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 (Modul 1: Theorie und Praxis der Bank; Modul 2: Wertpapier- und Portfolio Management; Modul 3: Derivate und Risiko Management)
  • International Risk Management
  • Corporate Finance
  • Behavioral Finance

Forschungsschwerpunkte

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

Doktoranden

David Großmann
Doktorand

Profil

Sinan Krückeberg
Doktorand

Profil

Publikationen

Zeitschriftenartikel (referiert)

Großmann, David, Scholz, Peter. 2017. "Bank Regulation - One Size Does Not Fit All." Journal of Applied Finance and Banking,  Vol. 7, No. 5: 1-27.

Scholz, Peter . 2017. "Droht den Banken die feindliche Übernahme durch FinTechs?." Corporate Finance  1: 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.

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. 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. 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, 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, .

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

Scholz, Peter. 2012. "Size Matters! How Position Sizing Determines Risk and Return of Technical Timing Strategies." Working paper, CPQF Working Paper.

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." Working paper, CPQF Working Paper.

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.

Sonstige Veröffentlichungen

Scholz, Peter. 2016. "Tradition verpflichtet – Banking in Hamburg." Jahrbuch Finanzplatz Hamburg 2016/2017, S. 24-25.

© 2017 HSBA