Sebastian Bunnenberg

Prof. Dr. Sebastian BunnenbergFinance

Sprechstunde: by appointment

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Gebäude 5
Raum 211
Tel. +49 7121 271- 3138
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  • Programme Leader of BSc International Management Double Degree (IMX) Programme German-French
  • Finance, Banking, and Insurance
  • Econometrics
  • Investment Performance and Investment Behavior of Professionals and Consumers
  • Risk Management in Corporate and Retail Finance
  • Insurance Economics and Risk Transfer
  • 2001 – 2006: Studies in Business Administration at the Catholic University of Eichstätt-Ingolstadt, majors Banking & Finance, Statistics, and Psychology
  • 2006 – 2012: Research assistant and doctoral candidate a the Catholic University of Eichstätt-Ingolstadt and the University of Augsburg
  • 2013: Doctorate at the Catholic University of Eichstätt-Ingolstadt
  • 2012 – 2014: Assistant of the CFO at Talanx Deutschland, Köln
  • 2014 – 2017 : Junior Professor at Leibniz University Hannover
  • 2017 – 2018: Digitalization Officer at Reinsurance Settlement, HDI Global SE

The Sharpe Ratio’s Market Climate Bias – Theoretical and Empirical Evidence from US Equity Mutual Funds. Journal of Asset Management, 2012 (mit Hendrik Scholz und Marco Wilkens).


Bunnenberg, Sebastian; Rohleder, Martin; Scholz, Hendrik; Wilkens, Marco (2018): Jensen's alpha and the market-timing puzzle. In: Review of Financial Economics 58 (1), S. 1–22. DOI: 10.1002/rfe.1033

Krimm, Sebastian; Scholz, Hendrik & Wilkens, Marco (2012): The Sharpe ratio’s market climate bias – Theoretical and empirical evidence from US equity mutual funds. Journal of Asset Management, 13(4), 227–242.

Bunnenberg, Sebastian; Rohleder, Martin; Scholz, Hendrik & Wilkens, Marco (2019): Jensen’s alpha and the market-timing puzzle. Review of Financial Economics, 37(2), 234–255.