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Publications by Marc Gürtler

Measuring Concentration Risk for Regulatory Purposes

Journal of Risk

English

Concentration Risk Under Pillar 2: When Are Credit Portfolios Infinitely Fine Grained?

Kredit und Kapital

English

Markowitz Versus Michaud: Portfolio Optimization Strategies Reconsidered

SSRN Electronic Journal

English

Kimball'sPrudence and Two-Fund Separation as Determinants of Mutual Fund Performance Evaluation

Kredit und Kapital

English

Related publications

Corporate Political Contributions and Stock Returns

Journal of Finance

English

How Do Quasi-Random Option Grants Affect CEO Risk-Taking?

Journal of Finance

English

Self-Fulfilling Liquidity Dry-Ups

Journal of Finance

English

CEO Preferences and Acquisitions

Journal of Finance

English

Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

Journal of Finance

English

Ambiguous Information, Portfolio Inertia, and Excess Volatility

Journal of Finance

English

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

Journal of Finance

English

Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers

Journal of Finance

English

Learning From Coworkers: Peer Effects on Individual Investment Decisions

Journal of Finance

English

Executive Compensation and the Maturity Structure of Corporate Debt

Journal of Finance

English