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Christian Fieberg
Christian Fieberg
Professor, Hochschule Bremen
Bestätigte E-Mail-Adresse bei hs-bremen.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models
T Berger, C Fieberg
The Journal of Risk Finance 17 (3), 295-309, 2016
192016
Political affinity and investors' response to the acquisition premium in cross‐border M&A transactions—A moderation analysis
C Fieberg, K Lopatta, T Tammen, SA Tideman
Strategic Management Journal 42 (13), 2477-2492, 2021
172021
Machine learning goes global: Cross-sectional return predictability in international stock markets
N Cakici, C Fieberg, D Metko, A Zaremba
Journal of Economic Dynamics and Control 155, 104725, 2023
152023
Covariances vs. characteristics: what does explain the cross section of the German stock market returns?
C Fieberg, A Varmaz, T Poddig
Business Research 9, 27-50, 2016
152016
Big is beautiful: the information content of bank rating changes
C Fieberg, FM Körner, J Prokop, A Varmaz
The Journal of Risk Finance 16 (3), 233-252, 2015
92015
Do anomalies really predict market returns? New data and new evidence
N Cakici, C Fieberg, D Metko, A Zaremba
Review of Finance 28 (1), 1-44, 2024
82024
Machine learning techniques for cross-sectional equity returns’ prediction
C Fieberg, D Metko, T Poddig, T Loy
OR Spectrum 45 (1), 289-323, 2023
82023
Portfolio optimization for sustainable investments
A Varmaz, C Fieberg, T Poddig
Available at SSRN 3859616, 2022
82022
Machine learning in accounting research
C Fieberg, M Hesse, T Loy, D Metko
Diginomics research perspectives: The role of digitalization in business and …, 2022
82022
Nominal stock price investing
U Hammerich, C Fieberg, T Poddig
Available at SSRN 2845312, 2018
72018
Forecasting corporate defaults in the German stock market
R Mertens, T Poddig, C Fieberg
Available at SSRN 2833454, 2016
72016
The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis
A Varmaz, C Fieberg, J Prokop
The Journal of Risk Finance 16 (5), 498-518, 2015
72015
An investor’s perspective on risk-models and characteristic-models
C Fieberg, T Poddig, A Varmaz
The Journal of Risk Finance 17 (3), 262-276, 2016
52016
The Economical and Econometrical Relevance of Value Relevance Studies
C Fieberg
Corporate Finance Biz 3 (4), 194, 2012
52012
Using GPT-4 for financial advice
C Fieberg, L Hornuf, D Streich
Available at SSRN 4488891, 2023
42023
Revisiting the (mis) pricing of the accrual anomaly
F Canitz, C Fieberg, K Lopatta, T Poddig, T Walker
The Journal of Risk Finance 19 (3), 210-224, 2018
42018
Is there a priced risk factor associated with conservatism?
K Lopatta, F Canitz, C Fieberg
The Journal of Risk Finance 17 (5), 545-561, 2016
42016
Machine learning for categorization of operational risk events using textual description
S Pakhchanyan, C Fieberg, D Metko, T Kaspereit
Journal of Operational Risk 17 (4), 2022
32022
Multi-agent-based VaR forecasting
T Tubbenhauer, C Fieberg, T Poddig
Journal of Economic Dynamics and Control 131, 104231, 2021
32021
Computational Finance: Eine Matlab, Octave und Freemat basierte Einführung
T Poddig, A Varmaz, C Fieberg
BoD–Books on Demand, 2019
32019
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