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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

CFR Working Paper Accepted for Publication

The CFR Working Paper No. 21-05 "On the Valuation Skills of Corporate Bond Mutual Funds" by Gjergji Cici and Pei (Alex) Zhang has been accepted for publication in Review of Finance.

New Member of the Board of the Fördergesellschaft Finanzmarktforschung

We warmly welcome Matthias Schellenberg, CEO of apoBank, as a new member of the Board of the Fördergesellschaft Finanzmarktforschung. He succeeds Harry Ploemacher, who has also resigned from his position on the Board of the Fördergesellschaft Finanzmarktforschung upon his retirement.

CFR Working Paper has been accepted for Publication

The CFR Working Paper No. 23-06 "How Should the Long-term Investor Harvest Variance Risk Premiums?” by Julian Dörries, Olaf Korn and Gabriel J. Power has been accepted for publication in "The Journal of Portfolio Management".

Deutschlandstipendium

The Centre for Financial Research financially supports three students in the field of finance at the University of Cologne as part of the "Deutschlandstipendium" --> Certificate.

CFR Working Paper Accepted for Publication

The CFR Working Paper No. 23-02 "In partnership for the goals? The level of agreement between SDG ratings" by Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz and Marcus Wagner has been accepted for publication in the Journal of Economic Behavior and Organization.

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

CFR Research Seminar

On Thursday, July 11th, 2024, Boone Bowles (Mays Business School, Texas A&M University) will give a talk in our CFR Research Seminar. The topic is: "Mutual Fund Shorts and the Benefits of Acquiring Information". The event will start at 4pm via Zoom. If you want to join the seminar, please write an email to Dr. Alexander Puetz (puetz@cfr-cologne.de). You can find the whole program of the CFR Research Seminar here.

CFR Student Group Events

In the summer semester 2024, the CFR Student Group will again organize practical lectures for Cologne students. You can find the lectures already planned so far here. The list is constantly updated.

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/

Sponsoring Members

Institutional Members

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: