Working Papers & Unpublished Manuscripts

Bayesian Regularization of Portfolio Weights, Tech. rep., Department of Economics, University of Konstanz, June2016, with C. Frey.

On the Posterior Distribution of Portfolio Weights, Tech. rep., Department of Economics, University of Konstanz, with C. Frey and S. Voigt.

Risk Preferences and Estimation Risk in Portfolio Choice, Working Paper Series 47, The Rimini Centre for Economic Analysis.

Lq-Norm Regularization of Markowitz Portfolio Weights, discussion paper, Center of Finance and Econometrics (CoFE), University of Konstanz, 2015, with P. Schanbacher and J. Mareckova.

Liquidity and the Value-at-Risk, Center of Finance and Econometrics, WorkingPaper, March 2011, with Li Lidan, Hao Liu.

The Good, the Bad and the Ugly: Analyzing Forecasting Behavior within a Misclassified Quantal Response Framework, University of Konstanz, Center for Quantitative Methods and Survey Research (CMS), Working Paper, 2010, with I. Nolte and S. Nolte.

Female labor force participation and the Big Five, Center for European Economic Research (ZEW), Mannheim, Discussion Paper 10-003, 2010, with L. Wichert.

Estimating Liquidity Using Information on the Multivariate Trading Process, presented at the ESF Workshop on ,,High Frequency Econometrics and FX markets", June 26-29, 2006, with K. Bien and I. Nolte.

Ökonometrische Analyse with anonymisierten Mikrodaten, presented at MITAX-Conference,,Mikroanalysen und Steuerpolitik (,,Microanalysis and Tax Policy"),University of Lüneburg, Oct. 6-7, 2005, with S. Lechner.

On the Simultaneity of Absolute Price Changes and Transaction Durations, 2001, presented at the EC2 Conference, Louvain La Neuve, Dec., with F. Gerhard.

What a Difference a Day Makes: On the Common Market Microstructure of Trading Days, 2000, Center of Finance and Econometrics, CoFE Discussion Paper 00-24, with F. Gerhard and D. Hess.

Efficient Bargaining and the Demand in the Service Sector, 2000, CoFE Discussion Paper 00-24, with U. Kaiser.

Einkommen, Unsicherheit und Ruhestandsentscheidung. - Eine Optionswertanalyse der Erwerbsbeteiligung älterer Arbeitnehmer (Income, Uncertainty and the Retirement Decision - An Option Value Analysis of Labour Market Participation), 1994, Habilitation Thesis, University of Mannheim.

Unpublished Lecture Notes

Financial Econometrics, Lecture notes, University of Konstanz, 2010, with I. Nolte, R. Halbleib and V. Voev.

Econometrics I, Lecture notes, University of Konstanz, 2011.

Advanced Econometrics, Lecture notes, University of Konstanz, 2012.

Microeconometrics, Lecture notes, University of Konstanz, 2010.

Nonparametric Estimation, Lecture notes, University of Konstanz, 2008.

Econometrics of Evaluation, Lecture notes, University of Konstanz, 2008, with A. Flossmann