Benjamin Hübel
Dr. Benjamin Hübel
Research Areas
Empirical Asset Pricing, Sustainable Finance, Performance Analysis
Short CV
- June 2020: Dissertation „Empirical essays on sustainable investing in equity and credit markets“
- Oct 2016: Research assistant and doctoral candidate, Chair of Finance and Banking, University of Erlangen-Nürnberg
- 2014-2016: M.Sc. in Finance, Auditing, Controlling, Taxation (FACT), University of Erlangen-Nürnberg, thesis „Performance of Equity Funds: A Comparison of Performance Measures based on Returns and Portfolio Weights“
- 2015: Visiting student at Deakin University, Melbourne
- 2011-2014: B.A. in Business Administration, University of Erlangen-Nürnberg, thesis „Momentum Strategies for Multi-Asset Portfolios“
- 2013: Visiting student at California State University, San Marcos
- 2011-2014: Internships (among others: HypoVereinsbank – UniCredit Bank AG, HUK-COBURG Asset Management GmbH)
Miscellaneous
- FiVeG Award 2019 for the best junior presentation at the 10th CEQURA Conference on Financial and Insurance Risk Management
- Research grant by Institute for Quantitative Investment Research (Inquire) Europe, 2019
- Inquire Prize for best paper presentation, Inquire Autumn Seminar 2018 on „ESG and portfolio construction“
- Best doctoral student paper in investments, SWFA 2018 Annual Conference, Albuquerque
Publications
- ESG and corporate credit spreads
Journal of Risk Finance, Vol. 23 (2), 2022, 169-190. (with Florian Barth and Hendrik Scholz)
Abstract and download
Conference presentations:- 26th Annual Meeting of the German Finance Association, Poster Session, Essen, Germany, Sep 27-28, 2019
- 18th International Conference on Credit Risk Evaluation, Venice, Italy, Sep 26-27, 2019
- 10th CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich, Germany, Sep 23-24, 2019
- 2nd Annual Conference of the Global Research Alliance for Sustainable Finance and Investment (GRASFI), Ph.D. Workshop, University of Oxford, UK, Sep 03-05, 2019
- Summer School on Sustainable Finance, Joint Research Center of the European Commission, Ispra, Italy, July 01-03, 2019
- 36th Annual Conference of the French Finance Association, Ph.D. Workshop, Québec, Canada, June 17, 2019
- Research seminar, University of Groningen, Netherlands, March 20, 2019
- Do Markets Value ESG Risks in Sovereign Credit Curves?
The Quarterly Review of Economics and Finance, forthcoming.
Abstract and download
Conference presentations:- FMA European Conference 2021, Limassol, Cyprus, June 09 – 11, 2021
- Southern Finance Association 2020 Annual Meeting, Palm Springs, CA, November 18-21, 2020
- Currency Conversion of Fama/French Factors: How and Why
. (with Maximilian Glück and Hendrik Scholz)
Abstract and download
Conference presentations:- Southwestern Finance Association 2020 Annual Conference, San Antonio, TX, March 11-14, 2020
- Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings
Journal of Asset Management, Vol. 21(1), 2020, 52-69. (with Hendrik Scholz)
View online and download
Springer Nature Grand Challenges Blog
Conference presentations:- Inquire Europe Autumn Seminar, Budapest, Hungary, Sep 30-Oct 02, 2018
- International PhD Seminar in Banking and Finance, Hagen, Germany, July 05-07, 2018
- Conference on Financial Implications of Sustainability and Corporate Social Responsibility, Nice, France, June 22, 2018
- Green Summit 2018 University of Liechtenstein, Vaduz, Liechtenstein, June 12, 2018
- Southwestern Finance Association 2018 Annual Conference, Albuquerque, NM, March 07-10, 2018
- Research seminar, University of Augsburg, Germany, February 20, 2018
Working Papers
- Performance of S&P 500 ESG Indices: The Impact of Weighting Methodologies and ESG Ratings
Working Paper, Nürnberg 2021 (with Hendrik Scholz and Nicolas Webersinke)
Conference presentations:- Southwestern Finance Association 2020 Annual Conference, San Antonio, TX, March 11-14, 2020
- Annual Meeting of the Swiss Society for Financial Market Research, PhD Poster Session, Zurich, April 3, 2020
- ESG rating events and stock market reactions
Working Paper, Nürnberg 2021. (with Maximilian Glück and Hendrik Scholz)
Abstract and download
Accepted for presentation:- 28th Global Finance Conference [Virtual], May 27-29, 2021.
- 2021 Conference on Corporate Social Responsibility, University of Massachusetts Boston and EM Normandie Business School [Virtual], June 17-18, 2021, Nominated for Best Paper Award.
- 3rd Summer School on Sustainable Finance, Joint Research Center (JRC) of the European Commission [Virtual], July 06-08, 2021.
- GRASFI 2021 PhD Workshop, Bejing [Virtual], August 31, 2021.
- China Accounting and Finance Review (CAFR) 2021 Conference [Virtual], Hong Kong Polytechnic University, September 17-18, 2021.
- 2021 FMA Annual Meeting, Denver [Virtual], CO, October 20-22, 2021.
Reviewer for refereed journals
- Journal of Asset Management
- Journal of Corporate Finance
- Quarterly Review of Economics and Finance