Institution
Leibniz University of Hanover
Education•Hanover, Niedersachsen, Germany•
About: Leibniz University of Hanover is a education organization based out in Hanover, Niedersachsen, Germany. It is known for research contribution in the topics: Finite element method & Computer science. The organization has 14283 authors who have published 29845 publications receiving 682152 citations.
Papers published on a yearly basis
Papers
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TL;DR: PECUBE as discussed by the authors is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition.
180 citations
TL;DR: Due to the insecure supply, the cobalamin status of elderly persons should be regularly controlled and a general supplementation with vitamin B(12) (>50 microg/day) should be considered.
180 citations
TL;DR: The ability to expand HES / hiPS cells in a scalable suspension culture represents a critical step towards standardized production in stirred bioreactors.
179 citations
TL;DR: In this paper, the authors investigate whether return volatility is predictable by macroeconomic and financial variables to shed light on the economic drivers of financial volatility and find that proxies for credit risk and funding liquidity consistently show up as common predictors of volatility across asset classes.
Abstract: SUMMARY
We investigate whether return volatility is predictable by macroeconomic and financial variables to shed light on the economic drivers of financial volatility. Our approach is distinct owing to its comprehensiveness: First, we employ a data-rich forecast methodology to handle a large set of potential predictors in a Bayesian model-averaging approach and, second, we take a look at multiple asset classes (equities, foreign exchange, bonds and commodities) over long time spans. We find that proxies for credit risk and funding liquidity consistently show up as common predictors of volatility across asset classes. Variables capturing time-varying risk premia also perform well as predictors of volatility. While forecasts by macro-finance augmented models also achieve forecasting gains out-of-sample relative to autoregressive benchmarks, the performance varies across asset classes and over time. Copyright © 2012 John Wiley & Sons, Ltd.
179 citations
TL;DR: In this paper, the authors analyzed survey responses of 649 fund managers in the U.S., Germany, Italy and Thailand, and found that female fund managers tend to behave as expected from gender studies: they are more risk averse and shy away from competition in the tournament scenario.
Abstract: SUMMARY
There are robust gender differences in the domains of risk taking, overconfidence and competition behavior. However, as expertise tends to level these differences, we ask whether financial experts still show gender dissimilarities in their domains of decision making? We analyze survey responses of 649 fund managers in the U.S., Germany, Italy and Thailand, and find that female fund managers tend to behave as expected from gender studies: they are more risk averse and shy away from competition in the tournament scenario. The expected lower degree of overconfidence by women is yet so small that it becomes insignificant in fund management.
179 citations
Authors
Showing all 14621 results
| Name | H-index | Papers | Citations |
|---|---|---|---|
| Hyun-Chul Kim | 176 | 4076 | 183227 |
| Peter Zoller | 134 | 734 | 76093 |
| J. R. Smith | 134 | 1335 | 107641 |
| Chao Zhang | 127 | 3119 | 84711 |
| Benjamin William Allen | 124 | 807 | 87750 |
| J. F. J. van den Brand | 123 | 777 | 93070 |
| J. H. Hough | 117 | 904 | 89697 |
| Hans-Peter Seidel | 112 | 1213 | 51080 |
| Karsten Danzmann | 112 | 754 | 80032 |
| Bruce D. Hammock | 111 | 1409 | 57401 |
| Benno Willke | 109 | 508 | 74673 |
| Roman Schnabel | 108 | 589 | 71938 |
| Jan Harms | 108 | 447 | 76132 |
| Hartmut Grote | 108 | 434 | 72781 |
| Ik Siong Heng | 107 | 423 | 71830 |