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Abstracts – abgeschlossene Dissertationen
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Dr. Theofanis Archontakis (2007)Essays on term structure modeling: estimation, nonlinearities, and immunization (PDF)
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Dr. Markus Ebner (2008)Time varying factor models for equity portfolio management (PDF)
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Dr. Jieyan Fang (2012)An Analysis of the Mutual Fund Industry: Mutual Fund Investors, Mutual Fund Managers and Mutual Fund Companies (PDF)
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Dr. Volker Flögel (2006)The Microstructure of European Bond Markets; Organization, Price Formation, and Cost of Liquidity (PDF)
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Dr. Gunther Hahn (2007)Bewertung von Performanceanalysen (PDF)
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Dr. Harald Henke (2005)Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange (PDF)
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Dr. Lisa Herr (2015)Modeling of time-dose-LET effects in the cellular response to radiation
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Dr. Laura Jehl (2018)Document Meta-Information as Weak Supervision for Machine Translation
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Dr. Oliver Murschall (2007)Behavioral Finance als Ansatz zur Erklärung von Aktienrenditen – Eine empirische Analyse des Deutschen Aktienmarktes (PDF)
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Dr. Lars Rickenberg (2020)Tail risk managed investment strategies
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Dr. Maximilian Stroh (2012)On continous time trading of a small investor in a limit order market
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Dr. Philipp Weber (2007)Response functions, trading strategies, and random matrices: Analysis of large fluctuations and correlations in stock price diffusion
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Dr. Frederik Wisser (2023)News Sentiment
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Dr. Frederik Wisser (2023)Coreference Resolution for Measuring Sentiment in Financial News
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Dr. Frederik Wisser (2023)Putting Credit Factor Investing into Practice
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Dr. Claudia Zunft (2019)Essays on Risk Premiums in Currency and Equity Markets
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Dr. Desislava Vladimirova (2024)Factor Investing in Fixed-Income Instruments
Aktuell Laufende Dissertationen
Factor Investing in Fixed Income Instruments
Desislava Vladimirova
Essays in empirical Asset Pricing
Max Geilen