Marc Oliver Rieger

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Marc Oliver Rieger (born September 22, 1974 ) is a German mathematician and finance professor. His research areas include behavioral finance , decision theory , e.g. B. the Saint Petersburg Paradox , game theory , financial derivatives and the calculus of variations . Together with Thorsten Hens and Mei Wang , he is one of the authors of the INTRA Survey (International Test on Risk Attitudes), which measured data on risk and time preferences in 53 countries around the world. This led to a series of follow-up studies by other researchers and practitioners as well as media reports in leading newspapers in Germany and abroad.

Life

Rieger studied mathematics at the University of Konstanz from 1993 to 1998 , and received his doctorate in 2001 from the Max Planck Institute for Mathematics in the Natural Sciences , Leipzig . His doctoral supervisor was Stefan Müller . He worked as a research scholar and postdoc at Carnegie Mellon University , the Scuola Normale Superiore , the University of Zurich and the ETH Zurich .

Rieger has been Professor of Banking and Finance at the University of Trier , Germany , since 2010 , and Director of the Confucius Institute at the University of Trier since 2018 . In 2018 he was also adjunct professor at the National Chengchi University , Taipei , Taiwan , and in 2019 he was a lecturer at the University of Zurich . Since 2019 he has been a leading member of the “Quantitative Finance and Risk Analysis” research group and project leader in the “Globalization and Re-Nationalization” research cluster, both financed by funds from the Rhineland-Palatinate research initiative .

Selected publications

INTRA Survey

  • Wolfgang Breuer, Marc Oliver Rieger, & K. Can Soypak (2014) The behavioral foundations of corporate dividend policy a cross-country analysis. Journal of Banking and Finance, 42, 247-265
  • Marc Oliver Rieger, Mei Wang, & Thorsten Hens (2015) Risk preferences around the world. Management Science, 61 (3), 637-648
  • Mei Wang, Marc O. Rieger, & Thorsten Hens (2016) How time preferences differ: Evidence from 53 countries. Journal of Economic Psychology, 52, 115-135
  • Marc Oliver Rieger, Mei Wang, & Thorsten Hens (2016) Estimating cumulative prospect theory parameters from an international survey. Theory and Decision, 17, 1-30.

Books

  • Financial Economics: A concise Introduction to Classical and Behavioral Finance by Thorsten Hens and Marc O Rieger, Springer Verlag, Heidelberg, Germany, 2nd edition (2016). ISBN 978-3-662-49688-6

other topics

  • Marc Oliver Rieger & Mei Wang (2006) Cumulative Prospect Theory and the St. Petersburg Paradox. Economic Theory , 28, 665-679
  • Marc Oliver Rieger, Enrico De Giorgi, & Thorsten Hens (2010) Financial Market Equilibria with Cumulative Prospect Theory, Journal of Mathematical Economics , 46 (5), 633–651
  • Marc Oliver Rieger (2011) Co-monotonicity of optimal investments and the design of structural financial products, Finance and Stochastics , 15 (1), 27-55
  • Marc Oliver Rieger (2014) Evolutionary stability of prospect theory preferences, Journal of Mathematical Economics , 50, 1–11.

Web links

Individual evidence

  1. ↑ The test of patience. Süddeutsche Zeitung, March 2, 2016
  2. ↑ Hardly keen on quick money: Germans are the most patient when it comes to money? Frankfurter Allgemeine (FAZ), January 12, 2016
  3. ↑ Saving instead of credit: Are the Germans the most patient people? Economic Week, January 6, 2016
  4. ↑ The fear of loss. Süddeutsche Zeitung, May 14, 2014
  5. ^ "Three behavioral biases that can affect your investment performance" forbes.com, December 21, 2011.
  6. ↑ Home . Retrieved May 21, 2019.
  7. ↑ Our team . Retrieved May 21, 2019.
  8. ↑ Prof. Dr. Marc Oliver Rieger . Retrieved May 21, 2019.
  9. ↑ Welcome . Retrieved May 21, 2019.
  10. ↑ sub-project . Retrieved May 21, 2019.
personal data
SURNAME Rieger, Marc Oliver
BRIEF DESCRIPTION German mathematician
DATE OF BIRTH September 22, 1974