Markus Rudolf

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Markus Rudolf (born August 3, 1966 in Würzburg ) is a German economist and financial scientist and holds the Chair of Finance at WHU - Otto Beisheim School of Management. Since 2015 he has been the rector of WHU - Otto Beisheim School of Management in Vallendar near Koblenz and Düsseldorf .

biography

From 1986 to 1991 Markus Rudolf completed a degree in business administration and mathematics at the University of Trier , which he completed with a degree in business administration. During his PhD he spent several months doing research at the University of California , Los Angeles and the University of British Columbia , Vancouver. After completing his doctorate at the University of St. Gallen in 1994, Rudolf completed his habilitation there from 1994 to 1999. Markus Rudolf has been a full professor and holder of the Allianz endowed chair for finance at WHU - Otto Beisheim School of Management. He has also been Head of the WHU Center of Asset and Wealth Management since 2006. After serving as Vice Rector of WHU from 2009 to 2014 , he was appointed Rector of WHU - Otto Beisheim School of Management in January 2015 . Markus Rudolf is also a reviewer for various scientific publications, such as the Journal of Economic Dynamics and Control , the Journal of Banking and Finance and the Journal of International Money and Finance . In addition, he is a member of the editorial committee of the magazine "Financial Markets and Portfolio Management." Since 2001, Rudolf has been the academic director of the Campus for Finance , a student congress at WHU - Otto Beisheim School of Management, which he oversees in cooperation with the endowed chair for finance . It consists of two annual events, the WHU New Year's Conference and the WHU Private Equity Conference. Since 2011 he has held a position as chairman of the supervisory board at Böker & Paul AG. From June 2008 to March 2016 Rudolf was a member of the supervisory board at BlackRock Asset Management Deutschland AG. Rudolf is a member of the Swiss Society for Financial Market Research (SGF), the German Society for Finance, the German Economic Association for Business Administration eV (GEABA), the Association of University Lecturers for Business Administration and the Düsseldorf Industry Club.

Research priorities

The main research focus of Markus Rudolf is currently in the areas of banking and private banking , financial and debt crises, risk and asset management , derivatives valuation and cryptocurrencies .

Selected publications

Items:

  • J. Arismendi, J. Back, M. Prokopczuk, R. Paschke, M. Rudolf: Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options. In: The Journal of Banking and Finance. Vol. 66, 2016, pp. 53-65.
  • J. Back, M. Prokopczuk, M. Rudolf: Seasonality and the Valuation of Commodity Options. In: The Journal of Banking and Finance. Vol. 37, No. 2, 2013, pp. 273-290.
  • M. Muck, M. Rudolf: Improving Discrete Implementation of the Hull and White Two-Factor Model. In: The Journal of Fixed Income. Vol. 14, No. 4, 2005, pp. 67-75.
  • M. Rudolf, H. Wolter, H. Zimmermann: A Linear Model for Tracking Error Minimization. In: The Journal of Banking and Finance. Vol. 23, No. 1, 1999, pp. 85-103.

Books:

  • M. Rudolf: Years of Economic Crisis: Europe's Finances, Economy and Currency 2007 to 2015. WHU Publishing, Vallendar 2016.
  • M. Rudolf, K. Baedorf: Private Banking. 2nd Edition. Frankfurt School Verlag, Frankfurt 2011.
  • M. Frenkel, M. Rudolf: The implications of introducing an additional regulatory constraint on banks' business activities in the form of a leverage ratio. Association of German Banks, Berlin 2010.
  • M. Muck, M. Rudolf: Valuation of electricity for-wards. In: F. Fabozzi, R. Fuess, D. Kaiser: Handbook of Commodity Investments. John Wiley & Sons, Hoboken, New Jersey 2008.
  • M. Frenkel, M. Rudolf: From Basel II to Solvency II - Risk Management in the Insurance Sector. In: E. Melnick, B. Everitt: Encyclopedia of Quantitative Risk Assessment Agreement and Instructions. John Wiley & Sons, Hoboken, New Jersey 2008.
  • M. Rudolf, H. Zimmermann: An Algorithm for International Portfolio Selection and Optimal Currency Hedging. In: W. Ziemba, J. Mulvey: Worldwide Asset and Liability Modeling. Cambridge University Press, Cambridge 1998.
  • M. Rudolf: Interest structure models. In: Studies in Contemporary Economics. Physica-Verlag, Heidelberg 2000.

Web links

Individual evidence

  1. ↑ whu.edu
  2. ↑ whu.edu
personal data
SURNAME Rudolf, Markus
BRIEF DESCRIPTION German economist
DATE OF BIRTH 3rd August 1966
PLACE OF BIRTH Wurzburg