of Economics and University of Trier

Abstract:

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asset pricing, derivatives, structured products

31.

Volatility Dependent Structured Products

Swiss Finance Institute Research Paper No. 19-64, Forthcoming in The Journal of Investing
Posted: 23 Dec 2019 Last Revised: 23 Nov 2020
Artem Dyachenko, Walter Farkas and Marc Oliver Rieger
University of Trier - Faculty of Economics, University of Zurich - Department of Banking and Finance and University of Trier

Abstract:

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asset pricing, structured products, derivatives

32.

Prospect Theory for Continuous Distributions

Swiss Finance Institute Research Paper No. 07-30, Journal of Risk and Uncertainty, Vol. 36, No. 1, 2008
Posted: 10 Oct 2007 Last Revised: 30 Apr 2008
Marc Oliver Rieger and Mei Wang
University of Trier and WHU - Otto Beisheim School of Management

Abstract:

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Prospect Theory, Cumulative Prospect Theory, continuity, probability weighting, first-order stochastic dominance