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

The mixed vs the integrated approach to factor investing

Type:
Bachelor Thesis Business Administration
Status:
in process
Tutor:

Abstract

  • Kenntnisse: Grundlagen der Statistik; Ökonometrie; Asset Pricing und Anomalien Forschung
  • Ziel: Es soll ausgehend von der Literatur zum Factor Investing (Anomalien) untersucht werden, ob ein gemischter Ansatz (separate Investition in einzelne Faktoren) oder ein integrierten Ansatz (abgestimmte Investition in mehrere Faktoren) besser in der Lage ist die Faktorprämien abzubilden.

Einführungsliteratur:

  • Fitzgibbons, Shaun; Friedman, Jacques; Pomorski, Lukasz; Serban, Laura (2017): Long-Only Style Investing: Don’t Just Mix, Integrate, in: The Journal of Investing 26 (4), S. 153–164. 
  • Clarke, Roger; Silva, Harindra de; Thorley, Steven (2016): Fundamentals of Efficient Factor Investing (corrected May 2017), in: Financial Analysts Journal 72 (6), S. 9–26.
  • Fama, Eugene F.; French, Kenneth R. (2015): Incremental variables and the investment opportunity set, in: Journal of Financial Economics 117 (3), S. 470–488.
  • Ghayur, Khalid; Heaney, Ronan; Platt, Stephen (2018): Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending, in: Financial Analysts Journal 74 (3), S. 70–85.
  • Leippold, Markus; Rueegg, Roger (2018): The mixed vs the integrated approach to style investing: Much ado about nothing?, in: European Financial Management 24 (5), S. 829–855.

Organization

Check out information regarding the organization & procedure of writing a thesis at our chair.

Organization & procedure

Academic writing

By clicking the button below you will be transferred to the moodle course "writing academic term papers/theses at the chair of finance".

Moodle course

Theses in process

Check out current theses in process.

Theses in process

Completed theses

Check out a list of all completed theses.

Completed theses