Veröffentlichungen "Baumann, Michael Heinrich"

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Anzahl der Einträge: 27.

2023

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Baumann, Michael Heinrich:
How Useful is Statistical Skewness of Financial Data in Decision Making?
Bayreuth , 2023 . - 18 S.

2022

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations.
In: Computational Economics. (13 August 2022) .
ISSN 1572-9974
DOI der Verlagsversion: https://doi.org/10.1007/s10614-022-10285-z

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Extended Abstracts presented at the 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022 : held 12-16 September 2022 in Bayreuth, Germany.
Hrsg.: Baumann, Michael Heinrich ; Grüne, Lars ; Jacob, Birgit ; Worthmann, Karl . 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022
Bayreuth , 2022 . - 815 S.

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Baumann, Michael Heinrich:
Beating the market? A mathematical puzzle for market efficiency.
In: Decisions in Economics and Finance. Bd. 45 (2022) . - S. 279-325.
ISSN 1129-6569
DOI der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8

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Baumann, Michael Heinrich:
An illustrative derivation of the sum of fifth powers.
In: The Mathematical Gazette. Bd. 106 (2022) Heft 565 . - S. 68-77.
ISSN 2056-6328
DOI der Verlagsversion: https://doi.org/10.1017/mag.2022.11

2021

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Njoroge, Parmenas ; Baumann, Michael Heinrich ; Baumann, Michaela ; Shevchenko, Dmitry:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
In: Journal of Corporate Finance Research / Корпоративные Финансы. Bd. 15 (16 Mai 2021) Heft 1 . - S. 19-36.
ISSN 2073-0438
DOI der Verlagsversion: https://doi.org/10.17323/j.jcfr.2073-0438.15.1.2021.19-36

2020

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Baumann, Michael Heinrich:
Das Geld liegt auf der Straße.
Bayreuth , 2020 . - 3 S.

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
Bayreuth , 2020 . - 38 S.

2019

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models : Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth , 2019 . - 8 S.

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2018

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Baumann, Michael Heinrich ; Baumann, Michaela ; Herz, Bernhard:
Are ETFs Bad for Financial Health? : Some Counterintuitive Examples.
Bayreuth , 2018 . - 26 S.

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Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies.
Bayreuth , 2018 . - 160 S.
( Dissertation, 2018 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

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Baumann, Michael Heinrich:
Beating the Market?
Universität Bayreuth
Bayreuth , 2018 . - 61 S.
DOI der Verlagsversion: https://doi.org/10.1007/s10203-021-00361-8

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Baumann, Michael Heinrich:
Die k-dimensionale Champagnerpyramide.
Universität Bayreuth
Bayreuth , 2018 . - 5 S.

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Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control for Affine-Quadratic Games.
Bayreuth , 2018 . - 2 S.

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Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of Stabilizing Effects of Fundamentalists : Facing Positive Feedback Traders.
Bayreuth , 2018 . - 35 S.
DOI der Verlagsversion: https://doi.org/10.5018/economics-ejournal.ja.2019-44

2017

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Bankau, Marcel ; Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist Generator : Establishing Paper-based Process Support.
Universität Bayreuth
Bayreuth , 2017 . - 5 S.

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Baumann, Michaela ; Baumann, Michael Heinrich ; Schönig, Stefan ; Jablonski, Stefan:
The Process Checklist : Paper-based Enactment of Human-driven Processes.
In: Enterprise Modelling and Information Systems Architectures - An International Journal. Bd. 12 (28 Februar 2017) Heft 1 . - S. 1-42.
ISSN 1866-3621
DOI der Verlagsversion: https://doi.org/10.18417/emisa.12.1

2016

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Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously Long Short Trading in Discrete and Continuous Time.
University of Bayreuth, Department of Mathematics
Bayreuth , 2016 . - 14 S.

2015

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Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices.
University of Bayreuth, Department of Mathematics
Bayreuth , 2015 . - 5 S.

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Baumann, Michael Heinrich:
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous.
University of Bayreuth, Department of Mathematics
Bayreuth , 2015 . - 16 S.

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Baumann, Michaela ; Baumann, Michael Heinrich ; Jablonski, Stefan:
On Behavioral Process Model Similarity Matching: A Centroid-based Approach.
University of Bayreuth
Bayreuth , 2015 . - 16 S.

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Baumann, Michaela ; Baumann, Michael Heinrich ; Ackermann, Lars ; Schönig, Stefan ; Jablonski, Stefan:
Ansätze zum Ähnlichkeitsabgleich von deklarativen Geschäftsprozessmodellen.
Universität Bayreuth , 2015 . - 8 S.

2014

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Baumann, Michael Heinrich:
Effects of Linear Feedback Trading in an Interactive Market Model.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 6 S.

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Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 S.
(Masterarbeit, 2014 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

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