General Area of Thesis Supervision: Machine Learning in Finance, Cryptocurrencies, Political Finance, Empirical Finance, Quantitative Finance, Risk Management, Parameter and Model Uncertainty, Forecasting Open Topics: Seminars (e.g. Seminar in finance) Ambiguity/Parameter Uncertainty and Real Option Portfolios (Literature Review) Predicting the equity premium with ambiguity, which measure performs best? Predicting stock returns with ambiguity vs measuring the current level of ambiguity from the markets Predicting the equity premium with cross-sectional moments using simple ML rather than OLS and auto-encoders rather than principal components. Turbulence before and after elections. Is there a relationship to the measure of political uncertainty of Kelly et al. (2016)? Thesis (Mainly master thesis) Please be aware, that I will only supervise theses, where the Research Proposal fulfills the following requirements:
2025-01-15
University of Liechtenstein 2024-25 WS 2024: Portfolio Business Game (BSc) | Investment Strategies and Asset Management (MSc) | Statistics (MSc) | Research Colloquium (PhD) 2023-24 SS 2024: Grundlagen der Finanzierung (BSc) | Innovative Finance: Data Science and Machine Learning I (MSc) | Innovative Finance: Data Science and Machine Learning II (MSc) | Applied Portfolio Management (MSc) | Research Greenhouse (MSc) | Seminar in Finance (MSc) | FU_Negotiation, Mediation and Conflict Resolution (free elective) WS 2023: Portfolio Business Game (BSc) | Empirical Methods (MSc) | Research Greenhouse (MSc) | Investment Strategies and Asset Management (MSc) | Finance Research Seminar (PhD) | FU_KI Hands-On: Ethik, Technologie und echte Use Cases (free elective) 2022-23 SS 2023: Innovative Finance: Data Science and Machine Learning I (MSc) | Innovative Finance: Data Science and Machine Learning II (MSc) | Research Greenhouse (MSc) | Seminar in Finance (MSc) | Finance Research Seminar (PhD) WS 2022: Portfoliomanagement and Financial Analysis (BSc) | Portfolio Business Game (BSc) | Research Seminar (BSc) | Statistics (MSc) | Empirical Methods (MSc) | Investment Strategies and Asset Management (MSc) | Seminar in Finance (MSc) | Research Greenhouse (MSc) | Research Design and Management (PhD) | Finance Research Seminar (PhD) 2021-22 SS 2022: Seminar in Finance (MSc) | Innovative Finance: Data Science and Machine Learning I (MSc) | Innovative Finance: Data Science and Machine Learning II (MSc) | Research Greenhouse (MSc) | Finance Research Seminar (PhD) WS 2021: Portfoliomanagement and Financial Analysis (BSc) | Research Seminar (BSc) | Portfolio Business Game (BSc) | Programming in Finance (MSc) | Empirical Methods (MSc) | Research Greenhouse (MSc) | Seminar in Finance (MSc) | Research Design and Management (PhD) | Finance Research Seminar (PhD) 2020-21 SS 2021: Innovative Finance: Data Science and Machine Learning I (MSc) | Innovative Finance: Data Science and Machine Learning II (MSc) | Seminar in Finance (MSc) | Research Greenhouse (MSc) WS 2020: Portfoliomanagement and Financial Analysis (BSc) | Portfolio Business Game (BSc) | Research Seminar (BSc) | Empirical Methods in Finance (MSc) | Research Greenhouse (MSc) | Programming in Finance (MSc) | Seminar in Applied Finance (MSc) | Research Design and Management (PhD) | Finance Research Seminar (PhD) 2019-20 SS 2020: Research Methods I - Spezialisation IFS (BSc) | MasterLAB in Financial Services - Pioneering Machine Learning in Finance (MSc) | Seminar in Finance (MSc) | Research Greenhouse (MSc) | Seminar in Finance (MSc) | Finance Research Seminar (PhD) WS 2019: Portfoliomanagement and Financial Analysis (BSc) | Portfolio Business Game (BSc) | Research Seminar (BSc) | Econometrics (MSc) | Empirical Methods in Finance (MSc) | Research Greenhouse (MSc) | Research Design and Management (PhD) | Finance Research Seminar (PhD) | Risikomanagement (MBA) 2018-19 WS 2018: Portfolio Management (BSc), Portfolio Business Game (BSc), Research Seminar (BSc), Econometrics (MSc), Empirical Methods in Finance (MSc), Thesis (BSc, MSc, EMBA), Research Design and Management (PhD), Empirische Methoden in Finance (EMBA), Grundlagen Finanzmarktstatistik (EMBA), Klassische Portfoliotheorie (EMBA), Risikomanagement (MBA), Grundzüge Finanzierung (ZS TH) SS 2019: Research Methods - Spezialisation IFS (BSc), MasterLAB in Financial Services - Uncertainty everywhere (MSc), Seminar in Finance (MSc) 2017-18 WS 2017: Portfolio Management (BSc), Portfolio Business Game (BSc), Research Methods - Specialization (BSc), Research Seminar (BSc), Econometrics (MSc), Empirical Methods in Finance (MSc), Thesis (BSc, MSc, EMBA), Research Design and Management (PhD) SS 2018: Research Methods I - Specialization IFS (BSc), Financial Derivatives (MSc), Seminar in Finance (MSc) 2016-17 WS 2016: Portfolio Management (BSc), Portfolio Business Game (BSc), Research Methods - Specialization (BSc), Research Seminar (BSc), Econometrics (MSc), Empirical Methods in Finance (MSc), Thesis (BSc, MSc), Research Design and Management (PhD), Empirische Methoden in Finance (EMBA), Grundlagen Finanzmarktstatistik (EMBA), Klassische Portfoliotheorie (EMBA) SS 2017: Quantitative Analysis (BSc), Seminar in Finance (MSc), Thesis (BSc, MSc) 2015-16 WS 2015: Portfolio Management (BSc), Portfolio Business Game (BSc), Research Methods - Specialization (BSc), Research Seminar (BSc), Econometrics (MSc), Empirical Methods in Finance (MSc), Seminar in Wealth Management (MSc),Thesis (BSc, MSc, EMBA), Research Design and Management (PhD) SS 2016: Quantitative Analysis (BSc), Seminar in Finance (MSc), MasterLAB in Financial Services (MSc), Thesis (BSc, MSc) 2010-15 SS 2015: Quantitative Analysis (BSc), Seminar in Finance (MSc), MasterLAB in Financial Services (MSc), Thesis (BSc, MSc) WS 2014: Portfolio Management (BSc), Portfolio Business Game (BSc), Research Methods - Specialization (BSc), Research Seminar (BSc), Risk Management and Financial Institutions (BSc - parts), Empirical Finance (MSc), Workshop in Finance (MSc), Seminar in Wealth Management (MSc),Thesis (BSc, MSc), Grundlagen Finanzmarktstatistik (EMBA), Klassische Portfoliotheorie (EMBA) WS 2013: Grundlagen der Finanzierung (BSc), Portfolio Management (BSc), Portfolio Business Game (BSc), Empirical Finance (MSc), MasterPROJECT (MSc), Seminar in Wealth Management (MSc), Thesis (BSc, MSc) SS 2013: Grundlagen der Finanzierung (BSc), Portfolio Management (BSc), Portfolio Business Game (BSc), Private Banking (BSc), Seminar Private Banking (BSc), Seminar in Finance (MSc), Seminar International Economics and Finance (MSc) WS 2012: Seminar in Wealth Management (MSc), MasterPROJECT (MSc), Thesis (BSc, MSc), Grundlagen Finanzmarktstatistik (EMBA), Klassische Portfoliotheorie (EMBA), Kapitalmarkttheorie (EMBA) SS 2012: Grundlagen der betrieblichen Finanzwirtschaft (BSc), Portfoliomanagement und Finanzanalyse (BSc), Portfolio Planspiel (BSc), Private and Corporate Banking (BSc), Seminar in Finance (MSc) WS 2010 - WS 2011: Portfoliomanagement und Finanzanalyse (BSc), Portfolio Planspiel (BSc), Private and Corporate Banking (BSc) Ramkhamhaeng University Bangkok - Institute of International Studies WS 2017: International Finance & Banking (BSc) | Business Statistics and Quantitative Analysis (BSc) WS 2015: International Finance & Banking (BSc) | Quantitative Analysis (BSc) WS 2014: International Finance & Banking (BSc) | Derivatives and Risk Management (BSc) WS 2012: Financial Management (BSc), Derivatives and Risk Management (BSc) WS 2011: Financial Management (MSc) University of Innsbruck WS 2010, SS 2011, WS 2011: Investition und Finanzierung MCI Innsbruck WS 2023: Die Empirie von Kapitalmärkten (MBA) WS 2019: Die Empirie von Kapitalmärkten (MBA) WS 2017: Die Empirie von Kapitalmärkten (MBA) WS 2012: Global IT Markets (MSc)
2025-01-15
University of Liechtenstein PhD Theses In Progress: Parameter Uncertainty and Portfolio Management (PhD, A. Lukas Salcher ) Machine Learning in Financial Economics (PhD, A. Merlin Bartel) Machine Learning in Bank Treasury (PhD, A. Michael Nigsch) Innovative AI Models for Advanced Risk Management in Financial Institutions (PhD, A. Simon Kühne) MSc Theses In Progress:
2025-01-15
University of Liechtenstein (SS 2025) Seminar in Finance (MSc) Innovative Finance: Data Science and Machine Learning I (MSc) Innovative Finance: Data Science and Machine Learning II (MSc) Research Greenhouse (MSc)
2025-01-15
University of Liechtenstein (SS 2025) Seminar in Finance (MSc) Innovative Finance: Data Science and Machine Learning I (MSc) Innovative Finance: Data Science and Machine Learning II (MSc) Research Greenhouse (MSc)
2025-01-15