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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

We are proud to welcome Yannick Voshardt at the CFR. Yannick Voshardt is research assistant and PhD student at the Department of Finance at the University of Cologne.
Review of Financial StudiesThe CFR Working Paper No. 21-11 "Redemption in Kind and Mutual Fund Liquidity Management" by Vikas Agarwal, Honglin Ren, Ke Shen and Haibei Zhao has been accepted for publication in The Review of Financial Studies.
Journal of Banking and FinanceThe CFR Working Paper No. 18-02 "Trust and Monitoring" by Simon Lesmeister, Peter Limbach and Marc Goergen has been accepted for publication in the Journal of Banking and Finance.
Review of FinanceThe CFR Working Paper No. 21-09 "Private Company Valuations by Mutual Funds" by Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed and Ayako Yasuda has been accepted for publication in Review of Finance.
Journal of Portfolio ManagementThe CFR Working Paper No. 19-04 "Drawdown Measures: Are They All the Same?” by Olaf Korn, Philipp M. Moeller and Christian Schwehm has been accepted for publication in "The Journal of Portfolio Management".




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

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/

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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:

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