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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

jofThe CFR Working Paper No. 12-12 "The liquidity premium in CDS transaction prices: Do frictions matter?" by Monika Gehde-Trapp, Yalin Gunduz and Julia Nasev has been accepted for publication in the “Journal of Banking and Finance”.
jofThe CFR Working Paper No. 10-14 "Creative Destruction and Asset Prices" by Joachim Grammig and Stephan Jank has been accepted for publication in the “Journal of Financial and Quantitative Analysis”.
jofThe CFR Working Paper No. 13-07 "Market Transparency and the Marking Precision of Bond Mutual Fund Managers" by Gjergji Cici, Scott Gibson, Yalin Gunduz and John J. Merrick, Jr. has been accepted for publication in the “Journal of Portfolio Management”.
jofThe CFR Working Paper No. 10-16 "Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow” by Stephan Jank and Michael Wedow has been accepted for publication in the "Journal of Financial Stability".
jofThe CFR Working Paper No. 14-13 "Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds” by Vikas Agarwal, Yan Lu and Sugata Ray has been accepted for publication in the "Management Science".

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 Seminar

Kalenderblatt
On Thursday, July 02th 2015, Alexandra Niessen-Ruenzi (Universität Mannheim) will give a talk in our CFR Research Seminar. The topic is: "Pride and Promotion: How prestigious firms pay their CEOs less". The event will take place from 4pm to 6pm in room 610a of the WiSo-building.
You can find the whole program of the CFR Seminar here.

CFR Internal Seminar

Kalenderblatt
On Thursday, Juli 09th 2015, Stefan Jaspersen (Centre for Financial Research (CFR) and University of Cologne) will give a talk in our Internal Seminar. The topic is: "Competition within the Portfolio and Fund Manager Skill". The event will take place from 4pm to 6pm in room 610a of the WiSo-building.
You can find the whole program of the CFR Seminar here.

CFR Student Group Event

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The CFR Student Group and Standard & Poor's have the pleasure to invite you to the presentation "Unternehmens- und Staatenratings" on June 08th. The event will take place at 7.00 pm in room 610a of the WiSo-building. There will be a get-together after the presentation where students will be informed about opportunities for internships and jobs at Standard & Poor's. We are looking forward to many participants.
You can find all the CFR Student Group Events here.

CFR Working Paper Series

Bild CFR Working Paper15-09
Interfund lending in mutual fund families: Role of internal capital markets

Vikas Agarwal, Haibei Zhao

Executive Summary | Download

Find more CFR Working Papers
here.

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