Per­so­nen­ver­zeich­nis

Prof. Dr. Daniel Porath

Prof. Dr. Daniel Porath

Fachbereich Wirtschaft | Professuren
Professor für Betriebswirtschaftslehre und Quantitative Methoden

Hochschule Mainz
Daniel Porath
Raum M3.17
Lucy-Hillebrand-Straße 2
55128 Mainz

+49 6131 628-93245

Betriebswirtschaftslehre und Quantitative Methoden

Studiengangsleiter Master of Arts International Business,
Mitglied Fachbereichsrat Fachbereich Wirtschaft

https://www.terminland.de/HS_Porath/

Vita

Berufliche Erfahrung  

1987-1989 Dresdner Bank in Düsseldorf: Ausbildung zum Bankkaufmann
1995-1999 Johannes Gutenberg Universität, Mainz: Wissenschaftlicher Mitarbeiter am Institut für Statistik und Ökonometrie
1999-2001 Fair Isaac / Informa, Wiesbaden: Senior Projekt-Manager
2001-2005 Deutsche Bundesbank: Mitglied der Forschungsgruppe der Bankenaufsicht

1987-1989 Dresdner Bank in Düsseldorf: Ausbildung zum Bankkaufmann
1995-1999 Johannes Gutenberg Universität, Mainz: Wissenschaftlicher Mitarbeiter am Institut für Statistik und Ökonometrie
1999-2001 Fair Isaac / Informa, Wiesbaden: Senior Projekt-Manager
2001-2005 Deutsche Bundesbank: Mitglied der Forschungsgruppe der Bankenaufsicht

Akademische Ausbildung  

1990 - 1995: Diplomstudium Wirtschaftspädagogik, Johannes Gutenberg Universität, Mainz, Abschluss: Diplom-Handelslehrer

1995 - 1999: Dokoratsstudium am Institut für Statistik und Ökonometrie des Fachbereichs Wirtschaft / Recht der Johannes Gutenberg Universität, Mainz, Abschluss: Dr. rer. pol.

1990 - 1995: Diplomstudium Wirtschaftspädagogik, Johannes Gutenberg Universität, Mainz, Abschluss: Diplom-Handelslehrer
1995 - 1999: Dokoratsstudium am Institut für Statistik und Ökonometrie des Fachbereichs Wirtschaft / Recht der Johannes Gutenberg Universität, Mainz, Abschluss: Dr. rer. pol.

Publikationen

Artikel in referierten Fachzeitschriften

Porath, Daniel, Size and dynamics of order-of-entry effects in pharmaceutical markets, 2018, International Journal of Market Research 60, 50-66

Porath, Daniel, Christian Schäfer, Applying the Bass model to pharmaceuticals in Emerging Markets, 2014, International Journal of Market Research 56, 513-530.

Fischer, Christoph, D. Porath, A reappraisal of the evidence on PPP: A systematic investigation into MA roots in panel unit root tests and their implications, 2010, Empirical Economics 39, 767-792.

Hayden, Evelyn, Daniel Porath, Natalja v. Westernhagen: Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios, 2007, Journal of Financial Services Research 32, 123-140.

Bos J., Frank Heid, James Kolari, Michael Koetter, Clemens Kool, Daniel Porath, Distressed Bank Mergers, 2007, Journal of Banking and Finance 31, 3200-3217.

Liebig, Thilo, Daniel Porath, Beatrice Weder and Michael Wedow, Basel II and bank lending to emerging markets: evidence from the German banking sector, 2007, Journal of Banking and Finance 31, 401-418.

Porath, Daniel, Estimating probabilities of default for German savings banks and credit cooperatives, 2006, sbr (Schmalenbach business review) 58, 214-233.

Porath, Daniel, Size and dynamics of order-of-entry effects in pharmaceutical markets, 2018, International Journal of Market Research 60, 50-66

Porath, Daniel, Christian Schäfer, Applying the Bass model to pharmaceuticals in Emerging Markets, 2014, International Journal of Market Research 56, 513-530.

Fischer, Christoph, D. Porath, A reappraisal of the evidence on PPP: A systematic investigation into MA roots in panel unit root tests and their implications, 2010, Empirical Economics 39, 767-792.

Hayden, Evelyn, Daniel Porath, Natalja v. Westernhagen: Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios, 2007, Journal of Financial Services Research 32, 123-140.

Bos J., Frank Heid, James Kolari, Michael Koetter, Clemens Kool, Daniel Porath, Distressed Bank Mergers, 2007, Journal of Banking and Finance 31, 3200-3217.

Liebig, Thilo, Daniel Porath, Beatrice Weder and Michael Wedow, Basel II and bank lending to emerging markets: evidence from the German banking sector, 2007, Journal of Banking and Finance 31, 401-418.

Porath, Daniel, Estimating probabilities of default for German savings banks and credit cooperatives, 2006, sbr (Schmalenbach business review) 58, 214-233.

Diskussionspapiere

Size and Dynamics of Order-of-Entry Effects in Pharmaceutical Markets, 2016, UASM Discussion Paper Series No. 4, University of Applied Sciences Mainz/Germany.

Do Double Degrees increase Career Opportunities, 2010, CIDD papers on International Business Education, No 3, CID, Paris.

Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach, 2007, Deutsche Bundesbank, Discussion Paper Series 2 02/07 (with Michael Koetter).

Does diversification improve the performance of German banks? Evidence from individual loan portfolios, 2006, OeNB Working Paper 110 (with Evelyn Hayden and Natalja von Westernhagen).

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications, 2006, Deutsche Bundesbank, Discussion Paper Series 1 23/06(with Christoph Fischer).

Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks, 2005, Centre for Economic Policy Research, Discussion Paper 5163 (with Michael Wedow, Thilo Liebig, Beatrice Weder).

Accounting for distress in bank mergers, 2005, Deutsche Bundesbank, Discussion Paper Series 2 09/05 (with Michael Koetter, Jaap Boos, Frank Heid, James Kolari, Clemens Kool).


Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios, 2005, Deutsche Bundesbank, Discussion Paper Series 2 03/05 (with Andreas Kamp, Andreas Pfingsten).

Estimating probabilities of default for German savings banks and credit cooperatives, 2004, Deutsche Bundesbank, Discussion Paper Series 2 06/04.

How will Basel II affect international bank lending?, 2004, Deutsche Bundesbank, Discussion Paper Series 2 05/04 (with Michael Wedow, Thilo Liebig, Beatrice Weder).

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2004, Deutsche Bundesbank, Discussion Paper Series 2 03/04 (with Stéphanie Stolz, Frank Heid).

Empirical comparison of different methods for default probability estimation, 2003, Quanteam Research Papers November 2003 (with Bernd Engelmann).

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2003, Kiel Working Paper 1192 (with Stéphanie Stolz, Frank Heid).

Size and Dynamics of Order-of-Entry Effects in Pharmaceutical Markets, 2016, UASM Discussion Paper Series No. 4, University of Applied Sciences Mainz/Germany.

Do Double Degrees increase Career Opportunities, 2010, CIDD papers on International Business Education, No 3, CID, Paris.

Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach, 2007, Deutsche Bundesbank, Discussion Paper Series 2 02/07 (with Michael Koetter).

Does diversification improve the performance of German banks? Evidence from individual loan portfolios, 2006, OeNB Working Paper 110 (with Evelyn Hayden and Natalja von Westernhagen).

A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications, 2006, Deutsche Bundesbank, Discussion Paper Series 1 23/06(with Christoph Fischer).

Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks, 2005, Centre for Economic Policy Research, Discussion Paper 5163 (with Michael Wedow, Thilo Liebig, Beatrice Weder).

Accounting for distress in bank mergers, 2005, Deutsche Bundesbank, Discussion Paper Series 2 09/05 (with Michael Koetter, Jaap Boos, Frank Heid, James Kolari, Clemens Kool).


Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios, 2005, Deutsche Bundesbank, Discussion Paper Series 2 03/05 (with Andreas Kamp, Andreas Pfingsten).

Estimating probabilities of default for German savings banks and credit cooperatives, 2004, Deutsche Bundesbank, Discussion Paper Series 2 06/04.

How will Basel II affect international bank lending?, 2004, Deutsche Bundesbank, Discussion Paper Series 2 05/04 (with Michael Wedow, Thilo Liebig, Beatrice Weder).

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2004, Deutsche Bundesbank, Discussion Paper Series 2 03/04 (with Stéphanie Stolz, Frank Heid).

Empirical comparison of different methods for default probability estimation, 2003, Quanteam Research Papers November 2003 (with Bernd Engelmann).

Does capital regulation matter for bank behavior: Evidence for German savings banks, 2003, Kiel Working Paper 1192 (with Stéphanie Stolz, Frank Heid).

Beiträge in Büchern / Sammelbänden

Statistik, 2016, in: Jörg Hübner, Johannes Eurich, Martin Honecker, Traugott Jähnichen, Margareta Kulessa, Günter Renz (Hrsg.), Evangelisches Soziallexikon, 9th ed., Stuttgart, Kohlhammer Verlag, 1493-1496.

Can Agency Bank Ratings be predicted with Ordered Logit Models?, 2010, in: Dyczkowska, Joanna, Dyczkowksi, Tomasz, Kardasz, Andrzeij: European Integration in the Fields of Research - Economic Impact, Publishing House of Wroclaw University of Economics, 39-52.

Statistical methods to develop rating systems, 2006, in: Engelmann / Rauhmeier (eds.) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al. (with Evelyn Hayden).

Scoring models for retail exposures, 2006, in: Engelmann / Rauhmeier (eds.) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al.

Statistik, 2016, in: Jörg Hübner, Johannes Eurich, Martin Honecker, Traugott Jähnichen, Margareta Kulessa, Günter Renz (Hrsg.), Evangelisches Soziallexikon, 9th ed., Stuttgart, Kohlhammer Verlag, 1493-1496.

Can Agency Bank Ratings be predicted with Ordered Logit Models?, 2010, in: Dyczkowska, Joanna, Dyczkowksi, Tomasz, Kardasz, Andrzeij: European Integration in the Fields of Research - Economic Impact, Publishing House of Wroclaw University of Economics, 39-52.

Statistical methods to develop rating systems, 2006, in: Engelmann / Rauhmeier (eds.) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al. (with Evelyn Hayden).

Scoring models for retail exposures, 2006, in: Engelmann / Rauhmeier (eds.) The Basel II Risk Parameters: Estimation, Validation, and Stress Testing, Springer Verlag, Berlin et al.

Monographien

Übungen zur Statistik, 2014, München De Gruyter Oldenbourg-Verlag (with Peter M. Schulze)

Statistik mit Datenanalyse und ökonometrischen Grundlagen, 2012, 7th ed., München, Oldenbourg Verlag (with Peter M. Schulze)

Fiskalische Beurteilung der Staatsverschuldung mit ökonometrischen Methoden. Eine empirische Studie für die Bundesrepublik Deutschland, 1999, Frankfurt am Main, Berlin, Bern, Bruxelles, New York, Wien: Peter Lang

Übungen zur Statistik, 2014, München De Gruyter Oldenbourg-Verlag (with Peter M. Schulze)

Statistik mit Datenanalyse und ökonometrischen Grundlagen, 2012, 7th ed., München, Oldenbourg Verlag (with Peter M. Schulze)

Fiskalische Beurteilung der Staatsverschuldung mit ökonometrischen Methoden. Eine empirische Studie für die Bundesrepublik Deutschland, 1999, Frankfurt am Main, Berlin, Bern, Bruxelles, New York, Wien: Peter Lang

Zur Übersicht