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!
The CFR Working Paper No. 21-11 "Redemption in Kind and Mutual Fund Liquidity Management" by Vikas Agarwal, Honglin Ren, Ke Shen and Haibei Zhao has been accepted for publication in The Review of Financial Studies.
The CFR Working Paper No. 21-09 "Private Company Valuations by Mutual Funds" by Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed and Ayako Yasuda has been accepted for publication in Review of Finance.
The CFR Working Paper No. 19-04 "Drawdown Measures: Are They All the Same?” by Olaf Korn, Philipp M. Moeller and Christian Schwehm has been accepted for publication in "The Journal of Portfolio Management".
Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
50923 Köln email@example.com
CFR Research Seminar
The program for the Research Seminar in the winter term 2022/23 is scheduled. The seminar takes place via Zoom. Information on the program can be found here.
Data and Programs on "Open Source Cross Sectional Asset Pricing"