News

The Chair of Quantitative Methods in Economics and Finance offers new courses for the Bachlor and Master programs for students of economics for the summersemester 2022.

In addition we offer various topics for BSc- and MSc Theses from the subject areas of Volatility and Beta Estimation, Dependence and Jumps, Econometrics and Forecasting, Empirical Asset Pricing, etc.

Moreover Ph.D. students can attend a seminar "Quantitative Methods" with topics from the subject area of Financial Econometrics.

The Working Paper "How Robust are Empirical Factor Models to the Choice of Breakpoints?" authored by Fabian Hollstein (joint with M. Prokopczuk and V. Voigts of Leibniz University Hannover) has been accepted for publication by the Quarterly Journal of Finance. In addition, the Working Paper"Probability Distortions, Collectivism, and International Stock Prices" authored by Fabian Hollstein (joint with V. Sejdiu of Leibniz University Hannover) has also been accepted for publication by the Journal…

Fabian Hollstein and Chardin Wese Simen (from the University of Liverpool) have received the Best Paper Award for Derivatives Markes at the Spanish Finance Forum in Malaga.

Prof. Dr. Fabian Hollstein has been ranked on 28th place among the best business economist researchers under the age of 40 and on 51th place among the best business economist researchers of all age groups in the years 2018 to 2022 in German-speaking countries in the new ranking of the magazine WirtschaftsWoche from 16.12.2022 .

The Working Paper "The World of Anomalies: Smaller Than We Think?" authored by Fabian Hollstein has been accepted for publication by the Journal of International Money and Finance.

The Working Paper "Testing Factor Models in the Cross-Section" authored by Fabian Hollstein (together with Marcel Prokopczuk from Leibniz University Hannover) has been accepted for publication by the Journal of Banking and Finance.

The working paper "How Do Corporate Bond Investors Measure Performance? Evidence from Mutual Fund Flows" authored by Fabian Hollstein (together with Thuy Duong Dang and Marcel Prokopczuk from Leibniz University Hannover) has been accepted for publication by the Journal of Banking and Finance.