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 | 19 | 2016 |
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 | 18 | 2021 |
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 | 15 | 2023 |
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 | 15 | 2016 |
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 | 9 | 2024 |
Portfolio optimization for sustainable investments A Varmaz, C Fieberg, T Poddig Available at SSRN 3859616, 2022 | 9 | 2022 |
Machine learning in accounting research C Fieberg, M Hesse, T Loy, D Metko Diginomics research perspectives: The role of digitalization in business and …, 2022 | 9 | 2022 |
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 | 9 | 2015 |
Machine learning techniques for cross-sectional equity returns’ prediction C Fieberg, D Metko, T Poddig, T Loy OR Spectrum 45 (1), 289-323, 2023 | 8 | 2023 |
Nominal stock price investing U Hammerich, C Fieberg, T Poddig Available at SSRN 2845312, 2018 | 7 | 2018 |
Forecasting corporate defaults in the German stock market R Mertens, T Poddig, C Fieberg Available at SSRN 2833454, 2016 | 7 | 2016 |
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 | 7 | 2015 |
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 | 5 | 2016 |
The Economical and Econometrical Relevance of Value Relevance Studies C Fieberg Corporate Finance Biz 3 (4), 194, 2012 | 5 | 2012 |
Using GPT-4 for financial advice C Fieberg, L Hornuf, D Streich Available at SSRN 4488891, 2023 | 4 | 2023 |
Multi-agent-based VaR forecasting T Tubbenhauer, C Fieberg, T Poddig Journal of Economic Dynamics and Control 131, 104231, 2021 | 4 | 2021 |
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 | 4 | 2018 |
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 | 4 | 2016 |
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 | 3 | 2022 |
Computational Finance: Eine Matlab, Octave und Freemat basierte Einführung T Poddig, A Varmaz, C Fieberg BoD–Books on Demand, 2019 | 3 | 2019 |