Master Theses

General Information

  • Our Chair offers suggestions for potential topics for MSc Theses from the subject areas of Volatility and Beta Estimation, Dependence and Jumps, Econometrics and Forecasting, Empirical Asset Pricing, etc. (see Topics).
  • Students are free to suggest their own topics.
  • If you are interested in one of the topics or would like to suggest your own topic, please send an email to Prof. Dr. Fabian Hollstein. Please attach your CV, transcript of records, and bachelor degree to this email.
  • All MSc thesis will be supervised by Prof. Dr. Fabian Hollstein.
  • Guidelines for writing MSc Theses can be downloaded here.


  • An independent empirical of quantitative study forms the core of the work.
  • For topic selection, please hand in a preference list with at least 5 topics.
  • Scope: 50 pages (+/- 3 pages) with 6 months preparation time or 30 pages (+/- 2 pages) with 15 weeks preparation time.
  • Use of an appropriate statistical software (such as R, MATLAB, STATA, etc.) is recommended.
  • A mere literature review is not sufficient.
  • The Master Thesis must be written in English.
  • Regular meetings with your supervisor (Kick-off / structure / questions).
  • Further tips and formal requirements can be found in theguidelines.
  • A LaTeX-Template for writing the Thesis can be foundhere.


We offer a range of topics from different fields in financial econometrics and asset pricing. You are welcome to hand in your own proposal for a topic not listed here.

A list of potential topics for your Master Thesis can be found here.