Theses

We offer topics for Bachelor's and Master's theses in the following areas:

  • Asset Pricing
  • Asset Allocation
  • Digital Finance

For each candidate, we seek to identify an individual thesis topic that aligns with the candidate's interests. From time to time, specific topic proposals may also be published here, for which candidates may apply. At present, no such topic proposals are available.

We provide supervision and guidance to our candidates throughout the thesis period and support them in developing academic research skills. This support is delivered through participation in structured training sessions. By accepting a supervision offer, candidates commit to participating in these training sessions.

Details regarding the application process and the overall procedure can be found here.

Guidelines on formatting and citation standards can be found here.

 

Examplary topics

Please find below selected theses supervised in the past. Topics can be worked on in German or English language. 

 

Bachelor Theses Master's Theses
  • Social Trading - Prognostizieren Tweets Aktienrenditen?
  • Der GameStop Short Squeeze
  • On the Replicability of Capital Market Anomalies
  • Absolute Strength Momentum Strategies
  • Hedging Climate Change News
  • Does Academic Research Destroy Stock Return Predictability?
  • Stock Mispricing and Predictability using Deep Neural Networks
  • Defensive Momentum Strategies
  • Estimation of the Intertemporal Consumption Elasticity from Analysts’ Forecasts
  • Patterns in Daily Stock Returns
  • The Relation between Past and Future Returns: A Machine Learning Approach
  • The Q-factor Model and the Cross-section of Expected Returns
  • The Impact of Wage Rigidity on the Value Premium
  • Conditional Biases in Analysts' Earning Expectations
  • How Have US Corporates Created Shareholder Value?
  • Unspanned Stochastic Volatility in Commodity Markets
  • Consumption-based Cross-sectional Asset Pricing
  • Asset Pricing under Parameter Uncertainty
  • Variance Risk Premia in Fixed Income Markets
  • Can Retail Investors Profit From Stock Market Anomalies?