forthcoming
Veith, S., & Fieberg, C.: On the market valuation of insurance accounting: An assessment of historical cost and fair value measurements, Journal of Risk and Insurance, forthcoming.
Fieberg, C., Osorio, C., Poddig, T., & Varmaz, A.: Enhancing Index-Tracking Performance: Leveraging Characteristic-Based Factor Models for Reduced Estimation Errors, European Journal of Operational Research, forthcoming.
Cakici, N., Fieberg, C., Neumaier, T., Poddig, T., & Zaremba, A.: The Devil in the Details: How Sensitive Are “Pockets of Predictability” to Methodological Choices?, Critical Finance Review, forthcoming.
Cakici, N., Fieberg, C., Neumaier, T., Poddig, T., & Zaremba, A.: Pockets of Predictability: A Replication, Journal of Finance, forthcoming.
Fieberg, C., Liedtke, G., Poddig, T., Walker, T., & Zaremba, A.: A Trend Factor for the Cross-Section of Cryptocurrency Returns, Journal of Financial and Quantitative Analysis, forthcoming. Data and Code.
2025
Cakici, N., Fieberg, C., Osorio, C., Poddig, T., & Zaremba, A. (2025): Picking Winners in Factorland: A Machine Learning Approach to Predicting Factor Returns, Journal of Portfolio Management, 51, 96 - 121.
Fieberg, C., Liedtke, G., & Poddig, T. (2025): Recurrent Double-Conditional Factor Model, OR Spectrum, 47, 205 - 254.
Fieberg, C., Liedtke, G., Zaremba, A., & Cakici, N. (2025): A Factor Model for the Cross-Section of Country Equity Risk Premia, Journal of Banking and Finance, 171, 107373.
Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2025): Factor Momentum Versus Price Momentum: Insights from International Markets, Journal of Banking and Finance, 170, 107332.
2024
Varmaz. A., Fieberg, C., & Poddig, T. (2024): Portfolio Optimization for Sustainable Investments, Annals of Operations Research, 341, 2024.
Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2024). Do Anomalies Really Predict Market Returns? New Data and New Evidence. Review of Finance, No. 1, 2024.
Fieberg, C., Liedtke, G., & Zaremba, A. (2024). Cryptocurrency Anomalies and Economic Constraints, International Review of Financial Analysis, 94, 103218.
Fieberg, C., Günther, S., Poddig, T., & Zaremba, A. (2024). Non-Standard Errors in the Cryptocurrency World, International Review of Financial Analysis, 92, 103106.
Fieberg, C., Metko, D., & Zaremba, A. (2024). Cross-Country Factor Momentum, Economics Letters, 235, 111552.
2023
Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2023). Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time. Journal of Financial Data Science, No. 4, 2023.
Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2023). Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets. Journal of Economic Dynamics and Control, 155, 104725.
Fieberg, C., Liedtke, G., Metko, D., & Zaremba, A. (2023). Cryptocurrency Factor Momentum. Quantitative Finance, No.12, 2023.
Kordsachia, O., Bassen, A., Fieberg, C., & Wolters, K. (2023). Market perceptions on the role of female leadership in adapting to climate change. Journal of Risk Finance, No. 4, 2023.
Fieberg, C., Metko, D., Poddig, T., & Loy, T. (2023). Machine learning techniques for cross-sectional equity returns' prediction. OR Spectrum, No. 1, 2023.
Günther, S., Fieberg, C., & Poddig, T. (2023). The Python package open-crypto: A cryptocurrency data collector. Journal of Data Science, No. 1, 2023.
Bassen, A., Fieberg, C., Kordsachia, O., Lopatta, K., & Nendza, B. (2023). Index Construction for Sustainable Development Investing. Journal of Sustainable Finance & Investment, No. 1, 2023.
2022
Osorio, C., Poddig, T., Fieberg, C., Olschewsky, M., & Falge, M. (2022). Market timing in parametric portfolio policies. International Journal of Theoretical and Applied Finance, No. 4/5, 2022.
Pakhchanyan, S., Fieberg, C., Metko, D., & Kaspereit, T. (2022). Machine learning for categorization of operational risk events using textual description. Journal of Operational Risk, No. 4, 2022.
Fieberg, C., Hesse, M., Loy, T., & Metko, D. (2022). Machine learning in accounting research, in: Lars Hornuf (Ed.): Diginomics Research Perspectives: The Role of Digitalization in Business and Society, Cham: Springer International Publishing.
2021
Bassen, A., Lopatta, K., Kordsachia, O., & Fieberg, C., (2021). Sustainable Development Investing: Entwicklung skalierbarer Aktienindizes. Absolut|report, No. 6, 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.
Fieberg, C., Lopatta, K., Tammen, T., & Tideman, S. A. (2021). Political affinity and investors' response to the acquisition premium in cross‐border M&A transactions - A moderation analysis. Strategic Management Journal, 42, 2477-2492.
Tubbenhauer, T., Fieberg, C., & Poddig, T. (2021). Multi-agent-based VaR forecasting. Journal of Economic Dynamics and Control, 131, 104231.
Köhne, J., Olschewsky, M., Poddig, T., Fieberg, C., & Osorio, C. (2021). Portfoliooptimierung mit effizienter Variablenselektion für ein optimales Faktormodell. Absolut|report, No. 4, 2021.
2020
Varmaz, A., Poddig, T., Fieberg, C., & Abdel-Karim, B. (2020). MATLAB für Studierende und Professionals der Sozial-und Wirtschaftswissenschaften. BoD–Books on Demand.
Guenther, S., Fieberg, C., & Poddig, T. (2020). The Cross-Section of Cryptocurrency Risk and Return. Quarterly Journal of Economic Research, No. 4, 2020.
2019
Fieberg, C., Varmaz, A., & Poddig, T. (2019). Risk models vs characteristic models from an investor’s perspective. Journal of Risk Finance, No. 2, 2019.
2018
Fieberg, C. (2018). Optimierungsverfahren im Portfoliomanagement: Anlageklassen mittels Schwarmintelligenz gewichten. private banking magazin, Online, 2018.
Canitz, F., Fieberg, C., Lopatta, K., Poddig, T., & Walker, T. (2018). Revisiting the (Mis)pricing of the Accrual Anomaly. Journal of Risk Finance, No. 3, 2018.
Mertens, R., Poddig, T., & Fieberg, C. (2018). Forecasting Corporate Defaults in the German Stock Market. Journal of Risk, No. 6, 2018.
2017
Canitz, F., Ballis-Papanastasiou, P., Fieberg, C., Lopatta, K., Varmaz, A., & Walker, T. (2017). Estimates and Inferences in Accounting Panel Data Sets: Comparing Approaches. Journal of Risk Finance, No. 3, 2017.
2016
Lopatta, K., Canitz, F., & Fieberg, C. (2016). In There a Priced Risk Factor Associated With Conservatism?. Journal of Risk Finance, No. 5, 2016.
Fieberg, C., Poddig, T., & Varmaz, A. (2016). An Investor's Perspective On Risk-Models and Characteristic-Models. Journal of Risk Finance, No. 3, 2016.
Fieberg, C., Varmaz, A., & Poddig, T. (2016). Covariances vs. Characteristics: What Does Explain the Cross-Section of the German Stock Market Returns? Business Research, No. 1, 2016.
Berger, T., & Fieberg, C. (2016). On Portfolio Optimization: Forecasting Asset Covariances and Variances Based On Multi-Scale Risk Models. Journal of Risk Finance, No. 3, 2016.
Baitinger, E., Fieberg, C., & Poddig, T. (2016). Relative Performance Persistence of Financial Forecasting Models and Its Economic Implications. Journal of Risk, No. 6, 2016.
Fieberg, C., Mertens, R., & Poddig, T. (2016). The Relevance of Credit Ratings over the Business Cycle. Journal of Risk Finance, No. 2, 2016.
2015
Baitinger, E., Fieberg, C., Poddig, T., & Varmaz, A. (2015). Liquidity-Driven Approach to Dynamic Asset Allocation: Evidence from the German Stock Market. 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. Journal of Risk Finance, No. 5, 2015.
Poddig, T., Varmaz, A., & Fieberg, C. (2015). Computational Finance: Eine Matlab, Octave und Freemat basierte Einführung. BoD–Books on Demand.
Schäfer, N., Uschakow, S., Fieberg, C., & Poddig, T. (2015). Die Kerndichteschätzung - Ein Vergleich mit der Normalverteilungsannahme bei der Bestimmung von VaR- und CVaR. 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. Journal of Risk Finance, No. 3, 2015.
2014
Hussmann, H., & Fieberg, C. (2014). 10 Jahre Directors' Dealings in Deutschland - Gesetzliche Regelungen, empirische Entwicklung und Forschungsstand. Die Unternehmung - Swiss Journal of Business Research and Practice, No. 1, 2014
2013
Varmaz, A., Fieberg, C., & Varwig, A. (2013). RMatlab-app2web: Web Deployment of R/MATLAB Applications. Journal of Statistical Software, 54, 1-11.
2012
Poddig, T., Fieberg, C., Frädrich, C., Grigat, E., & Moys, G. (2012). Eine empirische Analyse zum Informationsgehalt von Ratingänderungen für die Aktienkursrenditen von Banken. 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). Corporate Finance biz, No. 8, 2012.
Fieberg, C. (2012). The Economical and Econometrical Relevance of Value Relevance Studies. Corporate Finance biz, No. 4, 2012.
Fieberg, C., Varmaz, A., & Poddig, T. (2012). Fallstudie Bewertung von amerikanischen Optionen. Wirtschaftswissenschaftliches Studium, No. 5, 2012.
Varmaz, A., & Fieberg, C. (2012). Vorschlag eines Bewertungskonzepts von Zertifikaten. Kredit und Kapital - Credit and Capital Markets, No. 2, 2012.
2011
Poddig, T., Fieberg, C., & Varmaz, A. (2011). Webapplikation der Universität Bremen - Produktüberblick mit dem Derivate-Rechner. Betriebswirtschaftliche Blätter, No. 5, 2011.
Varmaz, A., & Fieberg, C. (2011). Valuation of Structured Products of European and American Style. Corporate Finance biz, No. 3, 2011.
2010
Varmaz, A., Fieberg, C., & Poddig, T. (2010). Zertifikatebewertung auf Grundlage der Monte Carlo Verfahren. 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. Die Bank - Zeitschrift für Bankpolitik und Praxis, No. 7, 2010.