mffi
Presentation
Marcel Fischer (born Marekwica) has specialized in studying how market imperfections influence portfolio decisions and asset prices. He has published in academic journals such as the Journal of Financial Economics, the Review of Financial Studies, and the Review of Finance.
Primary research areas
Portfolio Management and Financial Economics
Links
Link to this homepage
www.cbs.dk/en/staff/mffi
Selected publications
- Fischer, M. & Khorunzhina, N. (2019) Housing Decision with Divorce Risk, International Economic Review 60(3), 1263-1290.
- Fischer, M. & Gallmeyer, M. (2017) Taxable and Tax-Deferred Investing with the Limited Use of Losses, Review of Finance, 21(5), 1847-1873.
- Fischer, M. & Gallmeyer, M. (2016) Heuristic Portfolio Trading Rules with Capital Gain Taxes, Journal of Financial Economics, 119(3), 611-625
- Fischer, M. & Jensen, B.A. (2015) Taxation, Transfer Income and Stock Market Participation, Review of Finance, 19(2), 823-863
- Fischer, M. & Stamos, M. (2013) Optimal Life Cycle Portfolio Choice with Housing Market Cycles, Review of Financial Studies 26(9), 2311-2352
Publications sorted by:
2024
Marcel Fischer; Bjarne Astrup Jensen / The Tax Shield Increases the Interest Rate
In: Journal of Banking & Finance, Vol. 161, 4.2024
In: Journal of Banking & Finance, Vol. 161, 4.2024
Journal article > peer review
2023
Marcel Fischer; Roland Füss; Daniel Ruf; Simon Stehle / Betting on Homes
Paper presented at ASSA 2023 Annual Meeting, 2023
Paper presented at ASSA 2023 Annual Meeting, 2023
Paper > peer review
Marcel Fischer; Bjarne Astrup Jensen; Marlene Koch / Optimal Retirement Savings Over the Life Cycle : A Deterministic Analysis in Closed Form.
In: Insurance: Mathematics and Economics, Vol. 112, 9.2023, p. 48-58
In: Insurance: Mathematics and Economics, Vol. 112, 9.2023, p. 48-58
Journal article > peer review
2021
Marcel Fischer; Roland Füss; Simon Stehle / Local House Price Comovements
In: Real Estate Economics, Vol. 49, No. Supplement S1, 3.2021, p. 169-198
In: Real Estate Economics, Vol. 49, No. Supplement S1, 3.2021, p. 169-198
Journal article > peer review
2020
Marcel Fischer; Bjarne Astrup Jensen / Economic Growth and the Debt Tax Shield
Poster session presented at AEA Annual Meeting 2020, 2020
Poster session presented at AEA Annual Meeting 2020, 2020
Poster > peer review
Marcel Fischer; Roland Füss; Simon Stehle / Local House Price Comovements
Poster session presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Poster session presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Poster > peer review
Marcel Fischer; Natalia Khorunzhina; Julie Marx / Who Buys Homes when Prices Fall?
Paper presented at The 49th AREUEA-ASSA Conference 2014, 2020
Paper presented at The 49th AREUEA-ASSA Conference 2014, 2020
Paper > peer review
2019
Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
In: International Economic Review, Vol. 60, No. 3, 8.2019, p. 1263-1290
In: International Economic Review, Vol. 60, No. 3, 8.2019, p. 1263-1290
Journal article > peer review
Marcel Fischer; Roland Füss; Simon Stehle / Local House Price Comovements
: SSRN: Social Science Research Network 2019, 40 p. (SOF Working Paper, No. 2019/06)
: SSRN: Social Science Research Network 2019, 40 p. (SOF Working Paper, No. 2019/06)
Working paper
Marcel Fischer; Bjarne Astrup Jensen / The Debt Tax Shield in General Equilibrium
In: Journal of Banking & Finance, Vol. 100, 3.2019, p. 151-166
In: Journal of Banking & Finance, Vol. 100, 3.2019, p. 151-166
Journal article > peer review
2019
Marcel Fischer; Bjarne Astrup Jensen / The Debt Tax Shield, Economic Growth and Inequality
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019
Paper > peer review
2018
Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
München : Munich Personal RePEc Archive 2018, 46 p. (MPRA Paper, No. 90090)
München : Munich Personal RePEc Archive 2018, 46 p. (MPRA Paper, No. 90090)
Working paper
Marcel Fischer; Roland Füss; Simon Stehle / Spillover Effects in Residential House Price
Paper presented at European Financial Management Association 2018 Annual Meetings, 2018
Paper presented at European Financial Management Association 2018 Annual Meetings, 2018
Paper > peer review
2017
Marcel Fischer; Michael Gallmeyer / Taxable and Tax-deferred Investing with the Limited Use of Losses
In: Review of Finance, Vol. 21, No. 5, 9.2017, p. 1847-1873
In: Review of Finance, Vol. 21, No. 5, 9.2017, p. 1847-1873
Journal article > peer review
2016
Marcel Fischer; Michael Gallmeyer / Heuristic Portfolio Trading Rules with Capital Gain Taxes
In: Journal of Financial Economics, Vol. 119, No. 3, 3.2016, p. 611–625
In: Journal of Financial Economics, Vol. 119, No. 3, 3.2016, p. 611–625
Journal article > peer review
2015
Marcel Fischer; Bjarne Astrup Jensen / Taxation, Transfer Income and Stock Market Participation
In: Review of Finance, Vol. 19, No. 2, 2015, p. 823-863
In: Review of Finance, Vol. 19, No. 2, 2015, p. 823-863
Journal article > peer review
2014
Marcel Marekwica; Bertram I. Steininger / The Tradeoff Between Mutual Fund and Direct Stock Investments : A Theoretical Analysis Involving Different Types of Investors.
In: Review of Managerial Science, Vol. 8, No. 2, 2014, p. 197–224
In: Review of Managerial Science, Vol. 8, No. 2, 2014, p. 197–224
Journal article > peer review
2013
Marcel Fischer; Holger Kraft; Claus Munk / Asset Allocation Over the Life Cycle : How Much do Taxes Matter? .
In: Journal of Economic Dynamics and Control, Vol. 37, No. 11, 11.2013, p. 2217-2240
In: Journal of Economic Dynamics and Control, Vol. 37, No. 11, 11.2013, p. 2217-2240
Journal article > peer review
Marcel Marekwica; Alexander Schaefer; Steffen Sebastian / Life Cycle Asset Allocation in the Presence of Housing and Tax-Deferred Investing
In: Journal of Economic Dynamics and Control, Vol. 37, No. 6, 6.2013, p. 1110-1125
In: Journal of Economic Dynamics and Control, Vol. 37, No. 6, 6.2013, p. 1110-1125
Journal article > peer review
Marcel Fischer; Michael Z. Stamos / Optimal Life Cycle Portfolio Choice with Housing Market Cycles
In: Review of Financial Studies, Vol. 26, No. 9, 9.2013, p. 2311-2352
In: Review of Financial Studies, Vol. 26, No. 9, 9.2013, p. 2311-2352
Journal article > peer review
2012
Marcel Fischer; Michael Gallmeyer / Heuristic Portfolio Trading Rules with Capital Gain Taxes
www : SSRN: Social Science Research Network 2012, 30 p.
www : SSRN: Social Science Research Network 2012, 30 p.
Working paper
Marcel Marekwica / Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited
In: Journal of Banking & Finance, Vol. 36, No. 7, 2012, p. 2048–2063
In: Journal of Banking & Finance, Vol. 36, No. 7, 2012, p. 2048–2063
Journal article > peer review
Marcel Fischer; Bjarne Astrup Jensen / Taxation, Transfer Income and Stock Market Participation
www : SSRN: Social Science Research Network 2012, 34 p.
www : SSRN: Social Science Research Network 2012, 34 p.
Working paper
2011
Marcel Marekwica; Raimond Maurer; Steffen P. Sebastian / Asset Meltdown : Fact or Fiction?.
In: The Journal of Real Estate Portfolio Management, Vol. 17, No. 1, 2011, p. 27-38
In: The Journal of Real Estate Portfolio Management, Vol. 17, No. 1, 2011, p. 27-38
Journal article > peer review
Marcel Marekwica; Raimond Maurer / How Unobservable Bond Positions in Retirement Accounts Affect Asset Allocation
In: OR Spectrum - Quantitative Approaches in Management, Vol. 33, No. 1, 2011, p. 235-255
In: OR Spectrum - Quantitative Approaches in Management, Vol. 33, No. 1, 2011, p. 235-255
Journal article > peer review
Bjarne Astrup Jensen; Marcel Marekwica / Optimal Portfolio Choice with Wash Sale Constraints
In: Journal of Economic Dynamics and Control, Vol. 35, No. 11, 2011, p. 1916-1937
In: Journal of Economic Dynamics and Control, Vol. 35, No. 11, 2011, p. 1916-1937
Journal article > peer review
2008
Marcel Marekwica / Tax optimized investment strategies
Frankfurt am Main : Johann Wolfgang Goethe-Universität 2008, 131 p.
Frankfurt am Main : Johann Wolfgang Goethe-Universität 2008, 131 p.
PhD thesis
More results... (total 27 results)
2019
Jo flere der bliver skilt, jo mindre villige er vi til at købe boliger
06/11/2019 // Finans.dk (resume) // Kiri Kim Lassen
Skilsmisse vender op og ned på boligsituationen
03/11/2019 // Jyllands-Posten // Kiri Kim Lassen