News

The paper “Financial Advice and Bank Profits” by Stefan Ruenzi (with Daniel Hoechle, Nic Schaub, and Markus Schmid) has been accepted for publication by the Review of Financial Studies.

The paper “Momentum and Crash Sensitivity” by Stefan Ruenzi and Florian Weigert has been accepted for publication by Economics Letters.

The paper „Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings“ by Vikas Agarwal, Stefan Ruenzi, and Florian Weigert has now been published in the Journal of Financial Economics in Vol. 125, Issue 3, p. 610–636.

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).

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.

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).

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 are available at the course page.

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.

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.