Theses - Offered theses

The topics offered represent only a selection of the topics available. For capacity reasons, not all topics can be covered at the same time. Some topics can be worked on both as a Bachelor's and Master's thesis.

If special knowledge is required for the thesis, this does not necessarily have to be available in advance, but can also be acquired during the time of the thesis. However, this leads directly to a considerable increased workload.

Applications for a thesis in the winter term (summer term) can be submitted between 01.08 and 31.08 (01.03 and 31.03). The offered topics will be published or updated a few days before the start of the application phase.

Proposals for topics related to asset management will also be accepted (Supervisor: Schwarz).

Offered Theses

Original Title: Die Momentum-Anomalie auf dem deutschen Aktienmarkt

The momentum anomaly in the German stock market

  • Master Thesis Business Administration


  • Kenntnisse: Ökonometrie; gute Stata-Kenntnisse erforderlich (ggf. auch andere Datenanalysesoftware, aber dann kann keine Programmierhilfe geleistet werden).
  • Ziel: Durchführung einer empirischen Masterarbeit im Berech Asset Pricing / Behavioral Finance. Ein Basisdatensatz zum deutschen Aktienmarkt (tägliche Renditen und Handelsvolumina deutscher Aktien der letzten 30 Jahre) wird vom Betreuer zur Verfügung gestellt. Auf dieser Grundlage soll die sogenannte "Momentum-Anomalie" (siehe Einführungsliteratur) und eine "enhanced Momentum Strategie", die auf das 52-Wochen Hoch konditioniert, im deutschen Aktienmarkt getestet werden.


  • Jegadeesh, Narasimhan/Titman, Sheridan (1993): Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, in: The Journal of Finance 48 (1), S. 65–91.
  • Schiereck, Dirk; Bondt, Werner de; Weber, Martin (1999): Contrarian and Momentum Strategies in Germany, in: Financial Analysts Journal 55 (6), S. 104–116.
  • Rouwenhorst, K. Geert (1998): International Momentum Strategies, in: The Journal of Finance 53 (1), S. 267–284.
  • George, Thomas J./Hwang, Chuan-Yang (2004): The 52-Week High and Momentum Investing, in: The Journal of Finance 59 (5), S. 2145–2176.


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