Welcome to the Chair of Finance

Chair: Prof. Dr. Martin Thomas Hibbeln (Juniorprofessor)

Recent Publications

Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice (with M. Gürtler und P. Usselmann), Journal of Banking & Finance, Vol. 91, 2018, p. 176–188. Insured Loss Inflation - How Natural Catastrophes Affect Reconstruction Costs (with D. Döhrmann und M. Gürtler), Journal of Risk and Insurance, Vol. 84, 2017, p. 851-879.
How is your user feeling? Inferring Emotion through Human-Computer Interaction Devices (with J. Jenkins, C. Schneider, J. Valacich und M. Weinmann), MIS Quarterly, Vol. 41, 2017, p. 1-21. The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds (with M. Gürtler und C. Winkelvos), Journal of Risk and Insurance, Vol. 83, 2016, p. 579-612.
Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered (with F. Becker und M. Gürtler), European Journal of Finance, Vol. 21, 2015, p. 269-291. Improvements in Loss Given Default Forecasts for Bank Loans (with M. Gürtler), Journal of Banking & Finance, Vol. 37, 2013, p. 2354-2366.


Chair of Finance

Mercator School of Management

University of Duisburg-Essen (Campus Duisburg)

Lotharstr. 65, Building LH, Room 002

47057 Duisburg


Phone: +49 (0)203 379-1784