News

BAI Research Award for “Tail Risk in Hedge Funds”

Stefan Ruenzi received the research prize of the German alternative investments foundation (Bundesverband Alternative Investments) for his paper “Tail Risk in Hedge Funds” (joint with Vikas Agarwal and Florian Weigert).

Paper accepted by Management Science

The paper “Sex Matters – Gender Bias in the Mutual Fund Industry” by Alexandra Niessen-Ruenzi and Stefan Ruenzi has been accepted for publication by Management Science.

Best Paper Award for “Financial Advice and Bank Profits” by Stefan Ruenzi

Stefan Ruenzi received the Engelbert Dockner Memorial Prize for the best paper presented at the 2017 WU Gutmann Center Symposium for the paper “Financial Advice and Bank Profits” (joint with Daniel Hoechle, Nic Schaub, and Markus Schmid).

Best Paper Award for „Surprise in Short Interest“ by P. Lesnevski and E. Smajlbegovic

For their paper „Surprise in Short Interest“ Pavel Lesnevski and Esad Smajlbegovic received the best paper in behavioral finance award at the European Joint Conference 2017 of Academy of Entrepreneurial Finance (Europe) and Academy of Behavioral Finance and Economics held in Stuttgart on 16–17 March ...

The introductory slides for the course FIN 580 – Derivatives I

The introductory slides for the course FIN 580 – Derivatives I are available at the course page.

Paper accepted by Journal of Financial Economics

The paper „Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings“ by Vikas Agarwal, Stefan Ruenzi, and Florian Weigert has been accepted for publication by the Journal of Financial Economics.

Paper conditionally accepted by Review of Finance

The paper „The Impact of Financial Advice on Trade Performance and Behavioral Biases“ by Stefan Ruenzi (joint with Daniel Hoechle, Nic Schaub, and Markus Schmid) has been conditionally accepted of publication by the Review of Finance.

Carina Leonhardt received award for her master thesis

We are glad to announce that one of our former students has been awarded by the „Stiftung Kommunikations- und Medienwissenschaften“. Carina Leonhardt won this prize for her master thesis „How Does the Media Report on Macroeconomic Announcements? An Empirical Analysis“.

Papers by Ruenzi and by Hillert and Ungeheuer at EFA Meetings

The papers „Financial Advice and Bank Profits“ (by Hoechle, Ruenzi, Schaub, and Schmid) and „Ninety Years of Media Coverage and the Cross-Section of Stock Returns“ (by Hillert and Ungeheuer) have been accepted for presentation at the European Finance Association Annual Meeting 2016 in Oslo. You can ...

City Wire reports on research by Ruenzi

City Wire covers the research paper „Sex Matters – Gender Bias in the Mutual Fund Industry“ (joint with Alexandra Niessen-Ruenzi) in an article from June 1, 2016. Read the full article here.