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Martin Thomas Hibbeln
Martin Thomas Hibbeln
Professor of Finance, University of Duisburg-Essen, Germany
Verified email at uni-due.de - Homepage
Title
Cited by
Cited by
Year
How is your user feeling? Inferring emotion through human-computer interaction devices
MT Hibbeln, JL Jenkins, C Schneider, JS Valacich, M Weinmann
Management Information Systems Quarterly 41, 1-21, 2017
2262017
The impact of the financial crisis and natural catastrophes on CAT bonds
M Gürtler, MT Hibbeln, C Winkelvos
Journal of Risk and Insurance 83, 579-612, 2016
1232016
Improvements in Loss Given Default Forecasts for Bank Loans
M Gürtler, MT Hibbeln
Journal of Banking & Finance 37, 2354-2366, 2013
110*2013
Markowitz versus Michaud: Portfolio optimization strategies reconsidered
F Becker, M Gürtler, MT Hibbeln
European Journal of Finance 21, 269-291, 2015
612015
Risk Management in Credit Portfolios: Concentration Risk and Basel II
M Hibbeln
Physica-Verlag HD, 2010
522010
Measuring concentration risk for regulatory purposes
M Gürtler, M Hibbeln, C Vöhringer
Journal of Risk 12, 69-104, 2010
36*2010
Investigating the Effect of Insurance Fraud on Mouse Usage in Human-Computer Interactions
MT Hibbeln, J Jenkins, C Schneider, J Valacich, M Weinmann
Proceedings of the International Conference on Information Systems (ICIS 2014), 2014
342014
Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice
M Gürtler, MT Hibbeln, P Usselmann
Journal of Banking & Finance 91, 176–188, 2018
272018
The path of the righteous: Using trace data to understand fraud decisions in real time
M Weinmann, J Valacich, C Schneider, JL Jenkins, MT Hibbeln
MIS Quarterly 46 (4), 2317-2336, 2022
212022
Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies
M Herrmann, MT Hibbeln
Journal of Risk and Insurance, 2021
182021
Informational synergies in consumer credit
M Hibbeln, L Norden, P Usselmann, M Gürtler
Journal of Financial Intermediation 44, Article 100831, 2020
17*2020
Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?
M Gürtler, D Heithecker, M Hibbeln
Kredit und Kapital 41, 79-124, 2008
172008
Insured loss inflation: How natural catastrophes affect reconstruction costs
D Döhrmann, M Gürtler, MT Hibbeln
Journal of Risk and Insurance 84, 851-879, 2017
162017
Customer-oriented Configuration Systems: One Type Fits All?
M Weinmann, M Hibbeln, S Robra-Bissantz
Proceedings of the 19th European Conference on Information Systems (ECIS 2011), 2011
152011
An econometric analysis of the demand surge effect
D Döhrmann, M Gürtler, MT Hibbeln
Zeitschrift für die gesamte Versicherungswissenschaft 102 (5), 537-553, 2013
142013
Trading and Liquidity in the Catastrophe Bond Market
M Herrmann, MT Hibbeln
Journal of Risk and Insurance, 2023
82023
Common risk factors in the cross section of catastrophe bond returns
A Braun, M Herrmann, MT Hibbeln
Available at SSRN 3901695, 2022
82022
Unternehmensplanung in Venture-Capital-Gesellschaften: Stochastische Modellierung und Simulation
M Hibbeln, K Viemann
Die Betriebswirtschaft - Business Administration Review 69 (1), 7-30, 2009
72009
The impact of skin in the game on bank behavior in the securitization market
MT Hibbeln, W Osterkamp
Available at SSRN 3528090, 2020
62020
Design of Collateralized Debt Obligations: The Impact of Target Ratings on the First Loss Piece
M Gürtler, M Hibbeln, S Olboeter
The credit derivatives handbook: global perspectives, innovations and market …, 2008
62008
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