Lehrstuhlvertretung

PD Dr. Maximilian Wimmer

 

Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre

Universität Mannheim

L5, 2

68131 Mannheim

Deutschland     

Büro: L5, 2 - Raum 002-003
Sprechstunden: nach Vereinbarung. 

 

 

Research Interests

  • Multi-criteria portfolio theory
  • Risk capital allocation
  • Socially responsible investing
  • Weather derivatives

Selected Publications

Tri-Criterion Modeling for Constructing More-Sustainable Mutual Funds (with S. Utz, R. E. Steuer). European Journal of Operational Research 246(1), pp. 331-338, 2015.

Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (with S. Utz, M. Hirschberger, R. E. Steuer). European Journal of Operational Research 234(2), pp. 491-498, 2014.

Computing the nondominated surface in tri-criterion portfolio selection (with M. Hirschberger, R. E. Steuer, S. Utz, Y. Qi). Operations Research 61(1), pp. 169-183, 2013.

Risk capital allocation for RORAC optimization (with A. Buch, G. Dorfleitner). Journal of Banking & Finance 35(11), pp. 3001-3009, 2011.

The pricing of temperature futures at the Chicago Mercantile Exchange (with G. Dorfleitner). Journal of Banking & Finance 34(6), pp. 1360-1370, 2010.

Opens external link in current windowComplete list of publications

Short Biography

  • Aug 2016-Jul 2017: Interim Head, Chair of Finance and Banking, University of Mannheim
  • Aug 2015-Jan 2016: Interim Head, Chair of International Finance, University of Mannheim
  • Aug 2013-Jan 2014: Interim Head, Chair of Corporate Finance, University of Mannheim
  • Feb 2013: Habilitation (Business Administration), Department of Business and Economics, University of Regensburg
  • Feb 2010: Dr. rer. pol., Department of Business and Economics, University of Regensburg
  • since Oct 2007: Research Assistant at the Department of Finance, University of Regensburg
  • Oct 2007: Diplom, Business Mathematics, University of Augsburg
  • Aug 2006: Master of Science, Mathematics, Iowa State University