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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

CFR Working Paper has been accepted for Publication

The CFR Working Paper No. 23-01 "Deep Parametric Portfolio Policies" by Frederik Simon, Sebastian Weibels and Tom Zimmermann has been accepted for publication in "Management Science".

Professor Tom Zimmermann Appointed to the CFR's Board of Directors

The Executive Board of the Fördergesellschaft Finanzmarktforschung has appointed Professor Tom Zimmermann as an additional director to the CFR's Board of Directors. Professor Zimmermann is Professor of Data Analytics at the University of Cologne and has been a member of the CFR's research team since 2020. His research focuses in particular on topics in the fields of investments and portfolio management in conjunction with machine learning and artificial intelligence, and he will continue to expand this area of focus as a director at the CFR.

CFR Working Paper Accepted for Publication

The CFR Working Paper No. 24-06 "Non-Standard Errors in Carbon Premia" by Tobias Bauckloh and Victor Beyer has been accepted for publication in the Journal of Banking and Finance.

New Member of the CFR Research Team

We are proud to welcome Daniel Metzger at the CFR. Daniel Metzger is Professor for Finance at the University of Cologne.

Junior Teaching Award for CFR Junior Professor Dr. Tobias Bauckloh

We are delighted that CFR-sponsored assistant professor Dr. Tobias Bauckloh has received the Junior Teaching Award from the Faculty of Economics and Social Sciences for his course “Sustainable Finance” at the University of Cologne. Congratulations on this success!

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

CFR Research Seminar

On Thursday, July 2nd, 2026, Giovanni Walter Puopolo (University of Naples Federico II and CSEF) will give a talk in our CFR Research Seminar. The topic is: "Portfolio Overlap and Mutual Fund Performance". The event will start at 4pm via Zoom. If you want to join the seminar, please write an email to Dr. Alexander Puetz (puetz@cfr-cologne.de). You can find the whole program of the CFR Research Seminar here.

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/

Sponsoring Members

Institutional Members

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: