Marc Oliver Rieger (born September 22, 1974) is a German mathematician and finance professor. His research covers the areas of
behavioural finance,
decision
Decision may refer to:
Law and politics
* Judgment (law), as the outcome of a legal case
*Landmark decision, the outcome of a case that sets a legal precedent
* ''Per curiam'' decision, by a court with multiple judges
Books
* ''Decision'' (nove ...
and
game theory
Game theory is the study of mathematical models of strategic interactions among rational agents. Myerson, Roger B. (1991). ''Game Theory: Analysis of Conflict,'' Harvard University Press, p.&nbs1 Chapter-preview links, ppvii–xi It has appli ...
,
financial derivatives
In finance, a derivative is a contract that ''derives'' its value from the performance of an underlying entity. This underlying entity can be an asset, index, or interest rate, and is often simply called the "underlying". Derivatives can be ...
, and calculus of variation.
Together with
Thorsten Hens and
Mei Wang, he was one of the authors of the INTRA survey (International Test on Risk Attitudes) that collected risk and time preferences in 53 countries worldwide leading to various follow-up studies by other researchers and practitioners and media coverage by leading newspapers in Germany and elsewhere.
Biography
Rieger is Professor of Banking and Finance at the
University of Trier,
Germany, since 2010, and Director of the
Confucius Institute of the
University of Trier since 2018. In 2018, he was also adjunct professor at
National Chengchi University,
Taipei,
Taiwan and in 2019 guest professor at the
University of Zurich. Since 2019, he is core member of the research group "Quantitative Finance and Risk Analysis", and project leader of the research cluster "Globalization and Re-Nationalization,"
both financed by the research initiative of the state of
Rheinland-Pfalz.
Rieger studied mathematics at
University of Konstanz from 1993 to 1998, and obtained a PhD at
Max Planck Institute for Mathematics in the Sciences,
Leipzig, in 2001, under the supervision of
Stefan Müller. He worked as research scholar and postdoc at
Carnegie Mellon University
Carnegie Mellon University (CMU) is a private research university in Pittsburgh, Pennsylvania. One of its predecessors was established in 1900 by Andrew Carnegie as the Carnegie Technical Schools; it became the Carnegie Institute of Technology ...
,
Scuola Normale Superiore
The Scuola Normale Superiore in Pisa (commonly known in Italy as "la Normale") is a public university in Pisa and Florence, Tuscany, Italy, currently attended by about 600 undergraduate and postgraduate (PhD) students.
It was founded in 1810 wi ...
,
University of Zürich and
ETH Zürich.
Selected publications
INTRA survey
* Wolfgang Breuer, Marc Oliver Rieger, & K. Can Soypak (2014
The behavioral foundations of corporate dividend policy a cross-country analysis Journal of Banking and Finance, 42, 247-265
* Marc Oliver Rieger, Mei Wang, & Thorsten Hens (2015
Risk preferences around the world Management Science, 61(3), 637-648
* Mei Wang, Marc O. Rieger, & Thorsten Hens (2016
How time preferences differ: Evidence from 53 countries Journal of Economic Psychology, 52, 115-135
* Marc Oliver Rieger, Mei Wang, & Thorsten Hens (2016
Estimating cumulative prospect theory parameters from an international survey Theory and Decision, 17, 1-30.
Books
*
Financial Economics: A concise Introduction to Classical and Behavioural Finance' by Thorsten Hens and Marc O Rieger, Springer Verlag, Heidelberg, Deutschland, 2nd edition (2016).
*
Cultural Finance' by Thorsten Hens, Marc Oliver Rieger, and Mei Wang, World Scientific.
Other topics
* Marc Oliver Rieger & Mei Wang (2006
Cumulative Prospect Theory and the St. Petersburg Paradox ''Economic Theory'', 28, 665-679
* Marc Oliver Rieger, Enrico De Giorgi, & Thorsten Hens (2010
Financial Market Equilibria with Cumulative Prospect Theory ''Journal of Mathematical Economics'', 46(5), 633-651
* Marc Oliver Rieger (2011
Co-monotonicity of optimal investments and the design of structural financial products ''Finance and Stochastics'', 15(1), 27-55
* Marc Oliver Rieger (2014
Evolutionary stability of prospect theory preferences ''Journal of Mathematical Economics'', 50, 1-11.
References
{{DEFAULTSORT:Rieger, Marc Oliver
1974 births
Living people
21st-century German mathematicians
21st-century German male writers
Academic staff of the University of Trier
German male essayists