Institute for Finance - Department Financial Engineering and Derivatives
Prof. Uhrig-Homburg

Prof. Dr. Marliese Uhrig-Homburg

  • Blücherstr. 17

    76185 Karlsruhe

Research Focus

  • Capital Market Theory
  • Empirical capital market research
  • Risk Management
  • Corporate Financing

Selected Publications


Hitzemann, S.; Uhrig-Homburg, M. (2018). Equilibrium Price Dynamics of Emission Permits. Journal of financial and quantitative analysis, 53 (4), 1653–1678. doi:10.1017/S0022109018000297
Gehde-Trapp, M.; Schuster, P.; Uhrig-Homburg, M. (2018). The Term Structure of Bond Liquidity. Journal of financial and quantitative analysis, 53 (5), 2161–2197. doi:10.1017/S0022109018000364
Schestag, R.; Schuster, P.; Uhrig-Homburg, M. (2016). Measuring Liquidity in Bond Markets. The review of financial studies, 29 (5), 1170–1219. doi:10.1093/rfs/hhv132
Bühler, W.; Uhrig-Homburg, M.; Walter, U.; Weber, T. (1999). An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options. The journal of finance, 54, 269–305.
A complete list of publications can be found under Research in the Publications tab.