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Welcome to the CFR!

The CFR conducts independent, cutting-edge research of practical relevance in the area of finance. 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 FinanceThe CFR Working Paper No. 15-16 "Network Centrality and Pension Fund Performance" by David Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks and Russ Wermers has been accepted for publication in Journal of Financial Economics.
Review of FinanceThe CFR Working Paper No. 13-02 "Open Market Share Repurchases in Germany" by Christian Andres, André Betzer, Markus Doumet and Erik Theissen has been accepted for publication in Abacus.
Review of FinanceThe CFR Working Paper No. 15-03 "Volatility of Aggregate Volatility and Hedge Funds Returns" by Vikas Agarwal, Y. Eser Arisoy and Narayan Y. Naik has been accepted for publication in Journal of Financial Economics.
Review of FinanceThe CFR Working Paper No. 15-02 "Speed of Information Diffusion within Fund Families" by Gjergji Cici, Stefan Jaspersen and Alexander Kempf has been accepted for publication in Review of Asset Pricing Studies .
Review of FinanceThe CFR Working Paper No. 12-11 "Governance and Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds" by Russ Wermers, Youchang Wu and Josef Zechner has been accepted for publication in Review of Financial Studies .
Review of FinanceThe CFR Working Paper No. 15-07 "Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings" by Vikas Agarwal, Stefan Ruenzi and Florian Weigert has been accepted for publication in Journal of Financial Economics.

German Factors and Test Assets

The Fama-French factors, the Carhart factor and test assets for the German equity market are now available for download. The factors and test assets have been calculated as part of a joint project of the CFR and the chairs of Prof. Alexander Kempf and Prof. Erik Theissen. We hope that this will be a useful and valuable resource to the research community. You can find the data sets here.

CFR Research / Internal Seminar

Due to Prof. Dr. Alexander Kempf's sabbatical semester there will be no research or intern seminars at the CFR during the winter term 2016/17.

CFR Student Group Event

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Attention: The workshop had to be postboned The CFR Student Group and Capnamic Ventures have the pleasure to invite you to a workshop on January 16th. The topic is: Bewertungsmodelle von Startups bei Börsengang. The event will take place at 7.30pm in room 610a of the Wiso-building.
You can find all the CFR Student Group Events here.

CFR Research Workshop 2017

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The CFR Research Workshop will take place on February 13th, 2017 at Deutsche Apotheker und Ärztebank in Düsseldorf. The CFR Research Workshop serves the purpose of intensifying the exchange between researchers at the CFR and the CFR sponsors.

16th Cologne Colloquium on Financial Markets

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On Monday, April 3rd 2017, the 16th Cologne Colloquium on Financial Markets will take place. The Conference will address current questions concerning asset management and is aimed at academics and practitioners.The Cologne Colloquium on Financial Markets will last the whole day and will be held at Kreissparkasse Köln in Cologne. In order to participate in the Colloquium, enrolment is required.

CFR Working Paper Series

Bild CFR Working Paper16-12
Are Generalists Beneficial to Corporate Shareholders? Evidence from Sudden Deaths

André Betzer, Maximilian Ibel, Hye Seung Lee, Peter Limbach, Jesus M. Salas

Download Paper

Find more CFR Working Papers
here.

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