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Publications "Baumann, Michael Heinrich"

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Number of items: 22.

Article in a journal

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

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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. Vol. 15 (16 May 2021) Issue 1 . - pp. 19-36.
ISSN 2073-0438
DOI der Verlagsversion: https://doi.org/10.17323/j.jcfr.2073-0438.15.1.2021.19-36

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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. Vol. 12 (28 February 2017) Issue 1 . - pp. 1-42.
ISSN 1866-3621
DOI der Verlagsversion: https://doi.org/10.18417/emisa.12.1

Doctoral thesis

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Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies.
Bayreuth , 2018 . - 160 P.
( Doctoral thesis, 2018 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

Master's, Magister, Diploma, or Admission thesis

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Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 P.
(Master's, 2014 , University of Bayreuth, Faculty of Mathematics, Physics and Computer Sciences)

Preprint, postprint

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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.

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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:
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

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

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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.

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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.

Working paper, discussion paper

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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:
Analyzing Heterogeneous Agents Models : Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth , 2019 . - 8 S.

Other

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