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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. 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".
jofThe CFR Working Paper No. 11-08 "Can internet search queries help to predict stock market volatility?" by Thomas Dimpfl and Stephan Jank has been accepted for publication in the “European Financial Management”.
jofThe CFR Working Paper No. 11-08 "On the Use of Options by Mutual Funds: Do They Know What They Are Doing?" by Gjergji Cici and Luis-Felipe Palacios has been accepted for publication in the “Journal of Banking and Finance”.
jofThe CFR Working Paper No. 10-15 "The Valuation of Hedge Funds’ Equity Positions" by Gjergji Cici, Alexander Kempf and Alexander Pütz 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”.
rofmThe CFR Working Paper No. 11-07 "Window dressing in mutual funds" by Vikas Agarwal, Gerald D. Gay and Leng Ling has been accepted for publication in the “Review of Financial Studies”.

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 Student Group Event

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The CFR Student Group and Lucht Probst Associates GmbH have the pleasure to invite you to the workshop "Kontrahentenrisiken im Rahmen von OTC-Derivaten" on January 12th. The event will take place at 7pm in room 610a of the Wiso-building. There will be a get-together after the workshop, where students will be informed about opportunities for internships and jobs at Lucht Probst Associates GmbH. We are looking forward to many participants.
You can find all the CFR Student Group Events here.

CFR Internal Seminar

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On Thursday, January 15th 2015, Sebastian Bethke (Centre for Financial Research (CFR) and University of Cologne) will give a talk in our Internal Seminar. The topic is: "Liquidity Optimized Order Splitting". 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.

14th Cologne Colloquium on Financial Markets

Kalenderblatt
On Monday, April 20th 2015, the 14th 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.

CFR Working Paper Series

Bild CFR Working Paper14-14
Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior

Gjergji Cici, Laura Dahm, Alexander Kempf

Executive Summary | Download

Find more CFR Working Papers
here.

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