Author Page for Martin Eling

1.

Autocorrelation, Bias, and Fat Tails - are Hedge Funds Really Attractive Investments?

Derivatives Use, Trading & Regulation, Vol. 12, No. 1, pp. 28-47, 2006

Number of pages: 27 Posted: 14 Dec 2005

Martin Eling

University of St. Gallen - Institute of Insurance Economics

Downloads 891 (46,525)

Citation 1

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2.

Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?

Journal of Banking and Finance, Forthcoming

Number of pages: 20 Posted: 10 Nov 2006

Martin Eling and Frank Schuhmacher

University of St. Gallen - Institute of Insurance Economics and University of Applied Sciences and Technology Aachen (RWTH Aachen)

Downloads 876 (47,582)

Citation 8

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3.

Does Hedge Fund Performance Persist? Overview and New Empirical Evidence

European Financial Management, Forthcoming, U. of St. Gallen Law & Economics Working Paper No. 37

Number of pages: 40 Posted: 25 Mar 2007 Last Revised: 10 Jun 2013

Martin Eling

University of St. Gallen - Institute of Insurance Economics

Downloads 827 (51,528)

Citation 6

Abstract:

4.

Performance Measurement of Hedge Funds Using Data Envelopment Analysis

Financial Markets and Portfolio Management, Vol. 20, No. 4, 2006

Number of pages: 29 Posted: 10 Nov 2006

Martin Eling

University of St. Gallen - Institute of Insurance Economics

Downloads 782 (55,552)

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5.

Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview and New Empirical Evidence

University of St. Gallen Working Papers on Risk Management and Insurance Paper No. 56

Number of pages: 48 Posted: 20 Aug 2008

Martin Eling and Michael Luhnen

University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - SoM: School of Management

Downloads 763 (57,393)

Citation 5

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6.

The Determinants of Microinsurance Demand

University of St.Gallen, School of Finance Research Paper No. 2013/8

Number of pages: 43 Posted: 15 Jun 2013

Martin Eling, Shailee Pradhan and Joan T. Schmit

University of St. Gallen - Institute of Insurance Economics, University of Saint Gallen - School of Finance (SoF) and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance

Downloads 679 (67,193)

Citation 4

Abstract:

7.

Common Risk Factors of Infrastructure Investments

Energy Economics, Vol. 49, 2015

Number of pages: 44 Posted: 03 Apr 2013 Last Revised: 19 Apr 2015

Semir Ben Ammar and Martin Eling

University of St. Gallen and University of St. Gallen - Institute of Insurance Economics

Downloads 645 (71,494)

Citation 2

Abstract:

8.

Management Strategies and Dynamic Financial Analysis

Variance, Vol. 2, No. 1, pp. 54-66

Number of pages: 23 Posted: 10 Nov 2006 Last Revised: 10 Jun 2013

Martin Eling, Thomas Parnitzke and Hato Schmeiser

University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - SEPS: Economics and Political Sciences and University of Münster - Faculty of Economics

Downloads 628 (73,912)

Citation 2

Abstract:

9.

Insurability of Cyber Risk: An Empirical Analysis

Geneva Papers on Risk and Insurance, Vol. 40, No. 1, 2015, University of St. Gallen, School of Finance Research Paper No. 2015/03

Number of pages: 32 Posted: 12 Mar 2015 Last Revised: 19 Jan 2016

Christian Biener, Martin Eling and Jan Hendrik Wirfs

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance

Downloads 573 (82,810)

Citation 24

Abstract:

10.

Modeling and Management of Nonlinear Dependencies - Copulas in Dynamic Financial Analysis

University of St. Gallen, Risk Management and Insurance Working Paper No. 34

Number of pages: 40 Posted: 26 Mar 2007 Last Revised: 10 Jun 2013

Martin Eling and Denis Toplek

University of St. Gallen - Institute of Insurance Economics and University of St. Gallen

Downloads 409 (124,252)

Abstract:

11.

Systemic Risk in the Insurance Sector: Review and Directions for Future Research

University of St. Gallen, School of Finance Research Paper No. 2014/21

Number of pages: 52 Posted: 14 Mar 2015

Martin Eling and David Pankoke

University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance

Downloads 356 (145,201)

Citation 4

Abstract:

12.

Cyber Insurance Supply and Performance: An Analysis of the U.S. Cyber Insurance Market

Number of pages: 55 Posted: 25 Aug 2019

Xiaoying Xie, Charles Lee and Martin Eling

California State University, Fullerton, Columbia University, Students and University of St. Gallen - Institute of Insurance Economics

Downloads 314 (166,042)

Citation 7

Abstract:

13.

Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development

World Development, Vol. 58, No. 1, 2014, University of St. Gallen, Institute of Insurance Economics Working Paper on Risk Management and Insurance No. 127

Number of pages: 41 Posted: 09 Jun 2013 Last Revised: 19 Jan 2016

Christian Biener, Martin Eling and Joan T. Schmit

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance

Downloads 252 (207,898)

Citation 6

Abstract:

14.

The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope

University of St.Gallen, School of Finance Research Paper No. 2016/3

Number of pages: 64 Posted: 26 Jan 2016

Christian Biener, Martin Eling and Ruo Jia

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and Department of Risk Management and Insurance, School of Economics, Peking University

Downloads 245 (213,729)

Citation 4

Abstract:

15.

Sufficient Conditions for Expected Utility to Imply Drawdown-Based Performance Rankings

Number of pages: 18 Posted: 27 Nov 2009 Last Revised: 10 Jun 2013

Frank Schuhmacher and Martin Eling

University of Applied Sciences and Technology Aachen (RWTH Aachen) and University of St. Gallen - Institute of Insurance Economics

Downloads 196 (263,478)

Citation 6

Abstract:

16.

The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

University of St.Gallen, School of Finance Research Paper No. 2015/16

Number of pages: 64 Posted: 31 Jul 2015 Last Revised: 26 Jun 2018

Semir Ben Ammar, Martin Eling and Andreas Milidonis

University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance

Downloads 191 (269,704)

Citation 1

Abstract:

17.

The Determinants of Efficiency and Productivity in the Swiss Insurance Industry

University of St. Gallen, School of Finance Research Paper No. 2015/02, European Journal of Operational Research, Vol. 248, No. 2, 2016

Number of pages: 41 Posted: 12 Mar 2015 Last Revised: 19 Jan 2016

Christian Biener, Martin Eling and Jan Hendrik Wirfs

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance

Downloads 181 (282,745)

Citation 9

Abstract:

18.

Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences

University of St.Gallen, School of Finance Research Paper No. 2016/10

Number of pages: 34 Posted: 24 May 2016 Last Revised: 30 Jan 2017

Christian Biener, Martin Eling, Andreas Landmann, Andreas Landmann and Shailee Pradhan

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics, University of MannheimParis School of Economics (PSE) and University of Saint Gallen - School of Finance (SoF)

Downloads 168 (301,553)

Citation 3

Abstract:

19.

Costs and Benefits of Financial Regulation - An Empirical Assessment for Insurance Companies

University of St. Gallen, School of Finance Research Paper No. 2014/20

Number of pages: 41 Posted: 14 Mar 2015

Martin Eling and David Pankoke

University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance

Downloads 160 (314,332)

Abstract:

20.

Get the Balance Right: Growth, Profitability, and Safety in the Insurance Industry

Number of pages: 50 Posted: 29 Nov 2017 Last Revised: 11 Feb 2020

Martin Eling, Ruo Jia and Philipp Schaper

University of St. Gallen - Institute of Insurance Economics, Department of Risk Management and Insurance, School of Economics, Peking University and University of St. Gallen - School of Finance

Downloads 150 (331,655)

Citation 2

Abstract:

21.

When Does the Choice of Performance Measure Not Matter?

Number of pages: 13 Posted: 28 Nov 2009 Last Revised: 10 Jun 2013

Frank Schuhmacher and Martin Eling

University of Leipzig and University of St. Gallen - Institute of Insurance Economics

Downloads 118 (398,784)

Citation 1

Abstract:

22.

The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry

University of St. Gallen, School of Finance Research Paper No. 2016/2

Number of pages: 49 Posted: 26 Jan 2016

Christian Biener, Martin Eling and Ruo Jia

Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and Department of Risk Management and Insurance, School of Economics, Peking University

Downloads 116 (403,755)

Abstract:

23.

The Supply of Cyber Risk Insurance

Number of pages: 30 Posted: 05 Jul 2023

Martin Eling, Anastasia V. Kartasheva and Dingchen Ning

University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - I.VW-HSG and Institute of Insurance Economics, University of St. Gallen

Downloads 114 (408,865)

Abstract:

24.

Evidence of Adverse Selection in the Group Insurance Market

University of St.Gallen, School of Finance Research Paper No. 2014/3

Number of pages: 30 Posted: 21 Feb 2014 Last Revised: 05 May 2014

Martin Eling, Ruo Jia and Yi Yao

University of St. Gallen - Institute of Insurance Economics, Department of Risk Management and Insurance, School of Economics, Peking University and Peking University - School of Economics

Downloads 96 (461,192)

Citation 1

Abstract:

25.

Willingness to take financial risks and insurance holdings: A European survey

ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper No. 2021/04

Number of pages: 46 Posted: 25 Feb 2021

Martin Eling, Omid Ghavibazoo and Katja Hanewald

University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - Institute of Insurance Economics and UNSW Sydney - School of Risk & Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR)

Downloads 90 (480,609)

Citation 3

Abstract:

26.

Time Dynamics of Cyber Risk

Number of pages: 64 Posted: 05 Jul 2023

Martin Eling, Rustam Ibragimov and Dingchen Ning

University of St. Gallen - Institute of Insurance Economics, Imperial College London and Institute of Insurance Economics, University of St. Gallen

Downloads 57 (622,967)

Abstract:

27.

Spatial Loss Clusters and Socio-Economic Drivers of Cyber Risks

Number of pages: 53 Posted: 19 Feb 2023

Kwangmin Jung, Martin Eling and Jaehun Cho

Pohang University of Science and Technology (POSTECH) - Department of Industrial and Management Engineering, University of St. Gallen - Institute of Insurance Economics and affiliation not provided to SSRN

Downloads 52 (644,559)

Abstract:

28.

Loss Aversion Leads to Fatalistic Management of Interdependent Risk

Number of pages: 27 Posted: 02 Sep 2022

Martin Eling and Kwangmin Jung

University of St. Gallen - Institute of Insurance Economics and Pohang University of Science and Technology (POSTECH) - Department of Industrial and Management Engineering

Downloads 32 (775,941)

Abstract:

29.

Optimal Government Intervention for Extreme Risks

Number of pages: 43 Posted: 28 Nov 2023

Alexander Braun, Martin Eling and Marcel Freyschmidt

Institute of Insurance Economics (University of St. Gallen), University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance

Downloads 1

Abstract:

30.

How Skewness Influences Optimal Allocation in a Risky Asset

Posted: 21 Oct 2012

Martin Eling, K. Sudheesh and Luisa Tibiletti

University of St. Gallen - Institute of Insurance Economics, affiliation not provided to SSRN and University of Turin - Department of Management

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31.

Does the Measure Matter in the Mutual Fund Industry?

Financial Analysts Journal, Vol. 64, No. 3, 2008

Posted: 11 Sep 2008

Martin Eling

University of St. Gallen - Institute of Insurance Economics

Martin Eling

University of St. Gallen - Institute of Insurance Economics

University of Saint Gallen - School of Finance (SoF)

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Scholarly Papers (31)

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