Prof. Dr. Peter Scholz

Short Profile

Prof. Dr. Peter Scholz has been Professor for Business Administration Theory with a focus on banking at HSBA since 2013. Furthermore, he is the Academic Head of the MSc Finance. Previously he worked for over ten years in investment banking and in the private customer business – as a portfolio manager at Deka Investment in Frankfurt am Main and as a derivatives trader and securities specialist at Deutsche Bank.

After vocational training as a finance assistant at Deutsche Bank and studying Betriebswirtschaftslehre (business administration) at Tübingen University, Peter Scholz completed his doctorate at the Centre for Practical Quantitative Finance in Frankfurt School of Finance & Management, where he still gives lectures on finance.

Professor Scholz has presented his research findings on investment certificates and timing strategies at several international conferences, including the Research Conference ‘Campus for Finance’ at WHU Vallendar, the Midwest Finance Association in New Orleans and the Southern Finance Association in Charleston.

Lectures

  • Banking Management and Financial Markets (Introduction to Banking Management, Securities and Portfolio Management, Derivate and Risiko Management)
  • International Risk Management
  • Corporate Finance
  • Behavioral Finance

Research Areas

  • Performance of Active Asset Management
  • Equity Derivatives
  • Retail Certificates
  • Technical Timing Strategie
  • Digitalization at Banking Sector (FinTechs)

Doctoral Students

David Großmann
Doctoral Student

Profile

Publications

Journal articles (refereed)

Grossmann, David and Peter Scholz. 2018. "The Golden Rule of Banking: Funding Cost Risks of Bank Business Models." Journal of Banking Regulation  : . https://doi.org/10.1057/s41261-018-0080-5.

Tertilt, Michael and Peter Scholz. 2018. "To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors.." The Journal of Wealth Management  21(2): 70-84.

Scholz, Peter. 2018. "Hostile Takeovers: Are Banks Threatened by FinTechs?." Corporate Finance  01-02: 3-7, Available at SSRN: https://ssrn.com/abstract=2907320.

Großmann, David and Peter Scholz. 2017. "Bank Regulation - One Size Does Not Fit All." Journal of Applied Finance and Banking,  7(5): 1-27.

Scholz, Peter . 2017. "Droht den Banken die feindliche Übernahme durch FinTechs?." Corporate Finance  01-02: 3-7.

Scholz, Peter. 2014. "Managing Position Size Depending On Asset Price Characteristics." Journal of Applied Operational Research  6(4): 189-206.

Scholz, Peter and Walther, Ursula. 2013. "Performance Analysis of Investment Strategies — Pitfalls and Surprises." Lecture Notes in Management Science  5: 176-180.

Journal articles (non-refereed) / newspaper

Krückeberg, Sinan and Peter Scholz. 2017. "Zurück in die Zukunft mit dem „Banco-Coin“." Jahrbuch Finanzplatz Hamburg 2017/2018  : 56-57.

Scholz, Peter. 2016. "Tradition verpflichtet – Banking in Hamburg."   : .

Scholz, Peter, and Ursula Walther. 2011. "The Trend is not Your Friend! Why Empirical Timing Success is Determined by the Underlying's Price Characteristics and Market Efficiency is Irrelevant." CPQF Working Paper, http://www.frankfurt-school.de/dms/publications-cqf/CPQF_Arbeits29.pdf  (29): .

Conference presentations (non refereed)

Scholz, Peter. 2018. "To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors." Presentation held at the 54th Meeting of the Eastern Finance Association, Philadelphia, USA, 11.-14.04.2018.

Scholz, Peter. 2017. "To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors." Presentation held at the 8th World Finance Conference, Cagliari, Italy, 26.-28.7.2017.

Scholz, Peter. 2017. "After the Crash is Before the Crash — The Links Between Financial Crises." Presentation held at the 2nd International Conference „Old Continent – New Opportunities“, Wroclaw, Poland, 20.-21.4.2017.

Scholz, Peter. 2017. "Timing Success Explained — The Fallacy of Beating Efficient Markets." Presentation held at the 12th Quantitative & Asset Management Workshop QUANT.IT, Venice, Italy, 02.-03.03.2017.

Scholz, Peter. 2016. "Timing Success Explained — The Fallacy of Beating Efficient Markets." Presentation held at the 7th World Finance Conference, New York, USA, 29.-31.07.2016.

Scholz, Peter. 2016. "Timing Success Explained — The Fallacy of Beating Efficient Markets." Presentation held at the 23rd Annual Conference of the Multinational Finance Society, Stockholm, Sweden, 26.-29.06.2016.

Scholz, Peter. 2016. "Timing Success Explained — The Fallacy of Beating Efficient Markets." Presentation held at the Spring 2016 Conference of the Multinational Finance Society, Cyprus University of Technology, Lemesos, Cyprus, 22.-24.04.2016.

Scholz, Peter. 2015. "Timing Success Explained — The Fallacy of Beating Efficient Markets." Presentation held at the 27th European Conference on Operational Research, University of Strathclyde, Glasgow, Scotland, 12.-15.07.2015.

Scholz, Peter. 2012. "Size Matters! How Position Sizing Drives the Performance of Technical Timing Strategies." Presentation held at the Annual Meeting of the Southern Finance Association, 14.-17.11.2012, Charleston, SC (USA).

Scholz, Peter. 2012. "Size Matters! How Position Sizing Drives the Performance of Technical Timing Strategies." Presentation held at the 19th Annual Conference of the Multinational Finance Society, 24.-27.06.2012, Krakau, Polen.

Scholz, Peter. 2012. "Size Matters! How Position Sizing Drives the Performance of Technical Timing Strategies." Presentation held at the 61st Annual Meeting of the Midwest Finance Association, 22.-25.02.2012, New Orleans, LA (USA).

Scholz, Peter, and Ursula Walther. 2011. "The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies." Presentation held at the 2nd World Finance Conference, 15.-17.06.2011, Rhodos, Griechenland.

Scholz, Peter, and Ursula Walther. 2011. "The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies." Presentation held at the 8th Research Conference Campus for Finance, WHU Vallendar, 12.-13.01.2011.

Scholz, Peter. 2011. "Size Matters! How Position Sizing Drives the Performance of Technical Timing Strategies." Presentation held at the 19th Conference of the International Federation of Operational Research Societies, 10.-15.07.2011, Melbourne, Australien.

Scholz, Peter, and Ursula Walther. 2010. "The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies." Presentation held at the International Conference on Operations Research, Universitat der Bundeswehr München, 01.-03.09.2010.

Scholz, Peter, and Ursula Walther. 2010. "The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies." Presentation held at the International Conference on Applied Operational Research, University of Turku, Finland, 25.-27.08.2010.

Scholz, Peter, and Ursula Walther. 2010. "The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies." Presentation held at the 24th European Conference on Operational Research, University of Lisbon, Portugal, 11.-14.07.2010.

Scholz, Peter, and Ursula Walther. 2010. "The Profitability of Investment Certificates in Different Tax Systems - Do Structured Products Benefit from Taxation?." Presentation held at the 7th Research Conference Campus for Finance, WHU Vallendar, 13.-14.01.2010.

Scholz, Peter, and Ursula Walther. 2009. "The Profitability of Investment Certificates in Different Tax Systems - Do Structured Products Benefit from Taxation?." Presentation held at the 23rd European Conference on Operational Research, University of Bonn, 05.-08.07.2009.

Scholz, Peter, and Ursula Walther. 2009. "The Profitability of Investment Certificates in Different Tax Systems - Do Structured Products Benefit from Taxation?." Presentation held at the International Federation of Classification Societies Conference, University of Technology, 13.-18.03.2009, Dresden.

Working papers

Scholz, Peter, Grossmann, David and Krueckeberg, Sinan. 2017. "Better The Devil You Know Than The Devil You Don’t — Financial Crises between Ambiguity Aversion and Selective Perception." Working paper, SSRN.

Tertilt, Michael and Scholz, Peter. 2017. "To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors." Working paper, SSRN Working Paper.

Scholz, P., Grossmann, D., Krückeberg, S. 2017. "A Never Ending Story? The Dependency of Financial Crisis and Uncertainty." Working paper, SSRN.

Scholz, Peter. 2012. "Size Matters! How Position Sizing Determines Risk and Return of Technical Timing Strategies." Working paper, CPQF Working Paper, http://www.frankfurt-school.de/dms/publications-cqf/CPQF_Arbeits31.pdf.

Scholz, Peter, and Ursula Walther. 2010. "Investment Certificates under German Taxation: Benefit or Burden for Structured Products' Performance?." Working paper, CPQF Working Paper, http://www.frankfurt-school.de/dms/publications-cqf/CPQF_Arbeits24.pdf.

Other Activities

Scholz, Peter. 2017. "Talk on: To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors at 5th Crowdinvesting Symposium „The Regulation of FinTechs“, Berlin, Germany, 06.10.2017." .

© 2018 HSBA