Martin Thomas Hibbeln

University of Duisburg-Essen - Mercator School of Management

Lotharstraße 65

Duisburg, Nordrhein-Westfalen 47057

Germany

SCHOLARLY PAPERS

12

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CITATIONS
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Top 17,289

in Total Papers Citations

28

Scholarly Papers (12)

1.

Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered

European Journal of Finance, Vol. 21, 2015, pp. 269-291
Number of pages: 47 Posted: 01 May 2009 Last Revised: 24 Aug 2018
Franziska Becker, Marc Gürtler and Martin Thomas Hibbeln
NORD/LB, University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 1,484 (11,606)
Citation 5

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portfolio selection, estimators of moments, simulation study, capital market study, mean-variance optimization, resampled efficiency

2.

Measuring Concentration Risk for Regulatory Purposes

Journal of Risk, Vol. 12, 2010, pp. 69-104
Number of pages: 49 Posted: 04 Mar 2008 Last Revised: 24 Aug 2018
Marc Gürtler, Martin Thomas Hibbeln and Clemens Vöhringer
University of Braunschweig - Institute of Technology, Department of Finance, University of Duisburg-Essen - Mercator School of Management and Technische Universität Braunschweig - Institute of Finance
Downloads 1,385 (13,004)
Citation 2

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Concentration Risk, Pillar 2, Multi-Factor Models, Economic Capital, Simulation Study, Value at Risk, Expected Shortfall

3.

Improvements in Loss Given Default Forecasts for Bank Loans

Journal of Banking & Finance, 2013, Vol. 37, pp. 2354-2366
Number of pages: 47 Posted: 10 Feb 2011 Last Revised: 22 Aug 2018
Marc Gürtler and Martin Thomas Hibbeln
University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 546 (48,875)
Citation 7

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Bank loans, Credit risk, Forecasting, Loss given default, Workout process

4.

How Is Your User Feeling? Inferring Emotion Through Human-Computer Interaction Devices

MIS Quarterly, 41(1): pp. 1-21, 2017
Number of pages: 48 Posted: 04 Jan 2016 Last Revised: 21 Aug 2018
University of Duisburg-Essen - Mercator School of Management, University of Arizona, City University of Hong Kong (CityUHK), University of Arizona and University of Liechtenstein
Downloads 466 (59,713)
Citation 1

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negative emotion, attentional control theory (ACT), mouse cursor distance, mouse cursor speed, mouse tracking, human-computer interaction

The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds

Number of pages: 44 Posted: 03 Sep 2012 Last Revised: 15 Jul 2014
Marc Gürtler, Martin Thomas Hibbeln and Christine Winkelvos
University of Braunschweig - Institute of Technology, Department of Finance, University of Duisburg-Essen - Mercator School of Management and Technology University of Braunschweig
Downloads 351 (82,962)
Citation 11

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CAT Bonds, Financial Crisis, Catastrophe Events, Risk Premium

The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 579-612, 2016
Number of pages: 34 Posted: 09 Aug 2016
Marc Gürtler, Martin Thomas Hibbeln and Christine Winkelvos
University of Braunschweig - Institute of Technology, Department of Finance, University of Duisburg-Essen - Mercator School of Management and Technology University of Braunschweig
Downloads 1 (675,558)
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6.

Economies of Scope in Consumer Credit

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42 Posted: 12 Dec 2014 Last Revised: 12 Jun 2018
Martin Thomas Hibbeln, Lars Norden, Piet Usselmann and Marc Gürtler
University of Duisburg-Essen - Mercator School of Management, Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), University of Braunschweig - Institute of Technology, Department of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Downloads 322 (92,142)

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household finance, credit risk, asymmetric information, account activity, consumer bankruptcy

7.

Do Investors Consider Asymmetric Information in Pricing Securitizations?

Number of pages: 25 Posted: 18 Jul 2012 Last Revised: 29 Apr 2013
Marc Gürtler and Martin Thomas Hibbeln
University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 314 (94,725)

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security design, asset-backed securities, retention, credit spreads

Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs

Number of pages: 41 Posted: 23 Feb 2013 Last Revised: 06 Mar 2014
David Döhrmann, Marc Gürtler and Martin Thomas Hibbeln
University of Braunschweig - Institute of Technology, Department of Finance, University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 169 (174,726)
Citation 1

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Demand Surge, Natural Catastrophes, Reconstruction, Insured Losses

Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs

Journal of Risk and Insurance, Vol. 84, Issue 3, pp. 851-879, 2017
Number of pages: 29 Posted: 15 Aug 2017
David Döhrmann, Marc Gürtler and Martin Thomas Hibbeln
University of Braunschweig - Institute of Technology, Department of Finance, University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
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9.

Reply to 'Comment on 'Markowitz Versus Michaud: Portfolio Optimization Strategies Reconsidered''

Number of pages: 6 Posted: 14 Apr 2017
Franziska Becker, Marc Gürtler and Martin Thomas Hibbeln
NORD/LB, University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 114 (239,049)
Citation 1

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portfolio selection, estimators of moments, simulation study, capital market study, mean-variance optimization, resampled efficiency

10.

The Price Effect of Supply and Demand Shocks on Secondary Markets - Evidence from the 'Cash-for-Clunkers' Program in Germany

Number of pages: 46 Posted: 03 Mar 2016
Marc Gürtler, Sebastian Gutknecht and Martin Thomas Hibbeln
University of Braunschweig - Institute of Technology, Department of Finance, University of Braunschweig - Institute of Technology, Department of Finance and University of Duisburg-Essen - Mercator School of Management
Downloads 87 (286,373)

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Subsidy, Secondary Markets, Durable Goods, Automobile Industry, Policy Evaluation, Residual Value Risk

11.

Seasonality in Catastrophe Bonds

Number of pages: 46 Posted: 09 Nov 2018 Last Revised: 17 Apr 2019
Markus Herrmann and Martin Thomas Hibbeln
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 74 (315,412)

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Alternative Risk Transfer, Bond Spreads, Underwriting Risk, Seasonality

12.

Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice

Journal of Banking & Finance, Vol. 91, 2018, pp. 176–188
Number of pages: 42 Posted: 25 Sep 2015 Last Revised: 24 Aug 2018
Marc Gürtler, Martin Thomas Hibbeln and Piet Usselmann
University of Braunschweig - Institute of Technology, Department of Finance, University of Duisburg-Essen - Mercator School of Management and University of Braunschweig - Institute of Technology, Department of Finance
Downloads 15 (544,172)

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Credit risk, checking accounts, exposure at default, credit conversion factor, probability of default