News

11.01.2018

Paper accepted by Economics Letters

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

15.09.2017

Paper now published in 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 now been published in the Journal of Financial Economics in Vol. 125, Issue 3, p....[more]

05.09.2017

BAI Research Award for “Financial Advice and Bank Profits”

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).[more]

30.08.2017

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.[more]

11.07.2017

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...[more]

27.03.2017

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)...[more]

31.08.2016

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.[more]

02.08.2016

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.[more]