Institute of Finance and Commodity Markets – Institute of Finance and Commodity Markets

Team

Teaching

Research

Teaching

29th December 2023

Seminar Climate Risk in Finance & Insurance im Sommersemester 2024

The Institute of Finance and Commodity Markets and the Institute of Insurance Management are once again … The Institute of Finance and Commodity Markets and the Institute of …

2nd June 2023

Presentation of Bachelorthesis Topics

Dear students, On Thursday 29.06.2023, the bachelor thesis topics of our institute will be presented. The … Dear students, On Thursday 29.06.2023, the bachelor thesis topics of …

7th January 2023

New Seminar in the Summer Term: Climate Risks

The Institute of Finance and Commodity Markets and the Institute for Risk and Insurance are offering a … The Institute of Finance and Commodity Markets and the Institute for …

Research

20th December 2023

New paper in the Journal of Financial and Quantitative Analysis

The paper "Estimating Stock Market Betas via Machine Learning" from W. Drobetz, F. Hollstein, T. Otto and M. … The paper "Estimating Stock Market Betas via Machine Learning" from W. …

21st August 2023

New Paper in Quarterly Journal of Finance

The paper "How Robust are Empirical Factor Models to the Choice of Breakpoints?" from F. Hollstein, M. … The paper "How Robust are Empirical Factor Models to the Choice of …

30th January 2023

New Paper in Energy Economics

The paper "Convenience Yield Risk" from M. Prokopczuk, L. Symeonidis, C. Wese Simen & R. Wichmann was accepted … The paper "Convenience Yield Risk" from M. Prokopczuk, L. Symeonidis, …