Martin Thomas Hibbeln

Education

• Technische Universität Braunschweig - Habilitation (Venia Legendi), Finance 2010 - 2015
• Technischel Universität Braunschweig - PhD (Dr. rer. pol.), Finance 2004 - 2010
• Technische Universität Braunschweig - Diploma, Business Economics & Electrical Engineering 1999 - 2004

Fields of Research:

• Financial Data Analytics / Empirical Banking and Asset Pricing
• Risk Management in Financial Institutions
• Regulating Financial Markets
• Digital Finance / Financial Technology

Academic Experience

• Since 10/2021: Chair of Finance, Mercator School of Management, University of Duisburg-Essen
• 03/2022–06/2022: Visiting Professor, IESE Business School, University of Navarra, Barcelona (Spain)
• 2015–2021: Assistant Professor of Finance (with Tenure Track), Mercator School of Management, University of Duisburg-Essen
• 2015: Interim Professor for Financial Services, University of Bremen
• 2014: Visiting Researcher, Rotterdam School of Management, Erasmus University (Netherlands)
• 2013: Visiting Researcher, College of Business, City University of Hong Kong (Hong Kong)
• 2010–2015: Assistant Professor, Department of Business Economics, TU Braunschweig Habilitation in Business Economics, Topic: "Risk Assessment and Risk Transfer in Financial Institutions"
• 2004–2010: Affiliated Research Fellow, Department of Business Economics, TU Braunschweig PhD. (Dr. rer. pol.) in Finance, Topic: "Risk Management in Credit Portfolios – Concentration Risk and Basel II"
• 2004: Diploma (Dipl.-Wirtsch.-Ing.) in Business Economics and Electrical Engineering, TU Braunschweig

Honours and Awards:

• SWFA Best Paper Award (2020)
• SRIA Best Paper Award (2020)
• WKWI/VHB Best Paper Information Systems (2019)
• CIONET European Research Paper of the Year (2018)
• Heinrich-Büssing-Preis (2017)
• Liechtenstein Research Prize (2016)
• MFA Outstanding Paper Award in Financial Institutions (2015)
• McKinsey Business Technology Award (2012)
• fme-Award in Economics (2010)

Publications

Monographs

• Risk Assessment and Risk Transfer in Financial Institutions, cumulative Habilitation Thesis, TU Braunschweig 2014.
• Risk Management in Credit Portfolios – Concentration Risk and Basel II, Contributions to Economics, Springer, Heidelberg 2010.

Peer-Reviewed Publications in Journals

• Trading and Liquidity in the Catastrophe Bond Market (with M. Herrmann), Journal of Risk and Insurance, Vol. 90, pp. 283–328 (VHB: A).
• The Path of the Righteous: Using Trace Data to Understand Fraud Decisions in Real Time (with J. Jenkins, C. Schneider, J. Valacich and M. Weinmann), MIS Quarterly, Vol. 46, 2022, pp. 2317–2336 (VHB: A+).
• Seasonality in Catastrophe Bonds and Market-Implied Catastrophe Arrival Frequencies (with M. Herrmann), Journal of Risk and Insurance, Vol. 88, 2021, pp. 785–818 (VHB: A).
• Arising from the Ruins: The Impact of Natural Disasters on Reconstruction Labor Wages (with D. Döhrmann, M. Gürtler and R. Metzler), International Journal of Disaster Risk Reduction, Vol. 59, 2021, Article 102210 (JIF: 4.84).
• Informational Synergies in Consumer Credit (with L. Norden, P. Usselmann and M. Gürtler), Journal of Financial Intermediation, Vol. 44, 2020, Article 100831 (VHB: A).
• Exposure at Default Modeling - A Theoretical and Empirical Assessment of Estimation Approaches and Parameter Choice (with M. Gürtler and P. Usselmann), Journal of Banking & Finance, Vol. 91, pp. 176–188 (VHB: A).
• Insured Loss Inflation - How Natural Catastrophes Affect Reconstruction Costs (with D. Döhrmann and M. Gürtler), Journal of Risk and Insurance, Vol. 84, 2017, pp. 851-879 (VHB: A).
• How is your user feeling? Inferring Emotion through Human-Computer Interaction Devices (with J. Jenkins, C. Schneider, J. Valacich and M. Weinmann), MIS Quarterly, Vol. 41, 2017, pp. 1-21 (VHB: A+).
• The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds (with M. Gürtler and C. Winkelvos), Journal of Risk and Insurance, Vol. 83, 2016, pp. 579-612 (VHB: A).
• Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered (with F. Becker and M. Gürtler), European Journal of Finance, Vol. 21, 2015, pp. 269-291 (VHB: B).
• Improvements in Loss Given Default Forecasts for Bank Loans (with M. Gürtler), Journal of Banking & Finance, Vol. 37, 2013, pp. 2354-2366 (VHB: A).
• Measuring Concentration Risk for Regulatory Purposes (with M. Gürtler and C. Vöhringer), Journal of Risk, Vol. 12, 2010, pp. 69-104 (VHB: B).
• Unternehmensplanung in Venture Capital-Gesellschaften: Stochastische Modellierung und Simulation (with K. Viemann), Business Administration Review - Die Betriebswirtschaft, 69. Jg., 2009, pp. 7-30 (VHB: C).
• Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained? (with M. Gürtler and D. Heithecker), Credit and Capital Markets - Kredit und Kapital, 41. Jg., 2008, pp. 79-124 (VHB: C).
• Inflationsindexierte Anleihen (with F. Feilke and M. Gürtler), Business Administration Review - Die Betriebswirtschaft, 67. Jg., 2007, pp. 609-613 (VHB: C).
• Anreizsysteme als Instrument des Beteiligungscontrolling in Venture-Capital-Gesellschaften (with K. Viemann), Journal of Management Control - Zeitschrift für Planung & Unternehmenssteuerung, 17. Jg., 2006, pp. 301-322 (VHB: C).

Peer-Reviewed Publications in Proceedings

• Investigating the Effect of Insurance Fraud on Mouse Usage in Human-Computer Interactions (with J. Jenkins, C. Schneider, J. Valacich and M. Weinmann), Proceedings of the International Conference on Information Systems (ICIS 2014), Auckland, Neuseeland (VHB: A).
• An Econometric Analysis of the Demand Surge Effect (with D. Döhrmann and M. Gürtler), German Journal of Risk and Insurance - Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 102, 2013, pp. 537-553 (VHB: C).
• Customer-oriented Configuration Systems: One Type Fits All? (with M. Weinmann and S. Robra-Bissantz), Proceedings of the European Conference on Information Systems (ECIS 2011), Helsinki, Finnland, 2011 (VHB: B).
• Optimizing Credit Risk Mitigation Effects of Collaterals under Basel II (with M. Gürtler and D. Heithecker), Operations Research Proceedings 2006: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Springer, Berlin usw. 2007, pp. 293-298 (VHB: D).