PD Dr. Christian Fieberg
Researcher
Kontakt:
Max-von-Laue-Straße 1
28359 Bremen
WIWI 2, Raum F4380
Telefon: +49 (0)421 218-66727
cfieberg[at]uni-bremen.de
Zur Person
| seit 2021 | Gastwissenschaftler an der Universität Luxemburg |
| seit 2021 | Gastwissenschaftler an der John Molson School of Business - Concordia University, Montreal, Kanada |
| seit 2020 | Mitglied des Data Science Center |
| seit 2020 | Researcher für das Arbeitsgebiet Betriebswirtschaftslehre, insbesondere Empirische Kapitalmarktforschung und Derivate |
| 2020-2021 | Gastwissenschaftler an der Universität Hamburg |
| 2018 | Lehrbeauftragter an der Universität Oldenburg |
| 2017-2019 | SOLVECON INVEST GmbH |
| 2017 | Habilitation im Lehr- und Forschungsgebiet „Betriebswirtschaftslehre“ |
| 2016-2019 | Lehrbeauftragter an der Universität Bremen |
| 2016-2017 | Bremer Landesbank/Norddeutsche Landesbank, Asset- und Portfoliomanagement |
| 2015-2016 | Vertretung der Professur für Finanzdienstleistungen |
| 2015 | Forschungsaufenthalt an der John Molson School of Business - Concordia University, Montreal, Kanada |
| 2015 | Referent beim Uhlenbruch-Verlag |
| seit 2014 | Projektleitung im UBC-Zentrum, CARMA - Center for Asset and Risk Management Applications |
| 2014 | Lehrbeauftragter an der Wissenschaftlichen Hochschule Lahr |
| seit 2013 | Mitglied des Zentrums für Transnationale Studien - ZenTra |
| 2013 | Lehrbeauftragter an der Jacobs University Bremen |
| 2012 | Promotion zum Dr. rer. pol. |
| seit 2011 | Dozent an der FOM Hochschule für Ökonomie und Management |
| 2011-2012 | Lehrbeauftragter an der Hochschule Bremen |
| 2011 | Gastdozent an der University of the Free State, Bloemfontein, Südafrika |
| 2010-2015, 2019-2020 | Wissenschaftlicher Mitarbeiter am Lehrstuhl für Finanzwirtschaft |
| 2009 | Abschluss als Diplom-Kaufmann |
| 2005-2009 | Studium der Betriebswirtschaftslehre an der Universität Bremen |
Publikationen
Ausgewählte Publikationen
Fieberg, C., Lopatta, K., Tammen, T., Tideman, S. (2021): Political affinity and investors’ response to the acquisition premium in cross-border M&A transactions – A moderation analysis, in: Strategic Management Journal, Vol. 42, 2021.
Tubbenhauer, T., Fieberg, C., Poddig, Th. (2021): Multi-Agent-Based VaR Forecasting, in: Journal of Economic Dynamics and Control, Vol. 131, 2021.
Varmaz, A., Fieberg, C., Varwig, A. (2013): R/Matlab-app2web: Web Deployment of R/Matlab Applications, in: Journal of Statistical Software, Vol. 54, 2013.
Bücher
Poddig, Th., Varmaz, A., Fieberg, C., Abdel-Karim, B. (2020): MATLAB für Studierende und Professionals der Sozial- und Wirtschaftswissenschaften, BoD, 2020. (Online-Version: https://www.matlab-intro.de)
Poddig, Th., Varmaz, A., Fieberg, C. (2015): Computational Finance: Eine Matlab, Octave und Freemat basierte Einführung, Uhlenbruch, 2015. (Online-Version: www.computationalfinance.de)
Alle Publikationen
Pakhchanyan, S., Fieberg, C., Metko, D., Kaspereit, T.: Machine learning for categorization of operational risk events using textual description, in: Journal of Operational Risk, forthcoming.
Bassen, A., Lopatta, K., Kordsachia, O., Fieberg, C., (2021): Sustainable Development Investing: Entwicklung skalierbarer Aktienindizes, in: Absolut|report, No. 6, 2021.
Fieberg, C., Lopatta, K., Tammen, T., Tideman, S. (2021): Political affinity and investors’ response to the acquisition premium in cross-border M&A transactions – A moderation analysis, in: Strategic Management Journal, Vol. 42, 2021.
Bassen, A., Fieberg, C., Kordsachia, O., Lopatta, K., Nendza, B. (2021): Sustainable Development Investing: Creating a scalable SDI-aligned index, Financing for Sustainable Development Office (FSDO) of the United Nations, in its capacity as Secretariat of the Global Investors for Sustainable Development (GISD) Alliance.
Tubbenhauer, T., Fieberg, C., Poddig, Th. (2021): Multi-Agent-Based VaR Forecasting, in: Journal of Economic Dynamics and Control, Vol. 131, 2021.
Köhne, J., Olschewsky, M., Poddig, T., Fieberg, C., Osorio, C. (2021): Portfoliooptimierung mit effizienter Variablenselektion für ein optimales Faktormodell, in: Absolut|report, No. 4, 2021.
Poddig, Th., Varmaz, A., Fieberg, C., Abdel-Karim, B. (2020): MATLAB für Studierende und Professionals der Sozial- und Wirtschaftswissenschaften, BoD, 2020. (Online-Version: https://www.matlab-intro.de)
Guenther, S., Fieberg, C., Poddig, Th. (2020): The Cross-Section of Cryptocurrency Risk and Return, in: Quarterly Journal of Economic Research, No. 4, 2020.
Fieberg, C., Varmaz, A., Poddig, T. (2019): Risk models vs characteristic models from an investor’s perspective, in: Journal of Risk Finance, No. 2, 2019.
Fieberg, C. (2018): Optimierungsverfahren im Portfoliomanagement: Anlageklassen mittels Schwarmintelligenz gewichten, in: private banking magazin, Online-Ausgabe, Dez. 2018.
Canitz, F., Fieberg, C., Lopatta, K., Poddig, T., Walker, T. (2018): Revisiting the (Mis)pricing of the Accrual Anomaly, in: Journal of Risk Finance, No. 3, 2018.
Mertens, R., Poddig, T., Fieberg, C. (2018): Forecasting Corporate Defaults in the German Stock Market, in: Journal of Risk, No. 6, 2018.
Canitz, F., Ballis-Papanastasiou, P., Fieberg, C., Lopatta, K., Varmaz, A., Walker, T. (2017): Estimates and Inferences in Accounting Panel Data Sets: Comparing Approaches, in: Journal of Risk Finance, No. 3, 2017.
Lopatta, K., Canitz, F., Fieberg, C. (2016): In There a Priced Risk Factor Associated With Conservatism?, in: Journal of Risk Finance, No. 5, 2016.
Fieberg, C., Poddig, Th., Varmaz, A. (2016): An Investor's Perspective On Risk-Models and Characteristic-Models, in: Journal of Risk Finance, No. 3, 2016.
Fieberg, C., Varmaz, A., Poddig, Th. (2016): Covariances vs. Characteristics: What Does Explain the Cross-Section of the German Stock Market Returns?, in: Business Research, No. 1, 2016.
Berger, T., Fieberg, C. (2016): On Portfolio Optimization: Forecasting Asset Covariances and Variances Based On Multi-Scale Risk Models, in: Journal of Risk Finance, No. 3, 2016.
Baitinger, E., Fieberg, C., Poddig, Th. (2016): Relative Performance Persistence of Financial Forecasting Models and Its Economic Implications, in: Journal of Risk, No. 6, 2016.
Fieberg, C., Mertens, R., Poddig, Th. (2016): The Relevance of Credit Ratings over the Business Cycle, in: Journal of Risk Finance, No. 2, 2016.
Baitinger, E., Fieberg, C., Poddig, Th., Varmaz, A. (2015): Liquidity-Driven Approach to Dynamic Asset Allocation: Evidence from the German Stock Market in: Financial Markets and Portfolio Management, No. 4, 2015.
Varmaz, A., Fieberg, C., Prokop, J. (2015): The Value Relevance of “Too Big to Fail” Guarantees: Evidence from the 2008-2009 Banking Crisis, in: Journal of Risk Finance, No. 5, 2015.
Poddig, Th., Varmaz, A., Fieberg, C. (2015): Computational Finance: Eine Matlab, Octave und Freemat basierte Einführung, Uhlenbruch, 2015. (Online-Version: www.computationalfinance.de)
Schäfer, N., Uschakow, S., Fieberg, C., Poddig, Th. (2015): Die Kerndichteschätzung - Ein Vergleich mit der Normalverteilungsannahme bei der Bestimmung von VaR- und CVaR, in: Wirtschaftswissenschaftliches Studium, No. 9, 2015.
Fieberg, C., Körner, F. M., Prokop, J., Varmaz, A. (2015): Big is Beautiful: The Information Content of Bank Rating Changes, in: Journal of Risk Finance, No. 3, 2015.
Hussmann, H., Fieberg, C. (2014): 10 Jahre Directors' Dealings in Deutschland - Gesetzliche Regelungen, empirische Entwicklung und Forschungsstand, in: Die Unternehmung - Swiss Journal of Business Research and Practice, No. 1, 2014
Varmaz, A., Fieberg, C., Varwig, A. (2013): R/Matlab-app2web: Web Deployment of R/Matlab Applications, in: Journal of Statistical Software, Vol. 54, 2013.
Poddig, Th., Fieberg, C., Frädrich, C., Grigat, E., Moys, G. (2012): Eine empirische Analyse zum Informationsgehalt von Ratingänderungen für die Aktienkursrenditen von Banken, in: Zeitschrift für Bankrecht und Bankwirtschaft - Journal of Banking Law and Banking, No. 1, 2013
Fieberg, C., Varmaz, A. (2012): The Relevance of Level-Based Value Relevance Studies – Also a reply to Ordosch (2012), in: Corporate Finance biz, No. 8, 2012.
Fieberg, C. (2012): The Economical and Econometrical Relevance of Value Relevance Studies, in: Corporate Finance biz, No. 4, 2012.
Fieberg, C., Varmaz, A., Poddig, Th. (2012): Fallstudie Bewertung von amerikanischen Optionen, in: Wirtschaftswissenschaftliches Studium, No. 5, 2012.
Varmaz, A., Fieberg, C. (2012): Vorschlag eines Bewertungskonzepts von Zertifikaten, in: Kredit und Kapital - Credit and Capital Markets, No. 2, 2012.
Poddig, Th., Fieberg, C., Varmaz, A. (2011): Webapplikation der Universität Bremen - Produktüberblick mit dem Derivate-Rechner, in: Betriebswirtschaftliche Blätter, No. 5, 2011.
Varmaz, A., Fieberg, C. (2011): Valuation of Structured Products of European and American Style, in: Corporate Finance biz, No. 3, 2011.
Varmaz, A., Fieberg, C., Poddig, Th. (2010): Zertifikatebewertung auf Grundlage der Monte Carlo Verfahren, in: Zeitschrift für Bankrecht und Bankwirtschaft - Journal of Banking Law and Banking, No. 5, 2010.
Fieberg, C., Poddig, Th., Tchegho, G., Varmaz, A. (2010): Zertifikate-Plattform: Verbesserte Transparenz, in: Die Bank - Zeitschrift für Bankpolitik und Praxis, No. 7, 2010.
Vorträge
| Autoren | Titel | Seminar/Konferenz | Ort | Zeit |
|---|---|---|---|---|
| Metko, D., Fieberg, C. | The relevance of accounting information and the cross-section of equity market returns | Diginomics Brownbag Seminar | Bremen | 22.12.2021 |
| Fieberg, C., Lopatta, K., Metko, D., Tammen, T., Yüksel, G. | Machine Learning for Pattern Discovery in Takeover Target Selection | 4th Research Workshop between School of Economics Shanghai University, China, and Faculty of Business Studies and Economics University Bremen, Germany | Online | 10.12.2021 |
| Bassen, A., Fieberg, C., Kordsachia, O., Lopatta, K., Nendza, B. | Sustainable Development Investing: Creating a scalable SDI-aligned index | Yale Initiative on Sustainable Finance Symposium (YISF) | Online | 29.10.2021 |
| Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | HVB Seminar | Bremen | 08.10.-09.10.2021 |
| Fieberg, C., Lopatta, K., Metko, D., Tammen, T., Yüksel, G. | Deep Learning in Predicting Takeover Targets | Diginomics Brownbag Seminar | Bremen | 19.05.2021 |
| Fieberg, C., Metko, D., Poddig, T., Loy, T. | Machine Learning in Stock Return Prediction | Diginomics Brownbag Seminar | Bremen | 28.10.2020 |
| Hornuf, L., Fieberg, C. | Are Characteristics Covariances or Characteristics? | Essex Finance Centre Research Seminar | Essex | 01.07.2020 |
| Hornuf, L., Fieberg, C. | Are Characteristics Covariances or Characteristics? | Quantitative Finance and Risk Analysis Seminar | Trier | 09.07.2020 |
| Hornuf, L., Fieberg, C. | Are Characteristics Covariances or Characteristics? | Lunch Seminar | Bergamo | 15.07.2020 |
| Guenther, S., Fieberg, C.. Poddig, Th. | The Cross-Section of Cryptocurrency Risk and Return | Determinants of Non-cash payments and alternative money | Bremen | 16.06.2020 |
| Hammerich, U., Fieberg, C., Poddig, T. | Nominal Stock Price Investing | Financial Management Association (FMA) Annual Meeting | San Diego, United States | 10.10.–13.10.2018 |
| Hammerich, U., Fieberg, C., Poddig, T. | Nominal Stock Price Investing | 3rd Research in Behavioral Finance Conference (RBFC) | Amsterdam, Netherlands | 20.09.–21.09.2018 |
| Fieberg, C., Varmaz, A., Poddig, Th. | Factor Loadings Vs. Characteristics: Comparison of Risk and Return Model Performances | 4. Workshop “Empirical Accounting and Finance“ | Konstanz, Germany | 22.03.- 23.03.2018 |
| Mertens, R., Poddig, T., Fieberg, C. | Forecasting Corporate Defaults in the German Stock Market | 2nd RIC Conference 'Reporting, Investor Relations, Capital Markets - Challenges and Opportunities in Financial Communication' | Leipzig, Germany | 10.11.2016 |
| Varmaz, A., Fieberg, C., Poddig, Th. | Cross-Sectional Adjustment of Stock Returns for Exposures and Characteristics | 76th Annual Meeting of the German Academic Association for Business Research (VHB) | Munich, Germany | 18.05.-20.05.2016 |
| Varmaz, A., Fieberg, C., Prokop, J. | The Value Relevance of “Too Big to Fail” Guarantees: Evidence from the 2008-2009 Banking Crisis | Behavioural Finance Working Group Conference | London, United Kingdom | 11.06.-12.06.2015 |
| Fieberg, C., Varmaz, A., Prokop, J., Körner, F. M. | The News Content of Bank Rating Changes: Evidence from a Global Event Study | Coping with Risk in Transnational Financial Markets | Oldenburg, Germany | 03.07.-04.07.2014 |
| Varmaz, A., Fieberg, C., Poddig, Th. | Exposures or Characteristics: What Explains the Cross-Section of the German Stock Market Returns? | International Conference of the Financial Engineering and Banking Society (FEBS) | Surrey-Fordham, United Kingdom | 21.06.-23.06.2014 |
| Fieberg, C., Varmaz, A., Prokop, J., Körner, F. M. | The News Content of Bank Rating Changes: Evidence from a Global Event Study | International Conference of the Financial Engineering and Banking Society (FEBS) | Surrey-Fordham, United Kingdom | 21.06.-23.06.2014 |
| Varmaz, A., Fieberg, C., Poddig, Th. | Exposures or Characteristics: What Explains the Cross-Section of the German Stock Market Returns? | 76th Annual Meeting of the German Academic Association for Business Research (VHB) | Leipzig, Germany | 11.06.-13.06.2014 |
| Fieberg, C., Varmaz, A., Prokop, J., Körner, F. M. | The News Content of Bank Rating Changes: Evidence from a Global Event Study | The British Accounting and Finance Association (BAFA) | London, United Kingdom | 03.07.-04.07.2014 |
| Fieberg, C., Ballis-Papanastasiou, P., Varmaz, A. | Estimates and Inferences in Accounting Time-Series Data Sets: Comparing Approaches | 74th Annual Meeting of the German Academic Association for Business Research (VHB) | Bozen/Bolzano, Italy | 30.05.-02.06.2012 |
| Varmaz, A., Fieberg, C. | Too Big to Fail | 74th Annual Meeting of the German Academic Association for Business Research (VHB) | Bozen/Bolzano, Italy | 30.05.-02.06.2012 |
| Fieberg, C., Varmaz, A. | A Sorting Based Test of the Ohlson Model | 34th European Accounting Association Annual Congress | Rome, Italy | 20.-22.04.2011 |
| Fieberg, C., Varmaz, A. | A Sorting Based Test of the Ohlson Model | Forschungsworkshop Finance and Accounting | Bremen, Germany | 25.01.2011 |
| Fieberg, C., Poddig, Th. | Web Application based Valuation of Exotic Securities | 4th R/Rmetrics User and Developer Workshop and Summer School | Lake Thune, Switzerland | 27.06.-01.07.2010 |
| Fieberg, C. | Simulationsbasierte Bewertung von Zertifikaten | Forschungsworkshop Finance | Freiburg, Germany | 20.-22.03.2009 |
Links
Center for Asset and Risk Management (CARMA)
Emerging Risk Information Center (ERIC)
MATLAB/Octave - Einführung: Buch-Website, Buch-Videos
MATLAB/Octave/Freemat - Computational Finance: Buch-Website
Seminare
Empirical Research in Accounting and Economics
Für weitere Informationen wenden Sie sich gerne an die Organisatoren des Empirical Research in Accounting and Economics Seminars (Prof. Dr. Thomas Loy, thomas.loy[at]uni-bremen.de; PD Dr. Christian Fieberg, cfieberg[at]uni-bremen.de).
| 20. Januar 2021, 14:00 Uhr | Salience theory and the cross-section of stock returns: International and further evidence | Adam Zaremba (Montpellier Business School) |
| 09. Dezember 2021, 16:00 Uhr | A Mixed Data Sampling Approach to Accounting Research | Ryan T. Ball (University of Michigan, Ross School of Business) |
| 14. Juli 2021, 14:00 Uhr | Investment, Inflation, and the Role of Internal Information Systems as a Transmission Channel | Oliver Binz (INSEAD) |
| 03. Juni 2021, 15:00 Uhr | The Macroeconomy as a Random Forest | Philippe Goulet Coulombe (University of Pennsylvania) |
Finance Research Seminar
Für weitere Informationen wenden Sie sich gerne an die Organisatoren des Finance Research Seminars (Prof. Dr. Lars Hornuf, hornuf[at]uni-bremen.de; PD Dr. Christian Fieberg, cfieberg[at]uni-bremen.de).
| 25. Januar 2022, 12:00 Uhr | Open source cross-sectional asset pricing | Jun.-Prof. Dr. Tom Zimmermann (Universität Köln) |
| 23. November 2021, 12:00 Uhr | Customer Metrics and Small Business Credit Scoring | Prof. Dr. Daniel Blaseg (Esade Business School) |
| 06. Juli 2021, 12:00 Uhr | The Index Effect: Evidence from the Option Market | Dr. Fabian Hollstein (Leibniz University Hannover) |
| 18. Mai 2021, 12:00 Uhr | Streaks in Daily Returns | Prof. Dr. Simon Rottke (University of Amsterdam) |
| 26. Januar 2021, 12:00 Uhr | A Comparison of Global Factor Models | Dr. Matthias Hanauer (Technische Universität München) |
| 27. Oktober 2020, 12:00 Uhr | Seeking Analyst Coverage: Steering User-Generated Content Using Monetary Incentives | David Jia-Hui Streich (LMU München) |