- BSc.: Corporate Finance
- MSc.: Theory of Finance and Derivatives
- MSc.: Asset Management
PhD in Finance
- I accept new PhD students in Finance, preferably full-time students with an interest in one of my areas of research. Candidates are invited to send me a research proposal and a CV before officially applying to the MPhil/PhD programme in Economics and Finance.
- Empirical Finance: Empirical Asset Pricing, Implied Cost of Capital, Equity Duration, Firm Profitability
- Decision Theory: Choice, Learning, and Decision Making under Ambiguity
- Measuring Ambiguity Preferences (joint work with Elisa Cavatorta)
- Industry effects in firm and segment profitability forecasting (joint work with Andrew Yim)
- A New Measure of Equity and Cash Flow Duration: The Duration-based Explanation of the Value Premium Revisited, 2015 (joint work with Florian Esterer) Journal of Money, Credit, and Banking, forthcoming.
- Implied Cost of Capital Investment Strategies - Evidence from International Stock Markets, 2014 (joint work with Florian Esterer) Annals of Finance, 10(2), 17-195.
- Asset allocation in private wealth management: theory versus practice, 2013, Journal of Asset Management 14(3), 162-181.
- Investment under Ambiguity with the Best and Worst in Mind, 2011, Mathematics and Financial Economics 4(2), 107-133.
- Passive Investing before and after the Crisis: Investors' Views on Exchange-Traded Funds and Competing Index Products, 2011 (joint work with Felix Goltz), Bankers, Markets & Investors 110, 5-20.
- Hedge Fund Transparency: Where do we stand? 2010 (joint work with Felix Goltz), Journal of Alternative Investments 12(4), 20-35.
- Private Bankers on Private Banking: Financial Risks and Asset Liability Management, 2009 (joint work with Noel Amenc and Felix Goltz), Journal of Wealth Management 12(3), 39-50.
- The Implied Equity Risk Premium - an Evaluation of Empirical Methods, 2007, Kredit und Capital 40(4), 583-613.
- Hedge Fund Reporting (2012), in: Research Handbook on Hedge Funds, Private Equity and Alternative Investments, Edward Elgar Publishing (joint work with Felix Goltz).