My research interest is focused on the performance of active asset management and equity derivatives, especially on retail certificates and technical timing strategies. Moreover, I am analyzing the FinTech market. Together with David Großmann, I am studying the impact of bank regulation.
Peer Reviewed Journals
- David Großmann & Peter Scholz (2017): Bank Regulation — One Size Does Not Fit All. Journal of Applied Finance & Banking (forthcoming).
- Peter Scholz (2017): Droht den Banken die feindliche Übernahme durch FinTechs? Corporate Finance Nr. 01-02, S. 3-7.
- Peter Scholz (2014): Managing Position Size Depending On Asset Price Characteristics. Journal of Applied Operational Research 6(4), 189-206.
- Peter Scholz & Ursula Walther (2013): Performance Analysis of Investment Strategies — Pitfalls and Surprises. Lecture Notes in Management Science Vol. 5, 176-180.
- Granted the WHU Finance award for the third best paper (8th Research Conference Campus for Finance, WHU Vallendar, 13.01.2011).
- To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors
8th World Finance Conference, Sardinia, Italy, 26.-28.7.2017 (forthcoming).
- After the Crash is Before the Crash — The Links Between Financial Crises
2nd International Conference „Old Continent – New Opportunities“, Wroclaw, Poland, 20.-21.4.2017.
- Leverage Ratio: One Size Does Not Fit All
7th World Finance Conference, New York, USA, 29.-31.07.2016 (presented as co-author).
- Timing Success Explained — The Fallacy of Beating Efficient Markets
12th Quantitative & Asset Management Workshop QUANT.IT, Venice, Italy, 02.-03.03.2017 (Keynote).
7th World Finance Conference, New York, USA, 29.-31.07.2016.
23rd Annual Conference of the Multinational Finance Society, Stockholm, Sweden, 26.-29.06.2016.
Spring 2016 Conference of the Multinational Finance Society, Cyprus University of Technology, Lemesos, Cyprus, 22.-24.04.2016.
27th European Conference on Operational Research, University of Strathclyde, Glasgow, Scotland, 12.-15.07.2015.
- Size Matters! How Position Sizing Drives the Performance of Technical Timing Strategies
Annual Meeting of the Southern Finance Association, Charleston, USA, 14.-17.11.2012.
3rd World Finance Conference, Rio de Janeiro, Brazil, 02.-04.07.2012 (not participated).
19th Annual Conference of the Multinational Finance Society, Krakow, Poland, 24.-27.06.2012.
61st Annual Meeting of the Midwest Finance Association, New Orleans, USA, 22.-25.02.2012.
19th Conference of the International Federation of Operational Research Societies, Melbourne, Australia, 10.-15.07.2011.
- The Trend is not your Friend! The Parameter-Dependent Performance of Technical Timing Strategies
2nd World Finance Conference, Rhodes, Greece, 15.-17.06.2011 (presented by co-author).
8th Research Conference Campus for Finance, WHU Vallendar, Germany, 12.-13.01.2011.
International Conference on Operations Research, Universität der Bundeswehr, Munich, Germany, 01.-03.09.2010.
International Conference on Applied Operational Research, University of Turku, Finland, 25.-27.08.2010.
24th European Conference on Operational Research, University of Lisbon, Portugal, 11.-14.07.2010.
- The Profitability of Investment Certificates in Different Tax Systems — Do Structured Products Benefit from Taxation?
7th Research Conference Campus for Finance, WHU Vallendar, Germany, 13.-14.01.2010.
23rd European Conference on Operational Research, University of Bonn, Germany, 05.-08.07.2009.
International Federation of Classification Societies Conference, University of Technology Dresden, Germany, 13.-18.03.2009.
- Peter Scholz (2016): Tradition verpflichtet – Banking in Hamburg. Jahrbuch Finanzplatz Hamburg 2016/2017, S. 24-25.
- Better The Devil You Know Than The Devil You Don’t — Financial Crises between Ambiguity Aversion and Selective Perception, Peter Scholz, David Großmann & Sinan Krueckeberg, SSRN Working Paper (June 2017).
- To Advise, or Not to Advise — How Robo-Advisors Evaluate the Risk Preferences of Private Investors, Michael Tertilt & Peter Scholz, Working Paper (June 2017).
- Size Matters! — How Position Sizing Determines Risk and Return of Technical Timing Strategies, Peter Scholz, CPQF Working Paper (January 2012).
- The Trend is not Your Friend! — Why Empirical Timing Success is Determined by the Underlying’s Price Characteristics and Market Efficiency is Irrelevant, Peter Scholz & Ursula Walther, CPQF Working Paper (July 2011).
- Investment Certificates under German Taxation — Benefit or Burden for Structured Products’ Performance?, Peter Scholz & Ursula Walther, CPQF Working Paper (June 2010).