Fabian Woebbeking

Goethe University Frankfurt - Department of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt, 60323

Germany

SCHOLARLY PAPERS

7

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Top 32,895

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2

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Scholarly Papers (7)

1.

Tail-Risk Protection Trading Strategies

Number of pages: 25 Posted: 11 Dec 2015 Last Revised: 31 Jul 2018
Berlin School of Economics and Law, Firamis, Zurich University of Applied Sciences, Center for Asset Management and Goethe University Frankfurt - Department of Finance
Downloads 1,022 (22,739)
Citation 1

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tail-risk protection, portfolio protection, extreme events, tail distributions, trading strategies

2.

How to Talk Down Your Stock Returns

Number of pages: 37 Posted: 08 Mar 2019 Last Revised: 20 Apr 2020
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 214 (152,857)

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conference calls, management blathering, corporate disclosure, stock returns

3.

A Factor-Model Approach for Correlation Scenarios and Correlation Stress Testing

Number of pages: 27 Posted: 16 Aug 2018 Last Revised: 21 Feb 2019
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Goethe University Frankfurt - Department of Finance
Downloads 119 (250,993)
Citation 1

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Correlation Stress Testing, Scenario Selection, Market Risk, Correlation Risk, 'London Whale'

4.

Econlinguistics

Number of pages: 31 Posted: 04 May 2020
Andreas Barth, Sasan Mansouri and Fabian Woebbeking
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 71 (349,013)

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Econlinguistics, textual analysis, natural language processing, multinominal inverse regression, information asymmetry, earnings calls

5.

The London Whale

Number of pages: 11 Posted: 30 Jul 2018
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Goethe University Frankfurt - Department of Finance
Downloads 57 (390,588)

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correlation stress testing, scenario selection, credit risk management, 'London Whale'

6.

Stress Testing the Unknown - The Impact of Network Reconstruction on Systemic Risk Estimates

Number of pages: 27 Posted: 08 Mar 2019 Last Revised: 25 Jan 2020
Fabian Woebbeking
Goethe University Frankfurt - Department of Finance
Downloads 7 (642,554)

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systemic risk, network reconstruction, bank network structure, contagion

7.

Systemic Risk and Capital Adequacy

Posted: 12 Apr 2017 Last Revised: 31 Jul 2018
Fabian Woebbeking
Goethe University Frankfurt - Department of Finance

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Systemic Risk, Network Model, Bayesian Network Reconstruction, Contagion Transmission Channels, Bank Regulation, Regulatory Capital