Person ::

Mählmann, Prof. Dr. Thomas

2024

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  Geburtig, Ingo ; Mählmann, Thomas ; Liebscher, Roberto:
  Dual holdings and shareholder–creditor agency conflicts : evidence from the syndicated loan market.
  In: Journal of business finance & accounting : JBFA. (8. April 2024). - 39 S.
  ISSN 0306-686x ; 1468-5957
  10.1111/jbfa.12805
  (Peer-Review-Journal)

2022

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  Mählmann, Thomas ; Sukonnik, Galina:
  Investing with Style in Liquid Private Debt.
  In: Financial analysts journal : FAJ / CFA Institute. 78 (2022) 3. - S. 94-114.
  ISSN 1938-3312 ; 0015-198x
  10.1080/0015198X.2022.2085017
  (Peer-Review-Journal)
• 

  Mählmann, Thomas:
  Negative externalities of mutual fund instability: Evidence from leveraged loan funds.
  In: Journal of banking & finance. 134 (2022): 106328.
  ISSN 0378-4266 ; 1872-6372
  10.1016/j.jbankfin.2021.106328
  (Peer-Review-Journal)
• 

  Mählmann, Thomas:
  Factor-Based Private Debt Investing at the Industry and Country Level.
  In: The journal of fixed income. 32 (2022) 1. - S. 125-143.
  ISSN 1059-8596 ; 2168-8648
  10.3905/jfi.2022.1.138
  (Peer-Review-Journal)

2021

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  Keßler, Andreas ; Mählmann, Thomas:
  Trading costs of private debt.
  In: Journal of financial markets. 59 (2021): 100644.
  ISSN 1386-4181
  10.1016/j.finmar.2021.100644
  (Peer-Review-Journal)

2016

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  Dilly, Mark ; Mählmann, Thomas:
  Is there a "boom bias" in agency ratings?
  In: Review of finance : journal of the European Finance Association. 20 (Mai 2016) 3. - S. 979-1011.
  ISSN 1572-3097
  (Peer-Review-Journal)
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  Liebscher, Roberto ; Mählmann, Thomas:
  Are Professional Investment Managers Skilled? : Evidence from Syndicated Loan Portfolios.
  In: Management science. 63 (2016) 6. - S. 1657-2048.
  ISSN 0025-1909 ; 1526-5501
  10.1287/mnsc.2015.2412
  (Peer-Review-Journal)
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  Mählmann, Thomas:
  Market share and risk taking : The role of asset managers in the collapse of the arbitrage CDO market.
  In: Review of quantitative finance and accounting. 47 (2016). - S. 273-303.
  ISSN 1573-7179
  (Peer-Review-Journal)

2013

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  Mählmann, Thomas:
  Hegde funds, CDOs and the financial crisis: An empirical investigation of the "Magnetar trade".
  In: Journal of banking & finance. 37 (2013) 2. - S. 537-548.
  ISSN 0378-4266
  (Peer-Review-Journal)

2012

• Mählmann, Thomas:
  Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs.
  In: Journal of banking & finance. 36 (2012) 5. - S. 1478-1491.
  ISSN 0378-4266
  (Peer-Review-Journal)

2011

• Mählmann, Thomas:
  Is there a relationship benefit in credit ratings?
  In: Review of finance : journal of the European Finance Association. 15 (2011) 3. - S. 475-510.
  ISSN 1572-3097
  (Peer-Review-Journal)

2010

• Mählmann, Thomas:
  Kreditverbriefungen und die Subprime-Krise: Der Zusammenbruch des Marktes für ABS-CDOs = Securitizations and the subprime crisis: The collapse of the market for ABS-CDOs.
  In: Die Betriebswirtschaft. 70 (2010) 5. - S. 405-423.
  ISSN 0342-7064
  (Peer-Review-Journal)
• Dilly, Mark ; Mählmann, Thomas:
  Ableitung markt-implizierter Ratings aus Credit Default Swap-Spreads.
  In: Zeitschrift für Bankrecht und Bankwirtschaft. (2010) 6. - S. 487-507.
  ISSN 0936-2800
• Mählmann, Thomas:
  On the correlation between fraud and default risk.
  In: Zeitschrift für Betriebswirtschaft. 80 (2010) 12. - S. 1325-1352.
  ISSN 0044-2372
  (Peer-Review-Journal)

2009

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  Hartmann-Wendels, Thomas ; Mählmann, Thomas ; Versen, Tobias:
  Determinants of bank's risk exposure to new account fraud - Evidence from Germany.
  In: Journal of banking & finance. 33 (2009) 2. - S. 347-357.
  ISSN 0378-4266
  (Peer-Review-Journal)
• Mählmann, Thomas:
  Multiple credit ratings, cost of debt and self-selection.
  In: Journal of business finance & accounting : JBFA. 36 (2009) 9/10. - S. 1228-1251.
  ISSN 0306-686x
  (Peer-Review-Journal)

2008

• Mählmann, Thomas:
  Rating agencies and the role of rating publication rights.
  In: Journal of banking & finance. 32 (2008) 11. - S. 2412-2422.
  ISSN 0378-4266
  (Peer-Review-Journal)

2006

• Mählmann, Thomas:
  Estimation of rating class transition probabilities with incomplete data.
  In: Journal of banking & finance. 30 (2006) 11. - S. 3235-3256.
  ISSN 0378-4266
  (Peer-Review-Journal)

2005

• Mählmann, Thomas:
  Biases in estimating bank loan default probabilities.
  In: Journal of risk. 7 (2005) 4. - S. 75-102.
  ISSN 1465-1211
  (Peer-Review-Journal)
• Hartmann-Wendels, Thomas ; Lieberoth-Leden, Axel ; Mählmann, Thomas ; Zunder, Ingo:
  Entwicklung eines Ratingsystems für mittelständische Unternehmen und dessen Einsatz in der Praxis.
  In: Neupel, Joachim (Hrsg.): Aktuelle Entwicklungen im Bankcontrolling: Rating, Gesamtbanksteuerung und Basel II. - Düsseldorf ; Frankfurt a.M. : Verlagsgruppe Handelsblatt, 2005. - S. 1-29. - (Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung / Sonderheft ; 52)
  ISBN 3-7754-0207-1
  (Begutachteter Beitrag / peer-reviewed paper)