Below you can find an overview of the subjects of our employees’ doctoral dissertations, including brief descriptions. If you would like to receive additional information, please contact us.
Abstracts of the dissertations
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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)Coreference Resolution for Measuring Sentiment in Financial News
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Dr Frederik Wisser (2023)News Sentiment
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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
Ongoing dissertations
Factor Investing in Fixed Income Instruments
Desislava Vladimirova
Essays in empirical Asset Pricing
Max Geilen