Prof. Dr. Peter Scholz

Kurzprofil

Professor Peter Scholz ist seit 2013 Professor für Betriebswirtschaftslehre mit dem Schwerpunkt Banking an der HSBA. Zuvor war er über zehn Jahre im Investmentbanking und im Privatkundengeschäft tätig – als Portfoliomanager bei der Deka Investment in Frankfurt am Main sowie als Derivatehändler und Wertpapierspezialist bei der Deutschen Bank.

Nach der Berufsausbildung zum Finanzassistenten bei der Deutschen Bank und dem Studium der Betriebswirtschaftslehre an der Eberhard-Karls-Universität in Tübingen promovierte Professor Scholz am Centre for Practical Quantitative Finance an der Frankfurt School of Finance & Management, wo er weiterhin Lehraufträge im Bereich Finance erfüllt.

Seine Forschungsergebnisse stellt Professor Scholz regelmäßig bei internationalen Konferenzen vor, u. a. bei den Meetings der Midwest Finance Association, der Southern Finance Association, der Multinational Finance Society, sowie der World Finance Conference.

Lehrveranstaltungen

  • Banken und Finanzmärkte (Modul1: Theorie und Praxis der Bank; Modul 2: Wertpapier- und Portfolio Management; Modul 3: Derivate und Risiko Management)
  • International Risk Management und
  • Corporate Finance
  • Behavioral Finance

Forschungsschwerpunkte

  • Performance of Active Asset Management
  • Equity Derivatives
  • Retail Certificates
  • Technical Timing Strategies
  • Digitalisierung des Bankensektors (FinTechs)

Doktoranden

David Großmann
Doktorand

Profil

Sinan Krückeberg
Doktorand

Profil

Publikationen

Zeitschriftenartikel (Nicht referiert)

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

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): .

Konferenzbeiträge

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

Präsentationen auf Konferenzen

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. 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. 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, 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.

Working papers

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.

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