Themen und Kurzbeschreibungen der Doktorarbeiten unserer Mitarbeiter finden Sie in der nachfolgenden Übersicht. Falls Sie weitere Informationen wünschen, können Sie gerne Kontakt mit uns aufnehmen.
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. Beate Breuer (2009)Essays on Asset Allocation with Derivatives in Model Estimation (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. Peter Labus (2017)Matter Fields in Asymptotically Safe Quantum Field Theories of Gravity
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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. Claudia Zunft (2019)Essays on Risk Premiums in Currency and Equity Markets
Aktuell Laufende Dissertationen
Dynamics of functional cortical networks and their role in higher cognitive processes
Luis Severien Marcilla
Factor Investing in Fixed Income Instruments
Desislava Vladimirova
Cost-efficient Factor Investing in Emerging Market Equities
Kay Stankov