The 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.
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!
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Sponsors CFR Assistant Professorship Sustainable FinanceWe 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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The Centre for Financial Research financially supports five students in the field of finance at the University of Cologne as part of the "Deutschlandstipendium" --> 
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