Selected Publications

Informational Synergies in Consumer Credit
(mit L. Norden, P. Usselmann und M. Gürtler). Journal of Financial Intermediation, forthcoming.
Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice (mit M. Gürtler und P. Usselmann), Journal of Banking & Finance, Vol. 91, 2018, S. 176–188.
Insured Loss Inflation - How Natural Catastrophes Affect Reconstruction Costs (mit D. Döhrmann und M. Gürtler), Journal of Risk and Insurance, Vol. 84, 2017, S. 851-879. How is your user feeling? Inferring Emotion through Human-Computer Interaction Devices (mit J. Jenkins, C. Schneider, J. Valacich und M. Weinmann), MIS Quarterly, Vol. 41, 2017, S. 1-21.
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds (mit M. Gürtler und C. Winkelvos), Journal of Risk and Insurance, Vol. 83, 2016, S. 579-612. Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered (mit F. Becker und M. Gürtler), European Journal of Finance, Vol. 21, 2015, S. 269-291.

Contact

Chair of Finance

Mercator School of Management

University of Duisburg-Essen (Campus Duisburg)

Lotharstr. 65, Building LH, Room 002

47057 Duisburg

Germany

Phone: +49 203 379-1784