Martin Wallmeier

Empirical capital market research; asset management and derivatives; structured financial products; risk assessment and investment behavior of investors; firm valuation

Biography

Studied business administration at the WWU Münster (graduated 1992); doctorate at the University of Augsburg with a dissertation on return anomalies in stock markets (1997); habilitation at the University of Augsburg with a thesis on option prices and implicit price processes (2002). Since October 2002 Professor of Financial Management and Accounting at the University of Fribourg. Appointment to a W3 professorship for Corporate Finance at the FU Berlin in 2009. Research stays as Visiting Professor at the University of Dayton / Ohio and the Université Laval / Québec.

Internal university tasks: Dean of the Faculty of Management, Economics and Social Sciences (2017-2020); President of the Local Research Commission of the SNSF 2013-2016; Examination Delegate and Vice-Dean 2005-2007; President of three appointment committees; Treasurer of the Faculty of Management, Economics and Social Sciences (2008-2017); Vice-President of the VMI Institute Council (2013-2023).

Teaching in continuing education programs: Executive MBA at the University of Augsburg; Executive MBA communicate at the Technical University of Munich; Center for Financial Studies Frankfurt; iimt University of Fribourg.

Awards: University Prize 1997 of the University of Augsburg and Sponsorship Prize 1998 of the Hans Ansmann Foundation; Science Prize of the Bayerische Landesbank 2003; voted Lecturer of the Year by the participants of the MBA program of the University of Augsburg (class of 2000/2001); Swisscanto Award for the Best Professional Paper 2008.

Research field: Empirical capital market research; asset management and derivatives; structured financial products; risk assessment and investment behavior of investors; firm valuation.

Research and publications

  • Publications
    75 publications

    Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
    Martin Wallmeier, Journal of Futures Markets (2024) | Journal article

    Kinked accounting? Small loss avoidance in Europe and (not) the US
    Patrick Chardonnens, Martin Wallmeier, Accounting in Europe (2024) | Journal article

    The disappearance of the zero-earnings discontinuity: SOX, dotcom boom or gradual decline?
    Patrick Chardonnens and Peter Fiechter and Martin Wallmeier, Finance Research Letters (2022) | Journal article

    Home bias and expected returns: A structural approach
    Martin Wallmeier and Christoph Iseli, Journal of International Money and Finance (2022) | Journal article

    Mispricing of Index Options with Respect to Stochastic Dominance Bounds?
    Martin Wallmeier, Critical Finance Review (2021) | Journal article

    Unser Finanzsystem: Nur für Schönwetterlagen tauglich?
    Martin Wallmeier, Die Unternehmung - Swiss Journal of Business Research and Practice (2021) | Journal article

    Perceived Attractiveness of Structured Financial Products: The Role of Presentation Format and Reference Instruments
    Vladimir Anic and Martin Wallmeier, Journal of Behavioral Finance (2020) | Journal article

    Verflixte Prognosen , in Finanz und Wirtschaft, Sonderband Strukturierte Produkte
    Martin Wallmeier (1.2019) | Press article

    Verlust und Gewinn variabel begrenzen , in Finanz und Wirtschaft, Sonderband Strukturierte Produkte
    Martin Wallmeier (1.2018) | Press article

    Investors’ risk perceptions of structured financial products with worst-of payout characteristics
    Alexis H. Kunz and Claude Messner and Martin Wallmeier, Journal of Behavioral and Experimental Finance (2017) | Journal article

Teaching and courses

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