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Article

Hirschberger, Markus and Steuer, Ralph E. and Utz, Sebastian and Wimmer, Maximilian and Qi, Yue (2013) Computing the nondominated surface in tri-criterion portfolio selection. Operations Research 61 (1), pp. 169-183.

Steuer, Ralph E. and Wimmer, Maximilian and Hirschberger, Markus (2013) Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection. Journal of Business Economics 83 (1), pp. 61-85.

Wimmer, Maximilian (2013) ESG-Persistence in Socially Responsible Mutual Funds. Journal of Management and Sustainability 3 (1), pp. 9-15.

Braun, Thomas and Wimmer, Maximilian and Hempel, John Martin (2012) Zwei Formeln zur exakten Berechnung des Hörverlusts für Zahlen. HNO 60 (9), pp. 814-816.

Ferstl, Robert and Utz, Sebastian and Wimmer, Maximilian (2012) The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study. BuR - Business Research 5 (1), pp. 25-41.

Schiller, Frank and Seidler, Gerold and Wimmer, Maximilian (2012) Temperature Models for Pricing Weather Derivatives. Quantitative Finance 12 (3), pp. 489-500.

Buch, Arne and Dorfleitner, Gregor and Wimmer, Maximilian (2011) Risk capital allocation for RORAC optimization. Journal of Banking & Finance 35 (11), pp. 3001-3009.

Dorfleitner, Gregor and Wimmer, Maximilian (2010) The pricing of temperature futures at the Chicago Mercantile Exchange. Journal of Banking & Finance 34 (6), pp. 1360-1370.

Wimmer, Maximilian and Schiller, Frank and Seidler, Gerold (2008) Pricing
von Wetterderivaten. Versicherungswirtschaft 63 (3), pp. 491-494.

Monograph

Utz, Sebastian and Wimmer, Maximilian and Hirschberger, Markus and Steuer, Ralph E. (2013) Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. Working Paper. (Submitted)

Thesis

Wimmer, Maximilian (2006) A Law of Large Numbers and Central Limit Theorem for the Leaves in a Random Graph Model. Masters, Iowa State University.