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2024
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Sebastian Utz and Ralph E. Steuer
Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization
Annals of Operations Research , (in print)
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Tobias Bauckloh, Juris Dobrick, André H?ck, Sebastian Utz and Marcus Wagner
In partnership for the goals? The level of agreement between SDG ratings
Journal of Economic Behavior & Organization 217, 664-678 (2024)
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2023
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Tobias Bauckloh, Stefan Schaltegger, Sebastian Utz, Sebastian Zeile and Bernhard Zwergel
Active first movers vs. late free-riders? An empirical analysis of UN PRI signatories' commitment
Journal of Business Ethics 182, 747-781 (2023)
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Gregor Dorfleitner and Sebastian Utz
Green, green, it's green they say: a conceptual framework for measuring greenwashing on firm level
Review of Managerial Science , (in print)
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Gregor Dorfleitner, Jens Eckberg and Sebastian Utz
Greenness ratings and green bond liquidity
Finance Research Letters 55, 103869 (2023)
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Ralph E. Steuer and Sebastian Utz
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
European Journal of Operational Research 306, 742-753 (2023)
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2022
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Falko Paetzold, Timo Busch, Sebastian Utz and Anne Kellers
Between impact and returns: private investors and the sustainable development goals
Business Strategy and the Environment 31, 3182-3197 (2022)
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Toan Luu Duc Huynh, Thomas Walther and Sebastian Utz
Green and sustainable finance in the Asia-Pacific markets: an introduction to the special issue
Asia-Pacific Financial Markets 29, 1-3 (2022)
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Martin Nerlinger and Sebastian Utz
The impact of the Russia-Ukraine conflict on energy firms: a capital market perspective
Finance Research Letters 50, 103243 (2022)
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Theresa Sch?fer and Sebastian Utz
Values-based and global systemically important banks: their stability and the impact of regulatory changes after the financial crisis on it
Asia-Pacific Financial Markets 29, 5-32 (2022)
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2021
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Florian Kellner, Bernhard Lienland and Sebastian Utz
A multi‐criteria decision‐making approach for assembling optimal powertrain technology portfolios in low GHG emission environments
Journal of Industrial Ecology 25, 1412-1429 (2021)
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Daniel V. Fauser and Sebastian Utz
Risk mitigation of corporate social performance in US class action lawsuits
Financial Analysts Journal 77, 43-65 (2021)
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Alexandru Rif and Sebastian Utz
Short-term stock price reversals after extreme downward price movements
The Quarterly Review of Economics and Finance 81, 123-133 (2021)
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Gregor Dorfleitner, Sebastian Utz and Rongxin Zhang
The pricing of green bonds: external reviews and the shades of green
Review of Managerial Science 16, 797-834 (2021)
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2020
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Arnaud Gougler and Sebastian Utz
Factor exposures and diversification: are sustainably screened portfolios any different?
Financial Markets and Portfolio Management 34, 221-249 (2020)
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Florian Kellner, Bernhard Lienland and Sebastian Utz
Optimal engine technology mix in a low carbon economy
in: 2020 International Conference on Decision Aid Sciences and Application (DASA), 8-9 November 2020, Sakheer, Bahrain, 95-98 (IEEE: Piscataway, NJ, 2020)
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Gregor Dorfleitner, Johannes Grebler and Sebastian Utz
The impact of corporate social and environmental performance on credit rating prediction: North America versus Europe
The Journal of Risk 22, 1-33 (2020)
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2019
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Florian Kellner, Bernhard Lienland and Sebastian Utz
An a posteriori decision support methodology for solving the multi-criteria supplier selection problem
European Journal of Operational Research 272, 505-522 (2019)
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Alexander Braun, Sebastian Utz and Jiahua Xu
Are insurance balance sheets carbon-neutral? Harnessing asset pricing for climate change policy
The Geneva Papers on Risk and Insurance - Issues and Practice 44, 549-568 (2019)
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Sebastian Utz
Corporate scandals and the reliability of ESG assessments: evidence from an international sample
Review of Managerial Science 13, 483-511 (2019)
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Florian Kellner and Sebastian Utz
Sustainability in supplier selection and order allocation: combining integer variables with Markowitz portfolio theory
Journal of Cleaner Production 214, 462-474 (2019)
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Souhir Neifar and Sebastian Utz
The effect of earnings management and tax aggressiveness on shareholder wealth and stock price crash risk of German companies
Journal of Applied Accounting Research 20, 94-119 (2019)
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2018
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Sebastian Utz
Over-investment or risk mitigation? Corporate social responsibility in Asia-Pacific, Europe, Japan, and the United States
Review of Financial Economics 36, 167-193 (2018)
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Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
Patience pays off – corporate social responsibility and long-term stock returns
Journal of Sustainable Finance & Investment 8, 132-157 (2018)
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2017
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Amita Sharma, Sebastian Utz and Aparna Mehra
Omega-CVaR portfolio optimization and its worst case analysis
OR Spectrum 39, 505-539 (2017)
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2016
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Sebastian Utz, Martina Weber and Maximilian Wimmer
German Mittelstand bonds: yield spreads and liquidity
Journal of Business Economics 86, 103-129 (2016)
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2015
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Tamara Pfister, Sebastian Utz and Maximilian Wimmer
Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines
Review of Managerial Science 9, 1-32 (2015)
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Sebastian Utz, Maximilian Wimmer and Ralph E. Steuer
Tri-criterion modeling for constructing more-sustainable mutual funds
European Journal of Operational Research 246, 331-338 (2015)
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2014
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Sebastian Utz and Maximillian Wimmer
Are they any good at all? A financial and ethical analysis of socially responsible mutual funds
Journal of Asset Management 15, 72-82 (2014)
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Gregor Dorfleitner and Sebastian Utz
Profiling German-speaking socially responsible investors
Qualitative Research in Financial Markets 6, 118-156 (2014)
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Sebastian Utz, Maximilian Wimmer, Markus Hirschberger and Ralph E. Steuer
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
European Journal of Operational Research 234, 491-498 (2014)
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2013
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Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer and Yue Qi
Computing the nondominated surface in tri-criterion portfolio selection
Operations Research 61, 169-183 (2013)
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Albert Krohmer, Sebastian Utz and Andreas Wagner
Modellkalibrierung - ein oft untersch?tzter Faktor für die Modellgüte
Energiewirtschaftliche Tagesfragen 63, 45-47 (2013)
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2012
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Gregor Dorfleitner and Sebastian Utz
Safety first portfolio choice based on financial and sustainability returns
European Journal of Operational Research 221, 155-164 (2012)
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Robert Ferstl, Sebastian Utz and Maximilian Wimmer
The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: an event study
Business Research 5, 25-41 (2012)
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