Browsen in EconStor gesamt nach Autor:innen Hibbeln, Martin


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ErscheinungsjahrTitelAutor:innen
2006Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained?Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin
2006Einsatz inflationsindexierter Anleihen im Asset-Liability-ManagementFeilke, Franziska; Gürtler, Marc; Hibbeln, Martin
2007Measuring concentration risk for regulatory purposesGürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens
2008Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin
2009Markowitz versus Michaud: Portfolio optimization strategies reconsideredBecker, Franziska; Gürtler, Marc; Hibbeln, Martin
2011Pitfalls in modeling loss given default of bank loansHibbeln, Martin; Gürtler, Marc
2012How smart are investors after the subprime mortgage crisis? Evidence from the securitization marketGürtler, Marc; Hibbeln, Martin
2013An econometric analysis of the demand surge effectDöhrmann, David; Gürtler, Marc; Hibbeln, Martin
2013Insured loss inflation: How natural catastrophes affect reconstruction costsDöhrmann, David; Gürtler, Marc; Hibbeln, Martin
2021Seasonality in catastrophe bonds and market‐implied catastrophe arrival frequenciesHerrmann, Markus; Hibbeln, Martin
2022Trading and liquidity in the catastrophe bond marketHerrmann, Markus; Hibbeln, Martin
2024Simple is simply not enough—features versus labels of complex financial securitiesHibbeln, Martin; Osterkamp, Werner