PD Dr. Martin Rohleder

Akademischer Rat
Prof. Dr. Marco Wilkens: Finanz- und Bankwirtschaft
Telefon: +49 821 598 - 4120
Fax: +49 821 598 - 4223
E-Mail:
Raum: 2204 (J)
Sprechzeiten: Dienstag 14.00 - 15.00 Uhr
Adresse: Universitätsstraße 16, 86159 Augsburg

Profile

Research area

Performance Analysis, Applied Capital Market Theory, Empirical Finance, Climate Finance

 

Short biography

  • 2019: Venia legendi (Privatdozent) in Business Administration, University of Augsburg
  • 2018: Habilitation in Business Administation (Dr. habil.), University of Augsburg
  • since 2011: Research associate and post-doctoral lecturer, University of Augsburg
  • 2011: Doctorate in finance (Dr. rer. pol.)
  • 2007-2011: Research associate and doctoral candidate, Catholic University of Eichstätt-Ingolstadt
  • 2007:  Diploma in Business Administration
  • 2002-2007: Studies in Business Administration, Catholic University of Eichstätt-Ingolstadt, Warsaw School of Economics (Poland), Stellenbosch University (South Africa)
  • 2000-2002: Banking Apprenticeship, Frankfurter Sparkasse 1822, Degree: “Bankkaufmann”

 

Reviewer for refereed journals

  • Journal of Asset Management
  • Journal of Empirical Legal Studies
  • Quarterly Review of Economics and Finance
  • Research in International Business and Finance
  • Financial Analysts Journal
  • The European Journal of Finance
  • Small Business Economics
  • Financial Review
  • Eastern European Economics
  • International Journal of Financial Studies
  • Quantitative Finance
  • Applied Economics Letters

  • Emerging Markets Finance and Trade

 

Miscellaneous

  • Winner of the science award of the Kurt und Felicitas Viermetz Association 2017.
  • Winner of the "Highest Impact Award" by the LIFE Climate Foundation Liechtenstein for the paper "Carbon Risk" (with Maximilan Görgen, Andrea Jacob, Martin Nerlinger and Marco Wilkens) at the Liechtenstein Green Summit 2017. 
  • Accepted to a private discussion session with 1997 Nobel Laureat in Economics Robert C. Merton (MIT) at the 22nd Annual Meeting of the German Finance Association (DGF), Leipzig, September 25-26, 2015.

Working Papers

  • The Effects of Decarbonizing Institutional Portfolios on Stock Prices and Carbon Emissions.
    Working Paper, 2020 (with Marco Wilkens and Jonas Zink).

  • Ownership Comes with Responsibility – the Impact of Ownership Characteristics on CSR
    Working Paper, 2020 (with Lukas Benz, Stefan Paulus und Marco Wilkens)
    Abstract and Download

  • The Effect of Unobserved Constraints on Portfolio Management: Evidence from Separate Account-Mutual Fund Twins.
    Working Paper, 2019 (with Hendrik Tentesch, Rene Weh and Marco Wilkens)
    Accepted for presentation:

    • FMA Doctoral Student Consortium, Glasgow, Scotland, June 12-14, 2019.

    • HVB PhD Workshop 2019, Riederau, May 17-18, 2019.

  • Bond Fund Performance: Does Management Activity Pay?
    Working Paper, Augsburg (2017)
    Reference in online article
    Abstract and Download

  • Diseconomies of Scale in Quantitative and Fundamental Investment Styles.  

    Working Paper, Augsburg (2019) with Richard B. Evans, Hendrik Tentesch and Marco Wilkens
    Abstract and Download
    Accepted for presentation:
    • 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA, October 23-26,2019.
    • 5th European Retail Investment Conference (ERIC), Stuttgart, Germany, April 10-12, 2019.
    • 25. Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF) 2017, Trier University, Germany, September 21-22, 2018.
    • FMA European Conference 2018, Kristiansand, Norway, June 13 - 15, 2018.
    • Eastern Finance Association 2018 Annual Meetings, Philadelphia, USA, April 11-14, 2018.
    • Southern Finance Association Annual Meeting 2017, Key West, November 15-18, 2017. 
    • HVB PhD Workshop 2017, Riederau, May 25-27, 2017.
  • Carbon Risk. 
    Working Paper, Augsburg (2019) with Maximilian Görgen, Andrea Jacob, Martin Nerlinger, Ryan Riordan and Marco Wilkens.
    Winner of the Best Paper Award of the Southwestern Finance Association Conference 2018.
    Winner of the Highest Impact Award of the Green Summit 2017 in Liechtenstein.
    Abstract and Download
    Accepted for presentation:

    • GOR AG FIFI Workshop 2017, Magdeburg, March 29-30, 2017.

    • Green Summit University of Liechtenstein, Vaduz, May 23, 2017. (Highest Impact Award)
    • Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF) 2017, Ulm University, Germany, October 06-07, 2017.
    • Vietnam Symposium in Banking and Finance 2017, Ho Chi Minh City, Vietnam, October 26-28, 2017.
    • IFABS Asia 2017 Ningbo China Conference, Ningbo, China, August 31 - September 02, 2017.
    • Workshop Central Banking and Green Finance 2017, Amsterdam, November 28-29, 2017.
    • Midwest Finance Association 2018 Annual Meeting, San Antonio, USA, March 01-03, 2018.
    • Eastern Finance Association 2018 Annual Meetings, Philadelphia, USA, April 11-14, 2018.
    • Southwestern Finance Association Annual Meeting, Albuquerque, New Mexico, USA, March 07-10, 2018.
    • 45th European Finance Association Annual Meeting, Warsaw, Poland, August 22-25, 2018.
    • NAMA 2018, Augsburg, Germany, October 04-05, 2018.
    • 2019 American Economic Association Meetings, Atlanta, Georgia, January 04-06, 2019.
    • 2019 FMA European Conference in Glasgow, Schottland, June 12 - 14, 2019.
    • Northern Finance Association Annual Meeting 2019, Vancouver, Canada, September 13-15, 2019.
  • Maturity-matched bond fund performance. 
    Working Paper, Augsburg (2019) with Marco Wilkens and Markus Natter
    Abstract and Download
    Accepted for presentation:
    • 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA, October 23-26,2019.
    • 2017 FMA European Conference, Lisbon, Portugal, June 22-23, 2017.
    • World Finance Conference, Cagliari University, Sardinia, Italy, July 26 - 28, 2017.
    • 4th European Retail Investment Conference, Stuttgart, Germany, May 17-19, 2017.
    • 79. Jahrestagung des VHB, St. Gallen, June 07-09, 2017.
    • Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF) 2017, Ulm University, Germany, October 06-07, 2017.

Publications

Martin Rohleder
2019 | 2018 | 2017 | 2016 | 2015 | 2013 | 2011

2019

Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens
Jensen's alpha and the market‐timing puzzle

BibTeX | RIS | DOI

Lukas Benz, Martin Rohleder, Janik Syryca and Marco Wilkens
Shedding light on the exposure of mutual funds: which investments drive mutual fund characteristics?

BibTeX | RIS | DOI

2018

Martin Rohleder, Dominik Schulte, Janik Syryca and Marco Wilkens
Mutual fund stock-picking skill: new evidence from valuation- versus liquidity-motivated trading

BibTeX | RIS | DOI

Online bereits 2017 erschienen

Martin Rohleder, Hendrik Scholz and Marco Wilkens
Success and failure on the corporate bond fund market

BibTeX | RIS | DOI

2017

Markus Natter, Martin Rohleder, Dominik Schulte and Marco Wilkens
Bond mutual funds and complex investments

BibTeX | RIS | DOI

Martin Rohleder, Dominik Schulte and Marco Wilkens
Management of flow risk in mutual funds

BibTeX | RIS | DOI

2016

Ulf Herrmann, Martin Rohleder and Hendrik Scholz
Does style-shifting activity predict performance? Evidence from equity mutual funds

BibTeX | RIS | DOI

Ludwig von la Hausse, Martin Rohleder and Marco Wilkens
Systemic interest rate and market risk at US banks

BibTeX | RIS | DOI

Markus Natter, Martin Rohleder, Dominik Schulte and Marco Wilkens
The benefits of option use by mutual funds

BibTeX | RIS | DOI

2015

Martin Rohleder
The relation between past flows and future performance: simple investment strategies in the mutual fund sector

PDF | BibTeX | RIS | DOI

2013

Marco Wilkens and Martin Rohleder
Die wirtschaftliche Bedeutung von Investmentfonds für Anlager

BibTeX | RIS

2011

Martin Rohleder, Hendrik Scholz and Marco Wilkens
Survivorship bias and mutual fund performance: relevance, significance, and methodical differences

BibTeX | RIS | DOI

Conference invitations

*denotes presentations by co-authors

  • 2019: 2019 Annual Meeting of the Financial Management Association International, New Orleans, USA, October 23-26,2019 FMA European Conference 2019, Glasgow, Scottland, June 12 - 14, 2019, 5th European Retail Investment Conference (ERIC), Stuttgart, Germany, April 10-12, 2019, 2019 American Economic Association Meetings*, Atlanta, Georgia, January 04-06.
  • 2018: Southwestern Finance Association Annual Meeting, Albuquerque, New Mexico, USA, March 07-10, Midwest Finance Association 2018 Annual Meeting, San Antonio, USA, March 01-03, Eastern Finance Association 2018 Annual Meetings, Philadelphia, USA, April 11-14, VHB Pfingsttagung, Magdeburg, Germany, May 23-25, FMA European Conference, Kristiansand, Norway, June 12-15, 45th European Finance Association Annual Meeting, Warsaw, Poland, August 22-25, DGF Annual Meeting, Trier, September 21-22, NAMA 2018, Augsburg, Germany, October 04-05.
  • 2017: GOR AG FIFI Workshop 2017, Magdeburg, March29-30, 2017, 2017 FMA European Conference, Lisbon, Portugal, June 22-23, 2017, World Finance Conference, Cagliari University, Sardinia, Italy, July 26 - 28, 2017, 4th European Retail Investment Conference, Stuttgart, Germany, May 17-19, 2017, 79. Jahrestagung des VHB, St. Gallen, June 07-09, 2017, HVB PhD Workshop 2017*, Riederau, May 25-27, 2017, GOR International Conference on Operations Research*, Berlin, September 06-08 , 2017, 24th Annual Meeting of the German Finance Association, Ulm, October 06-07, 2017, Universität Liechtenstein Green Summit*, Vaduz, May 23, 2017, Vietnam Symposium in Banking and Finance*, Ho Chi Minh City, October 26-28, 2017, IFABS Asia Conference, Ningbo, China, August 31 - September 02, 2017, Southern Finance Association Annual Meeting*, Key West, November 15-18, 2017.
  • 2016: 78. Jahrestagung des VHB, Munich, May 18-20, FMA European Conference, Helsinki, Juni 9-10, Southern Finance Association Annual Meeting*, Sandestin, November 16-19, GOR Society of Operations Research Workshop Financial Management and Financial Institutions, April 4.
  • 2015: 64th Midwest Finance Association Annual Meeting*, Chicago, March 4-7, 54th Conference of the Southwestern Finance Association*, Houston, March 11-15, Eastern Finance Association Annual Meeting*, New Orleans, April 8-11, 18th Conference of the Swiss Society for Financial Markets Research*, Zurich, April 10, 3rd European Retail Investment Conference (ERIC)*, Stuttgart, April 22-24, 2015 Financial Management Association European Conference*, Venice, June 11-12, 22nd Annual Meeting of the German Finance Association (DGF), Leipzig, September 25-26, Southern Finance Association Annual Meeting*, Captiva Island, November 18-21, 28th Australasian Finance and Banking Conference*, Sydney, December 16-18.
  • 2014: 63rd Midwest Finance Association Annual Meeting, Orlando, March 5-8, 53rd Conference of the Southwestern Finance Association, Dallas, March 12-15, Financial Management Association European Conference, Maastricht, June 11-13, IFABS Conference, Lisbon, June 18-20, Northern Finance Association Conference*, Ottawa, September 12-14, Conference of the Southern Finance Association*, Key West, November 19-22.
  • 2013: 62nd Midwest Finance Association Annual Meeting*, Chicago, March 13-16, 59th Eastern Finance Association Annual Meeting*, St. Pete Beach, April 10-13, 20th Annual Meeting of the German Finance Association, Wuppertal*, September 27-28.
  • 2012: 61st Midwest Finance Association Annual Meeting, New Orleans, February 22-25, 51st Conference of the Southwestern Finance Association, New Orleans, February 29-March 2, European Financial Management Association Symposium on Asset Pricing*, Hamburg, April 12-14.
  • 2011: European Retail Investment Conference Doctoral Consortium*, Stuttgart, February 23, 9th ATINER International Conference on Finance, Athens, July 3-7, Symposium on Finance, Banking and Insurance*, Karslruhe, December 15-16.
  • 2009: 48th Southwestern Finance Association Annual Meeting*, Oklahoma City, February 24-28, 12th Conference of the Swiss Society for Financial Market Research*, Geneva, April 3, Eastern Finance Association Meeting*, Washington, April 29 - May 2, 71st Annual Conference of the German Academic Association of Business Research (VHB)*, Nürnberg, June 3-6, 2009 FMA European Conference*, Turin, June 3-5, European Financial Management Association Annual Meeting*, Milan, June 24-27, FMA European Conference*, Turin, June 4-5, FMA Annual Meeting*, Reno, October 21-24, Southern Finance Association Meeting*, Captiva Island, November 18-21.
  • 2008: 57th Midwest Finance Association Annual Meeting, San Antonio, February 27-March 1, 47th Conference of the Southwestern Finance Association, Houston, March 6-8, 11th Conference of the Swiss Society for Financial Market Research, Zuerich, April 11, 54th Eastern Finance Association Annual Meeting*, St. Pete Beach, Florida, April 9-12, Financial Management Association European Conference, Prague, June 4-6, 15th Annual Meeting of the German Finance Association, Muenster, October 10-11, Conference of the Southern Finance Association*, Key West, November 19-22, 21st Australasian Finance and Banking Conference*, Sydney, December 16-18.

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