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Herzlich Willkommen am Lehrstuhl für Finance

Lehrstuhl für Finance

Prof. Dr. Martin Hibbeln

Mercator School of Management

Universität Duisburg-Essen (Campus Duisburg)

Lotharstraße 65, Gebäude LH, Raum 002

47057 Duisburg

Telefon +49 203 37-91784

E-Mail finance (at) uni-due.de

Selected Publications (VHB: A & A+)

Simple is Simply not Enough – Features versus Labels of Complex Financial Securities,
M. Hibbeln and W. Osterkamp,
Review of Derivatives Research, Vol. 27, pp. 113–150.

The Impact of Risk Retention on Moral Hazard in the Securitization Market,
M. Hibbeln and W. Osterkamp,
Journal of Banking & Finance, Vol. 163, 2024, Article 107153.

Trading and Liquidity in the Catastrophe Bond Market,
M. Herrmann and M. Hibbeln,
Journal of Risk and Insurance, Vol. 90, 2023, pp. 283–328.
The Path of the Righteous: Using Trace Data to Understand Fraud Decisions in Real Time,
M. Hibbeln, J. Jenkins, C. Schneider, J. Valacich and M. Weinmann,
MIS Quarterly, Vol. 46, 2022, pp. 2317–2336.
Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies,
M. Herrmann and M. Hibbeln,
Journal of Risk and Insurance, Vol. 88, 2021, pp. 785–818.
Informational Synergies in Consumer Credit ,
M. Hibbeln, L. Norden, P. Usselmann and M. Gürtler,
Journal of Financial Intermediation, Vol. 44, 2020, Article 100831.
Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice,
M. Gürtler, M. Hibbeln and P. Usselmann,
Journal of Banking & Finance, Vol. 91, 2018, pp. 176–188.
Insured Loss Inflation - How Natural Catastrophes Affect Reconstruction Costs,
D. Döhrmann, M. Gürtler and M. Hibbeln,
Journal of Risk and Insurance, Vol. 84, 2017, pp. 851–879.
How is your user feeling? Inferring Emotion through Human-Computer Interaction Devices,
M. Hibbeln, J. Jenkins, C. Schneider, J. Valacich and M. Weinmann,
MIS Quarterly, Vol. 41, 2017, pp. 1–21.
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds,
M. Gürtler, M. Hibbeln and C. Winkelvos,
Journal of Risk and Insurance, Vol. 83, 2016, pp. 579–612.

Improvements in Loss Given Default Forecasts for Bank Loans,
M. Gürtler and M. Hibbeln,
Journal of Banking & Finance, Vol. 37, 2013, pp. 2354–2366 .