| Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings B Hübel, H Scholz Journal of Asset Management 21 (1), 52-69, 2020 | 144 | 2020 |
| 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 | 124 | 2011 |
| Refinements to the Sharpe ratio: Comparing alternatives for bear markets H Scholz Journal of Asset Management 7, 347-357, 2007 | 109 | 2007 |
| ESG and corporate credit spreads F Barth, B Hübel, H Scholz The Journal of Risk Finance 23 (2), 169-190, 2022 | 101 | 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 |
| 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 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 |
| Alpha momentum and price momentum HL Hühn, H Scholz International Journal of Financial Studies 6 (2), 49, 2018 | 47 | 2018 |
| Performance of International and Global Equity Mutual Funds: Do Country Momentum and Sector Momentum Matter? B Breloer, H Scholz, M Wilkens Journal of Banking and Finance 43, 58-77, 2014 | 40 | 2014 |
| Withholding-tax non-compliance: the case of cum-ex stock-market transactions T Buettner, C Holzmann, F Kreidl, H Scholz International Tax and Public Finance 27 (6), 1425-1452, 2020 | 39* | 2020 |
| Short-term persistence in hybrid mutual fund performance: The role of style-shifting abilities U Herrmann, H Scholz Journal of banking & finance 37 (7), 2314-2328, 2013 | 38 | 2013 |
| Von der Treynor-Ratio zur Market Risk-Adjusted Performance: Zusammenhang und Diskussion grundlegender Performancemaße M Wilkens, H Scholz | 35 | 1999 |
| Currency conversion of Fama–French factors: How and why M Glück, B Hübel, H Scholz Journal of Portfolio Management 47 (2), 157-175, 2021 | 33 | 2021 |
| Spillover effects from the Volkswagen emissions scandal: An analysis of stock and corporate bond markets F Barth, C Eckert, N Gatzert, H Scholz Schmalenbach Journal of Business Research 74 (1), 37-76, 2022 | 29* | 2022 |
| Systematik grundlegender Performancemaße: von der Sharpe-Ratio zum RAP M Wilkens, H Scholz Finanz-Betrieb: FB; Zeitschrift für Unternehmensfinanzierung und …, 1999 | 29 | 1999 |
| Reverse Convertibles und Discount-Zertifikate: Bewertung, Pricingrisiko und implizite Volatilität M Wilkens, H Scholz | 27 | 2000 |
| Die Marktphasenabhängigkeit der Sharpe Ratio—Eine empirische Untersuchung für deutsche Aktienfonds H Scholz, M Wilkens The Journal of Business Economics 76 (12), 1275-1302, 2006 | 26 | 2006 |
| Does style-shifting activity predict performance? Evidence from equity mutual funds U Herrmann, M Rohleder, H Scholz The Quarterly Review of Economics and Finance 59, 112-130, 2016 | 25 | 2016 |
Marco WilkensUniversity of AugsburgVerified email at wiwi.uni-augsburg.de
