Martin Thomas Hibbeln

University of Duisburg-Essen - Mercator School of Management

Lotharstraße 65

Duisburg, Nordrhein-Westfalen 47057

Germany

SCHOLARLY PAPERS

14

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6,189

SSRN CITATIONS
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SSRN RANKINGS

Top 27,993

in Total Papers Citations

18

CROSSREF CITATIONS

12

Scholarly Papers (14)

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 1,552 (12,827)
Citation 4

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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 1,452 (14,262)
Citation 2

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

3.

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, University of Navarra, IESE Business School, University of Arizona and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 850 (31,610)

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

4.

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 602 (50,342)

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

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 377 (88,232)
Citation 10

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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 (763,676)
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6.

The Impact of Risk Retention on the Pricing of Securitizations

Number of pages: 34 Posted: 18 Jul 2012 Last Revised: 02 Mar 2020
Martin Thomas Hibbeln and Werner Osterkamp
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 365 (92,340)
Citation 1

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

7.

Informational Synergies in Consumer Credit

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 12 Dec 2014 Last Revised: 29 Feb 2020
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 345 (98,435)

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

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 173 (195,611)

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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.

Seasonality in Catastrophe Bonds and Market-Implied Arrival Frequencies

Number of pages: 44 Posted: 09 Nov 2018 Last Revised: 20 Aug 2020
Markus Herrmann and Martin Thomas Hibbeln
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 159 (210,150)
Citation 1

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alternative risk transfer, bond spreads, underwriting risk, seasonality, catastrophe arrival frequencies

10.

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 120 (262,696)
Citation 1

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

11.

Trading and Liquidity in the Catastrophe Bond Market

Number of pages: 40 Posted: 02 Mar 2020 Last Revised: 09 Nov 2020
Markus Herrmann and Martin Thomas Hibbeln
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 77 (353,169)

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bonds, liquidity, yield spreads, alternative risk transfer

12.

The Impact of Skin in the Game on Bank Behavior in the Securitization Market

Number of pages: 48 Posted: 26 Feb 2020
Martin Thomas Hibbeln and Werner Osterkamp
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 63 (390,709)
Citation 1

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security design, asset-backed securities, retention, moral hazard, monitoring

13.

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 31 (518,687)
Citation 1

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

14.

Simple is Simply not Enough – Features versus Labels of Complex Financial Securities

Number of pages: 50 Posted: 16 Nov 2020 Last Revised: 17 Nov 2020
Martin Thomas Hibbeln, Werner Osterkamp and Fabian Rendchen
University of Duisburg-Essen - Mercator School of Management, University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 22 (571,819)

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asset-backed securities, EU securitization regulation, simple transparent standardized (STS), loan performance, complex securities