Martin Thomas Hibbeln

University of Duisburg-Essen - Mercator School of Management

Lotharstraße 65

Duisburg, Nordrhein-Westfalen 47057

Germany

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 6,991

in Total Papers Downloads

11,832

SSRN CITATIONS
Rank 21,791

SSRN RANKINGS

Top 21,791

in Total Papers Citations

50

CROSSREF CITATIONS

9

Scholarly Papers (18)

1.

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 1,940 (16,075)
Citation 2

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

2.

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 1,769 (18,685)
Citation 1

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

3.

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 1,719 (19,481)
Citation 5

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

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, University of Navarra, IESE Business School, University of Arizona and University of Cologne
Downloads 1,553 (22,798)
Citation 1

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

5.

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 708 (69,016)
Citation 4

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

6.

Credit Risk Modeling in the Age of Machine Learning

Number of pages: 64 Posted: 18 Nov 2021 Last Revised: 14 Jul 2023
Martin Thomas Hibbeln, Raphael M. Kopp and Noah Urban
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 534 (98,535)
Citation 2

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risk management, credit risk modeling, machine learning, forecasting

7.

The Path of the Righteous: Using Trace Data to Understand Fraud Decisions in Real Time

MIS Quarterly, Vol. 46, 2022, pp. 2317–2336
Number of pages: 33 Posted: 11 Mar 2022 Last Revised: 17 Apr 2023
University of Cologne, University of Arizona, University of Navarra, IESE Business School, University of Arizona and University of Duisburg-Essen - Mercator School of Management
Downloads 508 (104,964)

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Trace Data, Mouse-Cursor Movements, Cognitive Dissonance, Bayesian Analysis

8.

The Impact of Risk Retention on the Pricing of Securitizations

Number of pages: 31 Posted: 18 Jul 2012 Last Revised: 24 Apr 2024
Martin Thomas Hibbeln and Werner Osterkamp
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 482 (111,588)
Citation 1

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

9.

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

Journal of Risk and Insurance, Vol. 83, 2016, pp. 579-612
Number of pages: 44 Posted: 03 Sep 2012 Last Revised: 17 Apr 2023
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 464 (116,729)
Citation 14

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CAT Bonds, Financial Crisis, Catastrophe Events, Risk Premium

10.

Informational Synergies in Consumer Credit

Journal of Financial Intermediation, Vol. 44, 2020, Article 100831
Number of pages: 48 Posted: 12 Dec 2014 Last Revised: 17 Apr 2023
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 413 (133,739)
Citation 3

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

11.

Trading and Liquidity in the Catastrophe Bond Market

Journal of Risk and Insurance, forthcoming
Number of pages: 40 Posted: 02 Mar 2020 Last Revised: 17 Apr 2023
Markus Herrmann and Martin Thomas Hibbeln
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 401 (138,340)
Citation 3

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bonds, liquidity, yield spreads, alternative risk transfer

12.

Seasonality in Catastrophe Bonds and Market-Implied Arrival Frequencies

Journal of Risk and Insurance, Vol. 88, 2021, pp. 785–818
Number of pages: 44 Posted: 09 Nov 2018 Last Revised: 17 Apr 2023
Markus Herrmann and Martin Thomas Hibbeln
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 245 (232,467)
Citation 1

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

13.

The Impact of Skin in the Game on Moral Hazard in the Securitization Market

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 26 Feb 2020 Last Revised: 27 Mar 2024
Martin Thomas Hibbeln and Werner Osterkamp
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 234 (243,197)
Citation 1

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

14.

Common Risk Factors in the Cross Section of Catastrophe Bond Returns

Number of pages: 55 Posted: 12 Aug 2021 Last Revised: 06 Jul 2022
Alexander Braun, Markus Herrmann and Martin Thomas Hibbeln
Institute of Insurance Economics (University of St. Gallen), University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 213 (265,683)
Citation 2

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Catastrophe Bonds, Asset Pricing, Factor Model

15.

Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs

Journal of Risk and Insurance, Vol. 84, 2017, pp. 851-879
Number of pages: 41 Posted: 23 Feb 2013 Last Revised: 17 Apr 2023
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 213 (265,683)
Citation 2

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Demand Surge, Natural Catastrophes, Reconstruction, Insured Losses

16.

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

Review of Derivatives Research (2024). https://doi.org/10.1007/s11147-024-09201-4
Number of pages: 52 Posted: 16 Nov 2020 Last Revised: 24 Apr 2024
Martin Thomas Hibbeln and Werner Osterkamp
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 192 (293,484)

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

17.

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 145 (371,516)
Citation 1

Abstract:

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

18.

Not on the Same Page - Comprehensibility of Investment Prospectuses

Number of pages: 68 Posted: 10 Aug 2022 Last Revised: 22 Apr 2024
Martin Thomas Hibbeln, Ralf Metzler and Werner Osterkamp
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 99 (493,721)

Abstract:

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Complexity, Prospectus Comprehensibility, Security Design, Text Analysis