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Welcome to the CFR!

The Centre for Financial Research (CFR) is a research institute at the University of Cologne and conducts independent, cutting-edge research of practical relevance in the area of financial markets. We offer talented students and graduates the opportunity to participate in our research, so that, given adequate abilities and interests, their way into international research may become easier. As a competence centre for finance, the CFR is finding resonance in academia and practitioners. We invite you to be part of the process!

 

News

Review of Financial StudiesThe CFR Working Paper No. 21-08 "Option Return Predictability with Machine Learning and Big Data" by Turan G. Bali, Heiner Beckmeyer, Mathis Moerke and Florian Weigert has been accepted for publication in The Review of Financial Studies.
Financial-Analysts-JournalThe CFR Working Paper No. 13-10 "Managerial Multitasking in the Mutual Fund Industry" by Vikas Agarwal, Linlin Ma and Kevin Mullally has been accepted for publication in the Financial Analysts Journal.
Logo DeutschlandstipendiumThe Centre for Financial Research financially supports five students in the field of finance at the University of Cologne as part of the "Deutschlandstipendium" --> Certificate.
We are proud to welcome Paula Kirsch and Andre Vieren at the CFR. Paula Kirsch and Andre Vieren are research assistants and PhD students at the Department of Finance at the University of Cologne.
Journal-of-Empirical-FinanceThe CFR Working Paper No. 19-06 "Small Is Beautiful? How the Introduction of Mini Futures Contracts Affects the Regular Contract" by Stefan Greppmair and Erik Theissen has been accepted for publication in Journal of Empirical Finance.
We are proud to welcome Yannick Voshardt at the CFR. Yannick Voshardt is research assistant and PhD student at the Department of Finance at the University of Cologne.




Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
Albertus-Magnus-Platz
50923 Köln
puetz@cfr-cologne.de

Data and Programs on "Open Source Cross Sectional Asset Pricing"

In CFR Working Paper 20-04, Prof. Tom Zimmermann and Prof. Andrew Y. Chen compile an extensive data set to reproduce 315 cross-sectional stock return predictors. The data set and the associated programs can be downloaded here: https://www.openassetpricing.com/

Sponsors      

Sponsors CFR Assistant Professorship Sustainable Finance

We would especially like to thank the sponsors whose donations made it possible to establish the Assistant Professorship for Sustainable Finance at the University of Cologne:

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