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...
The papers "Financial Advice and Bank Profits" (by Hoechle, Ruenzi, Schaub, and Schmid)...
We are glad to announce that one of our former students has been awarded by the "Stiftung...
City Wire covers the research paper "Sex Matters - Gender Bias in the Mutual Fund...
We are glad to announce that two of our former students have been awarded prizes by the DZ BANK...
Welcome to the Chair of International Finance
We offer courses at all levels (Bachelor, Master, MBA, PhD) and conduct research on various aspects of financial markets, with a focus on asset management & mutual funds, empirical asset pricing & liquidity, as well as media & advertising. For details, please see the specific pages on research or teaching.
Agarwal, V., Ruenzi, S., Weigert, F. (2016): Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings, Journal of Financial Economics (forthcoming).
Koch, A., Ruenzi, S., Starks, L. T. (2016): Commonality in Liquidity: A Demand-Side Explanation, Review of Financial Studies 29 (8), pp. 1943-1974.
Focke, F., Maug, E. G., Niessen-Ruenzi, A. (2016): The Impact of Firm Prestige on Executive Compensation, Journal of Financial Economics (forthcoming).
von Lilienfeld-Toal, U., Ruenzi, S. (2014): CEO Ownership, Stock Market Performance, and Managerial Discretion, in: Journal of Finance, Vol. 69, pp. 1013-1050.
Kempf, A., Ruenzi, S., Thiele, T. (2009): Employment Risk, Compensation Incentives, and Managerial Risk Taking: Evidence from the Mutual Fund Industry, in: Journal of Financial Economics, Vol. 92, pp. 92-108.
Department of International Finance
University of Mannheim
Tel. +49(0)621 181-1646