CV
Employment and Affiliations
- 09/2022 - Present: IWH - Leibniz Institute for Economic Research, Halle, Germany. Head of research group: “Data Science in Financial Economics”
- 11/2022 - Present: Martin Luther University Halle-Wittenberg, Germany. Assistant Professor for Financial Economics
- 02/2015 - Present: Frankfurt School of Finance & Management, Germany. Lecturer (part-time): Financial Economics
- 12/2020 - Present: Hiveanalytica GmbH, Germany. Co-Founder
- 02/2019 - 11/2022: Axiomatec AG, Liechtenstein. Co-Founder
- 11/2015 - 11/2018: Goethe University Frankfurt, Germany. Research assistant
Education
- 01/2018 - 05/2018: Columbia University, New York City, USA. Visiting Scholar: Decision, Risk and Operations division
- 11/2014 - 04/2019: Goethe University Frankfurt, Germany. Ph.D. (Dr. rer. pol.), summa cum laude
- 03/2013 - 08/2014: Frankfurt School of Finance & Management, Germany. Master of Finance (M.Sc.), Capital Markets concentration
- 01/2011 - 08/2011: University of California Santa Barbara, USA. Two semesters abroad
- 09/2009 - 03/2013: Frankfurt School of Finance & Management, Germany. International Business Administration (B.Sc.)
Publications
- The Price of Beauty: Biodiversity Effects on Residential Housing Markets Permalink
Michael Koetter, Birte Winter, and Fabian Woebbeking (2025). "The Price of Beauty: Biodiversity Effects on Residential Housing Markets." IWH Discussion Papers, No. 21. DOI: 10.18717/dpb9v0-zk76. - The Limits of Local Laws in Global Supply Chains: Extending Governance or Cutting Ties? Permalink
Michael Koetter, Melina Ludolph, Hendrik Keilbach, and Fabian Woebbeking (2025). "The Limits of Local Laws in Global Supply Chains: Extending Governance or Cutting Ties?" IWH Discussion Papers, No. 14. DOI: 10.18717/dph80a-7k35. - Information Flow and Market Efficiency - The Economic Impact of Precise Language Permalink
Andreas Barth, Sasan Mansouri, and Fabian Woebbeking (2025). "Information Flow and Market Efficiency - The Economic Impact of Precise Language." IWH Discussion Papers, No. 13. DOI: 10.18717/dpds-2j29. - Contractionary Macroprudential Policy, Collateral Valuation, and Risk-shifting in EU Banking Permalink
Michael Koetter, Felix Noth, and Fabian Woebbeking (2025). "Contractionary Macroprudential Policy, Collateral Valuation, and Risk-shifting in EU Banking." IWH Discussion Papers, No. 4. DOI: 10.18717/dp8vbg-3v09. - “Let Me Get Back to You” — A Machine Learning Approach to Measuring NonAnswers Permalink
Andreas Barth, Sasan Mansouri, and Fabian Woebbeking (2023). "Let Me Get Back to You" — A Machine Learning Approach to Measuring NonAnswers. Management Science, 69(10). - Correlation Scenarios and Correlation Stress Testing Permalink
Natalie Packham and Fabian Woebbeking (2023). "Correlation Scenarios and Correlation Stress Testing." Journal of Economic Behavior and Organization, 205 (January). - Cryptocurrency Volatility Markets Permalink
Fabian Woebbeking (2021). "Cryptocurrency Volatility Markets." Digital Finance, 3(3). - A Factor-model Approach for Correlation Scenarios and Correlation Stress Testing Permalink
Natalie Packham and Fabian Woebbeking (2019). "A Factor-model Approach for Correlation Scenarios and Correlation Stress Testing." Journal of Banking and Finance, 101 (April). DOI: 10.1016/j.jbankfin.2019.01.020. - Tail-risk Protection Trading Strategies Permalink
Natalie Packham, Jochen Papenbrock, Peter Schwendner, and Fabian Woebbeking (2017). "Tail-risk Protection Trading Strategies." Quantitative Finance, 17(5). DOI: 10.1080/14697688.2016.1249512.
Selected Grants and Awards
- Frankfurt Institute for Risk Management and Regulation (EUR 86,000), 2022
- Goethe University, Sturm & Drang Prize (co-author), 2022
- Best Paper Award, Lazaridis Institute and the CAAA Annual Conference, 2021
- Best Paper Award, 82nd VHB Annual Meeting, 2020
Teaching and Seminars
- Financial Data Analytics in Python Permalink
- Derivatives Permalink
- Econometrics - Machine Learning (IWH-DPE, Ph.D.)
- Seminar: Applied Econometrics (Martin Luther University, B.Sc.)
- Financial Institutions and Risk Management (Goethe Business School)
- Derivative Analytics (Vietnamese German University, M.Sc.)
- Risk Management (Frankfurt School / VDT)
- Spezielle Fragen der Unternehmensfinanzierung (Frankfurt School, LL.M.)
- Finance I (Frankfurt School, B.Sc.)
- Finance II (Frankfurt School, B.Sc.)
- Financial Markets Certification (LFMA/AEFMA)
- Finance Bootcamp (Frankfurt School, MBA)
- Seminar: Analyse komplexer Produkte (Commerzbank)
Service
- Since 2021: Management board member at “Wohltätigkeitsanstalt zur Einigkeit”, a charitable foundation that distributes need-based scholarships to support access to higher education for young adults.