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Market perceptions on the role of female leadership in adapting to climate change

Othar Kordsachia, Alexander Bassen, Christian Fieberg, Katharina Wolters

Journal of Risk Finance (2023) 24 (4): 424–448.

https://doi.org/10.1108/JRF-08-2022-0217

Published: 31 May 2023

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Journal Articles

Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds

Christian Fieberg, Armin Varmaz, Thorsten Poddig

Journal of Risk Finance (2019) 20 (2): 201–222.

https://doi.org/10.1108/JRF-10-2018-0163

Published: 08 July 2019

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Journal Articles

Revisiting the (mis)pricing of the accrual anomaly

Felix Canitz, Christian Fieberg, Kerstin Lopatta, Thorsten Poddig, Thomas Walker

Journal of Risk Finance (2018) 19 (3): 210–224.

https://doi.org/10.1108/JRF-12-2016-0154

Published: 12 July 2018

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Journal Articles

Estimates and inferences in accounting panel data sets: comparing approaches

Felix Canitz, Panagiotis Ballis-Papanastasiou, Christian Fieberg, Kerstin Lopatta, Armin Varmaz, Thomas Walker

Journal of Risk Finance (2017) 18 (3): 268–283.

https://doi.org/10.1108/JRF-11-2016-0145

Published: 15 May 2017

View article titled, Estimates and inferences in accounting panel data sets: comparing approaches

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Journal Articles

Is there a priced risk factor associated with conservatism?

Kerstin Lopatta, Felix Canitz, Christian Fieberg

Journal of Risk Finance (2016) 17 (5): 545–561.

https://doi.org/10.1108/JRF-05-2016-0065

Published: 21 November 2016

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Journal Articles

An investor’s perspective on risk-models and characteristic-models

Christian Fieberg, Thorsten Poddig, Armin Varmaz

Journal of Risk Finance (2016) 17 (3): 262–276.

https://doi.org/10.1108/JRF-02-2016-0026

Published: 16 May 2016

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Journal Articles

On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models

Theo Berger, Christian Fieberg

Journal of Risk Finance (2016) 17 (3): 295–309.

https://doi.org/10.1108/JRF-09-2015-0094

Published: 16 May 2016

View article titled, On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models

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Journal Articles

The relevance of credit ratings over the business cycle

Christian Fieberg, Richard Lennart Mertens, Thorsten Poddig

Journal of Risk Finance (2016) 17 (2): 152–168.

https://doi.org/10.1108/JRF-08-2015-0079

Published: 21 March 2016

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Journal Articles

The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis

Armin Varmaz, Christian Fieberg, Jörg Prokop

Journal of Risk Finance (2015) 16 (5): 498–518.

https://doi.org/10.1108/JRF-06-2015-0056

Published: 16 November 2015

View article titled, The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis

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Journal Articles

Big is beautiful: the information content of bank rating changes

Christian Fieberg, Finn Marten Körner, Jörg Prokop, Armin Varmaz

Journal of Risk Finance (2015) 16 (3): 233–252.

https://doi.org/10.1108/JRF-10-2014-0156

Published: 18 May 2015

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Market perceptions on the role of female leadership in adapting to climate change

Risk models vs characteristic models from an investor’s perspective: Make use of the best of both worlds

Revisiting the (mis)pricing of the accrual anomaly

Estimates and inferences in accounting panel data sets: comparing approaches

Is there a priced risk factor associated with conservatism?

An investor’s perspective on risk-models and characteristic-models

On portfolio optimization: Forecasting asset covariances and variances based on multi-scale risk models

The relevance of credit ratings over the business cycle

The value relevance of “too-big-to-fail” guarantees: Evidence from the 2008-2009 banking crisis

Big is beautiful: the information content of bank rating changes

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