Prof. Dr. Jörg Prokop Publications & Presentations 1 Publications ...

Prof. Dr. Jörg Prokop Publications & Presentations
Books
Publications & Presentations
(as of September 29, 2010)
• Kommunales Finanzmanagement: Möglichkeiten und Grenzen moderner
Finanzinstrumente [Municipal Financial Management: Possibilities and Limits of Modern
Financial Instruments], Berlin 2010 (with Keno Borde)
• Die Bewertung zukünftiger Unternehmenserfolge: Konzepte – Möglichkeiten – Grenzen
[Business Valuation: Concepts, Possibilities, Limits], Wiesbaden 2003
• Die Begrenzung von Verlustrisiken bei der Aktienanlage: Moderne Portfolio Insurance-
Konzepte auf dem Prüfstand [Limiting Downside Risk in Stock Investments: Putting
Modern Portfolio Insurance Strategies To Test], Marburg 2002
Peer-Reviewed Journal Articles
• On the Persistence of a Calendar Anomaly: The Day-of-the-Week Effect in German and
US Stock Market Returns, International Research Journal of Finance and Economics,
Issue 54 (forthcoming)
• Die Absicherung von Pensionsportfolios gegen Langlebigkeitsrisiken [Longevity Risk
Management], Die Unternehmung: Swiss Journal of Business Research and Practice,
2009, pp. 101-118
• Sensitivitätsanalyse und Value at Risk als Instrumente des Marktpreisrisiko-Reporting
nach IFRS 7 [Reporting Market Risk Under IFRS 7: Sensitivity Analysis and Value at
Risk], Betriebswirtschaftliche Forschung und Praxis, 2008, pp. 464-480
• Die Bewertung von Versicherungsunternehmen mit Residualgewinnmodellen: Konzeptionelle
Grundlagen und empirische Validierung [Residual-income-based Valuation of
Insurance Companies], Finanz Betrieb, 2008, pp. 343-353 (with Jochen Zimmermann, and
Christoph Lippert)
• Aktive Finanzinvestoren: Ein Einblick in Formen und Motive des Anteilseigneraktivismus
am Beispiel der Hedge Fonds [Investor Activism: The Case of Hedge Funds], Finanz
Betrieb, 2008, pp. 169-175
• Die Einstufung von Warentermingeschäften als Finanzinstrumente nach IFRS
[Accounting for Commodity Derivatives as Financial Instruments Under IFRS], Die
Wirtschaftsprüfung, 2007, pp. 336-341
• Der Einsatz des Residualgewinnmodells im Rahmen der Unternehmensbewertung nach
IDW S 1 [The Residual Income Model’s Compatibility With German Auditors’ Valuation
Principles], Finanz Betrieb, 2004, pp. 188-193
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Prof. Dr. Jörg Prokop Publications & Presentations
• Rechnungswesenorientierte Unternehmensbewertung und Clean Surplus Accounting:
Konzeptionelle Bewertungseignung der Konzernabschlüsse deutscher
Aktiengesellschaften [Accounting-based Business Valuation and Clean Surplus
Accounting: Evidence From Germany], Zeitschrift für kapitalmarktorientierte
Rechnungslegung, 2003, pp. 134-142 (with Jochen Zimmermann)
Other Journal Articles
• Probleme der Discounted Cash Flow-Bewertung: FTE-, WACC-, TCF- und APV-Ansatz
im Vergleich [A Comparison of Four Discounted Cash Flow Valuation Models],
Unternehmensbewertung & Management, 2003, pp. 85-92
• Unternehmensbewertung aus Sicht des Rechnungswesens: Das Residual Income Model
[Business Valuation From an Accounting Perspective: The Residual Income Model],
Wirtschaftswissenschaftliches Studium, 2002, pp. 272-277 (with Jochen Zimmermann)
Book Chapters
• Ergebnis je Aktie [Earnings Per Share], in: Ballwieser et al. (Eds.): Wiley Kommentar zur
internationalen Rechnungslegung nach IFRS 2006, 2 nd ed., Weinheim 2006, pp. 805-832
(with Frank Beine)
• Ergebnis je Aktie [Earnings Per Share], in: Ballwieser et al. (Eds.): Wiley Kommentar zur
internationalen Rechnungslegung nach IAS/IFRS, Braunschweig 2004, S. 833-855 (with
Frank Beine)
Contributions to Edited Working Paper Volumes
• Once Upon a Time: The Day-of-the-Week-Effect in German Stock Market Returns, in:
Andrikopoulos (Ed.): Contemporary Issues of Economic and Financial Integration: A
Collection of Empirical Work, ATINER, Athens 2009, pp. 259-278
Editorships
• Kai Brackschulze: Funktionen und Strategien von Hausbanken unter Basel II, Banking,
Finance & Accounting Research Series, Oldenburger Verlag für Wirtschaft, Informatik
und Recht, Edewecht, Volume 1 (co-edited with Stefan Müller)
• Sandra Lüth: Mindestanforderungen an das Risikomanagement: Eine Herausforderung für
Kreditinstitute und Bankenaufsicht, Schriften zum Risikomanagement, Oldenburger
Verlag für Wirtschaft, Informatik und Recht, Edewecht, Volume 1 (co-edited with
Angelika May, Dietmar Pfeifer, and Jürgen Taeger)
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Prof. Dr. Jörg Prokop Publications & Presentations
Conference Presentations (Peer-Reviewed)
• Market Concentration and Auditor Independence: The Case of Minority Squeeze-outs,
Annual Conference of the British Accounting Association, Cardiff, UK, March 30-April
1, 2010
• Hedge Fund Performance Evaluation – Does Ratio Choice Matter?, Annual Conference of
the British Accounting Association, Cardiff, UK, March 30-April 1, 2010
• Hedge Fund Performance Evaluation – Does Ratio Choice Matter?, 59 th Midwest Finance
Association Annual Meeting, Las Vegas / Nevada, USA, February 24-27, 2010
• Measuring Hedge Fund Performance: Evidence from Selected Hedge Fund Indices, 5 th
Conference on Performance Measurement and Management Control, Nice, France,
September 23-25, 2009
• The Market for Squeeze-out Valuation and Auditing Services: Evidence from Germany,
32 nd Annual Congress of the European Accounting Association, Tampere, Finland, May
12-15, 2009
• Agency Problems in Impartial Business Appraisals, 12 th Conference of the Swiss Society
for Financial Market Research, Geneva, Switzerland, April 3, 2009
• Once Upon a Time: The Day-of-The-Week Effect in German and US Stock Market
Returns, 21 st Annual Australasian Finance and Banking Conference, Sydney, Australia,
December 16-18 2008
• Once Upon a Time: The Day-of-the-Week Effect in German Stock Market Returns, 6 th
International Conference on Finance, Athens Institute for Education and Research,
Athens, Greece, July 7-10, 2008
• A Conceptual Framework for Assessing Agency Problems in Impartial Business Appraisals,
31 st Annual Congress of the European Accounting Association, Rotterdam, The
Netherlands, April 23-25, 2008
• Impartial Business Valuation and Opportunistic Behaviour: Some Conceptual Thoughts,
29 th McMaster World Congress / 2 nd World Congress on Strategic Business Valuation,
Hamilton, Canada, January 16-18, 2008
• Impartial Business Valuation and Opportunistic Behaviour: Some Conceptual Thoughts,
4 th Workshop on Corporate Governance, Brussels, Belgium, November 15-16, 2007
Invited Presentations
• “Risk Management and Behavioral Finance” (in German), Steria Mummert ISS, Lübeck,
Germany, September 28, 2010
• “Teaching and Conducting Research in Finance in Times of Global Competition and
Financial Crisis” (in German), keynote speech at a reception of the Oldenburg University
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Prof. Dr. Jörg Prokop Publications & Presentations
Society’s ambassador, Oldenburg, May 6, 2010
• “What Do Banks Do?” (in German), KinderUni Oldenburg [Children’s University],
March 3, 2010
• “Risk Management in Banks After Basel II – Implications for Insurance Companies?” (in
German), 3 rd Insurance Sector Day, Oldenburg, Germany, August 25, 2009
• Panel discussion “Global Economic Crisis – How Long Will It Last?” (in German),
business forum gedankenPlatz e.V., Oldenburg, Germany, March 24, 2009
• Panel discussion “Lessons Learnt from the Financial Crisis” (in German), 2 nd Economic
Education Day, Oldenburg, Germany, March 20, 2009
• Panel discussion “From Financial Crisis to Economic Crisis?” (in German), University of
Oldenburg, Germany, November 19, 2008
• “Effects of the German Corporate Tax Reform 2008 on Business Valuation” (in German),
ad rem Investmentday 2008, Oldenburg, Germany, April 21, 2008
• “Hedge Funds: Blessing or Curse? - Lessons Learnt from the CeWe Color Case” (in
German), 1 st Economic Education Day, Oldenburg, Germany, April 4, 2008
• Panel discussion “Effects of the US Financial Crisis on Northwestern Germany” (in
German), business forum gedankenPlatz e.V., Bremen, Germany, February 21, 2008
• “IFRS 7 – Risk Management and Basel II” (in German), Deloitte, Hanover, Germany,
September 19, 2007
• “Active Investors – The Case of CeWe Color” (in German), Förderverein Wirtschafts-
und Rechtswissenschaften e.V., Oldenburg, Germany, July 10, 2007
Discussions
• Discussion of Shi/Wang: Don’t Confuse Brains with a Bull Market: Market Condition,
Overconfidence, and Trading Behavior of Individual Investors, 59 th Midwest Finance
Association Annual Meeting, Las Vegas / Nevada, USA, February 24-27, 2010
• Discussion of Holzschneider: “Herding” in IPO Valuation – Evidence from Germany in
“Hot” and “Cold” Markets, 12 th Conference of the Swiss Society for Financial Market
Research, Geneva, Switzerland, April 3, 2009
• Discussion of Podolski-Boczar/Kalev/Duong: Deafened by Noise: Do Noise Traders
Affect Volatility and Returns?, 21 st Annual Australasian Finance and Banking
Conference, Sydney, Australia, December 16-18, 2008
• Discussion of Lobe/Schenk: Fairness Opinions and Capital Markets: Evidence from
Germany, Switzerland and Austria, 15 th Annual Meeting of the German Finance
Association, Münster, Germany, October 10-11, 2008
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