Browsen in EconStor gesamt nach Autor:innen Hibbeln, Martin
Zeige Ergebnisse 1 bis 11 von 11
| Erscheinungsjahr | Titel | Autor:innen |
| 2006 | Concentration risk under Pillar 2: When are credit portfolios infinitely fine grained? | Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin |
| 2006 | Einsatz inflationsindexierter Anleihen im Asset-Liability-Management | Feilke, Franziska; Gürtler, Marc; Hibbeln, Martin |
| 2007 | Measuring concentration risk for regulatory purposes | Gürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens |
| 2008 | Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained? | Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin |
| 2009 | Markowitz versus Michaud: Portfolio optimization strategies reconsidered | Becker, Franziska; Gürtler, Marc; Hibbeln, Martin |
| 2011 | Pitfalls in modeling loss given default of bank loans | Hibbeln, Martin; Gürtler, Marc |
| 2012 | How smart are investors after the subprime mortgage crisis? Evidence from the securitization market | Gürtler, Marc; Hibbeln, Martin |
| 2013 | An econometric analysis of the demand surge effect | Döhrmann, David; Gürtler, Marc; Hibbeln, Martin |
| 2013 | Insured loss inflation: How natural catastrophes affect reconstruction costs | Döhrmann, David; Gürtler, Marc; Hibbeln, Martin |
| 2021 | Seasonality in catastrophe bonds and market‐implied catastrophe arrival frequencies | Herrmann, Markus; Hibbeln, Martin |
| 2022 | Trading and liquidity in the catastrophe bond market | Herrmann, Markus; Hibbeln, Martin |
