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Institut für Banken und Finanzierung
Logo Leibniz Universität Hannover
Institut für Banken und Finanzierung
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Juniorprofessor Prof. Dr. Sebastian Bunnenberg

Juniorprofessur für Finanzwirtschaftliches Risikomanagement

Institut für Banken und Finanzierung
Leibniz Universität Hannover
Königsworther Platz 1
30167 Hannover

Phone: +49 511 762 5621
Fax: +49 511 762 4670

Mail: sebastian.bunnenbergfinance.uni-hannover.de
Web: my SSRN page my LinkedIn profile

Office: Room I-153, building 1501, Conti Campus

Consultation hours

On appointment only, please feel free to contact me in order to make an arrangement. 

Research

Main research areas 

  • Fund performance analysis
  • Empirical law studies
  • Applied capital market theory
  • Empirical finance 

Refereed publications 

The Sharpe Ratio's Market Climate Bias - Theoretical and Empirical Evidence from US Equity Mutual Funds.
Journal of Asset Management (2012) 13: 227–242.
Published under birth name Sebastian Krimm, with Hendrik Scholz and Marco Wilkens.
Abstract and Download 

Working papers 

Note: Personal conference attendances are set in italics.

Jensen’s Alpha and the Market Timing Puzzle.
Former title: Selection, Timing and Total Performance of Equity Funds: Wasting Time Measuring Timing.
Working Paper (2016).
With Hendrik Scholz and Marco Wilkens, currently resubmitted and under revision.
Abstract and Download
Presented at: 

  • 12th Symposium on Finance, Banking, and Insurance, Karlsruhe, December 15-16, 2011. 
  • Quantitative Methods in Finance 2011 Conference, Sydney, December 14-17, 2011.
  • 1st European Retail Investment Conference, Stuttgart, February 23-25, 2011.
  • Southern Finance Association Annual Meeting 2009, Captiva Island, November 18-21, 2009.
  • Financial Management Association Annual Meeting 2009, Reno, October 21-24, 2009.
  • European Financial Management Association Annual Meeting 2009, Milan, June 24-27, 2009.
  • 71st Annual Conference of the German Academic Association of Business Research (VHB), Nürnberg, June 3-6, 2009.
  • 2009 FMA European Conference, Turin, June 3-5, 2009.
  • 45th Eastern Finance Association Annual Meeting, Washington, April 29-May 2, 2009.
  • 12th Conference of the Swiss Society for Financial Market Research, Geneva, Switzerland, April 3, 2009.
  • 48th Southwestern Finance Association Annual Meeting, Oklahoma City, February 24-28, 2009.
  • 21st Australasian Finance and Banking Conference, Sydney, December 16-18, 2008.

Size and Power of Difference-in-Differences Studies in Financial Economics: An Approximate Permutation Test. 
Working Paper (2017).
With Steffen Meyer.
Abstract and Download
Presented at: 

  • 2017 American Economic Association Annual Meeting, Chicago, January 6-8, 2017.

Editorial activities and memberships

  • Referee for The Quarterly Review of Economics (rated B according to VHB 2.1) and Emerging Markets Finance and Trade.
  • Member of the Deutsche Gesellschaft für Finanzwirtschaft (DGF, German Finance Association), the Deutsche Gesellschaft Juniorprofessur (DGJ, German Association of Assistant Professors), the Hannover Center of Finance (HCF) and the Verband der Hochschullehrer für Betriebswirtschaft (VHB, German Academic Association for Business Research).

Lecturing

Courses 

  • Lectured and tutored BSc-course in finance covering DCF methods, statistical basics in finance, portfolio theory and CAPM.
  • Developed, lectured and tutored BSc-course in empirical finance covering advanced topics of linear regression and their application in STATA. Student evaluations among the top 5 of the faculty in sumer term 2016.
  • Developed, lectured and tutored MSc-course in risk management, covering risk management of fixed-income portfolios, advanced procedures of VaR-estimation and risk management of financial institutions.

Seminar and graduation theses 

  • Supervised 20+ seminar papers and 10+ bachelor and master theses covering empirical capital market research. 

 Vita

  • Since August 2014: Assistant professor of financial risk management at Leibniz University Hannover
  • 2012 - 2014: Assistant of CFO at Talanx Deutschland, Köln
  • 2013: Doctorate in business administration (Dr. rer. pol.) with a dissertation on fund performance analysis
  • 2006 - 2012: Research assistant and doctoral candidate in finance at Catholic University of Eichstätt-Ingolstadt and University of Augburg
  • 2001 - 2006: Studies of Business Administration at Catholic University of Eichstätt-Ingolstadt with majors in finance, statistics and psychology
  • Born on December 28, 1981, in Darmstadt, Germany