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Prof. Dr. Felix Kübler - Betreute Arbeiten

Professor of Financial Economics

@relbeuk.xilefbf.uzh.ch
PLD-F 04, Plattenstr. 32, 8032 Zürich
+41 44 634 41 06
CV vCard Details Team Lehre Publikationen Betreute Arbeiten Konferenzen

Dissertationen (3)

The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth
Kristoph Steikert
Betreuer: Felix Kübler, Michael Wolf, Loriano Mancini
University of Zurich, 2014.


Essays on Asset Pricing and Portfolio Choice
Benjamin Jonen
Betreuer: Felix Kübler, Karl Schmedders
University of Zurich, 2012.


Three Essays on Quantitative Asset Pricing
Simon Scheuring
Betreuer: Felix Kübler, Karl Schmedders
University of Zurich, 2012.


Masterarbeiten (20)

Deviatons from covered interest rate parity during the Brexit
Jan Iten
Betreuer: Felix Kübler, Quan Zhang
University of Zurich, 2017.


Do private equity-backed IPOs add more value for the investors?
Daniela Hadji Jankova
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2017.


Macroprudential policy: Countercyclical Loan-to-Value and Capital Requirements
Luca Tonizzo
Betreuer: Johannes Brumm, Felix Kübler
University of Zurich, 2016.


Der Zusammenhang zwischen verschiedenen Private Equity Performancekennzahlen
Rajab Aziz
Betreuer: Felix Kübler, Stephan Skaanes
University of Zurich, 2016.


Google Trends, Swiss Stocks and the Risk Diversification Effect
Michael Sahdo
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2016.


Determinants of Momentum in Stock Prices
Florian Eckert
Betreuer: Dominika Kryczka, Felix Kübler
University of Zurich, 2016.


The Impact of the Strategic Asset Allocation on Returns in the Context of Swiss Pension Funds
Tobias Aellig
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2016.


Fundamental Momentum Strategy Returns
Christoph Rudolf
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2016.


Portfolio Insurance Strategies for Pension Funds
Janis Wanner
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2016.


A dynamic model of investor sentiments and leverage
Samuel Keller
Betreuer: Johannes Brumm, Felix Kübler
University of Zurich, 2015.


The equity premium: what can history tell us about the future?
Sandra Natour
Betreuer: Johannes Brumm, Felix Kübler
University of Zurich, 2015.


Customer Satisfaction and Stock Returns: An Empirical Analysis
Solal Dubois du Nilac
Betreuer: Dominika Kryczka, Felix Kübler
University of Zurich, 2015.


Disappointment aversion, rare disasters, and the equity premium: A computational approach
Agron Gashi
Betreuer: Johannes Brumm, Felix Kübler
University of Zurich, 2015.


Testing stock market efficiency - An empirical study for European football stocks
Frederic Rupp
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2014.


Exchange Rate Sensitivity of Swiss Stock Return
Thomas Rosenberger
Betreuer: Felix Kübler
University of Zurich, 2012.


Vergleich verschiedener technischer und fundamentaler Vorhersagemodelle für Wechselkurse
Fidan Shkodra
Betreuer: Felix Kübler
University of Zurich, 2011.


Bachelorarbeiten (56)

CAPM variations for emerging markets and their implications for a strategic asset allocation
André Zommerfelds
Betreuer: Felix Kübler, Runjie Geng
University of Zurich, 2017.


Latest findings from a study of the empirical relationship between European stock and sovereign credit default swap markets
Andri Schnider
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2017.


GARP Investing: A sufficient Alternative to Value Investing?
Kevin Hardegger
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2017.


Opinion Polls, Economical Statements, and the Stock Market: Evidence from the U.S. Presidential Election 2016
Benjamin Huwyler
Betreuer: Felix Kübler, Quan Zhang
University of Zurich, 2017.


Generating an excess return on European stocks by analysing their Wikipedia page views
Harun Hrncic
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2017.


Replication of the Size Effect
Nicolas Fischer
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2016.


Active management and mutual fund return in the Swiss equity market
Lea Furrer
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2016.


The disappearance of banks from the Swiss landscape
Michael Düringer
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2016.


The Effects of the temporary Short Selling Ban during the Financial Crisis on Liquidity
Abidin Ziberi
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2016.


Exploitation of Private Information: A Comparison between Swiss Branches
Raffaele Fendoni
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2016.


Smart Beta: Going beyond traditional passive and active investment strategies
Daniela Hadji Jankova
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2016.


Financial Transaction Taxes and their impact on the liquidity, the trading volume and the volatility of Italian stocks
Nicolas Knobel
Betreuer: Dominika Kryczka, Felix Kübler
University of Zurich, 2016.


Different Stock Weighting Methods and their Influence on Portfolio Performance
Patrick Goncalves da Costa
Betreuer: Luca Mazzone, Felix Kübler
University of Zurich, 2016.


An Analysis of Risk-Adjusted Performance Measures when Applied to Structured Products with Asymmetric Return Profiles
Benjamin Zimmermann
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2015.


Can the Fama and French three factor model be applied to Swiss SMEs?
Alexander Gusev
Betreuer: Runjie Geng, Felix Kübler
University of Zurich, 2015.


The Equity Premium Puzzle in Switzerland
Ni Jiang
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2015.


Return of a cash secured put selling strategy in European index markets
Marius Bräm
Betreuer: Felix Kübler
University of Zurich, 2015.


Value Investing according to Greenblatt: A simple strategy to beat the market?
Lukas Fischer
Betreuer: Kristoph Steikert, Felix Kübler
University of Zurich, 2015.


The Impact of Delta-Hedging in Crisis
Claudio Ambühl
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2014.


Returns to Buying Winners and Selling Losers in the Swiss Stock Market
Lavdrim Sulejmani
Betreuer: Kristoph Steikert, Felix Kübler
University of Zurich, 2014.


Kritische Analyse des Artikels "Why High Leverage is Optimal for Banks"
Roger Böhler
Betreuer: Kristoph Steikert, Felix Kübler
University of Zurich, 2014.


Smart Beta Products: An additional alternative on the Swiss market?
Stefan Ruhstaller
Betreuer: Quan Zhang, Felix Kübler
University of Zurich, 2014.


Seasonality Effects in the Swiss Stock Market
Reto Heeb
Betreuer: Felix Kübler
University of Zurich, 2013.


Welche Einflüsse wirken auf die Kursentwicklung von Goldminenaktien?
Fabian Meister
Betreuer: Felix Kübler
University of Zurich, 2013.


Immobilienderivate: Einsatz und Entwicklung von Immobilienderivaten im internationalen Vergleich
Darja Stadnik
Betreuer: Felix Kübler
University of Zurich, 2012.


Long-term Government Bond Yield Spreads between Italy and Switzerland, 1999 - 2011
John Sulger Büel
Betreuer: Felix Kübler
University of Zurich, 2012.


Einfluss von makroökonomischen Faktoren auf die Risikoprämie Schweizer Banken
David Thoma
Betreuer: Felix Kübler
University of Zurich, 2012.


Die Auswirkungen des US-Präsidentschaftszyklus auf den Aktienmarkt
Simone Vonmoos
Betreuer: Felix Kübler
University of Zurich, 2012.


Margin Requirements and Volatility in Silver Futures Markets
Richard Achermann
Betreuer: Felix Kübler
University of Zurich, 2012.


Predictability of the Capital Asset Pricing Model for Expected Returns of Growth and Value Stocks
Martin Cenusa
Betreuer: Felix Kübler
University of Zurich, 2012.


Dynamic Portfolio Optimization
Matthias Huber
Betreuer: Felix Kübler
University of Zurich, 2012.


Value Investing während Wirtschaftskrisen in der Schweiz
Yih-Hong Robert Hinh
Betreuer: Felix Kübler
University of Zurich, 2012.


Bestimmungsfaktoren des Private Equity-Fundraisings in der Schweiz
Peter Maag
Betreuer: Felix Kübler
University of Zurich, 2012.


The Forward Premium Puzzle and its differences between Developed and Emerging Countries
Martin Koller
Betreuer: Felix Kübler
University of Zurich, 2011.


The Performance of Value Investing Strategies on the Swiss Stock Market
Giuseppe Bartucca
Betreuer: Felix Kübler
University of Zurich, 2011.


Kupferinvestments: Titel- versus Portfolioperformance
Andreas Marti
Betreuer: Felix Kübler
University of Zurich, 2011.


Predictability on the Foreign Exchange Market
Daniel Schön
Betreuer: Felix Kübler
University of Zurich, 2011.


Preismomentum am Beispiel des Swiss Market Index (SMI) und des Deutschen Aktienindex (DAX)
Tino Schmid
Betreuer: Felix Kübler
University of Zurich, 2011.


Auswirkungen einer gezielten Dividendenpolitik auf die Aktienrendite einer Unternehmung im europäischen Raum
Dimitrios Papastathis
Betreuer: Felix Kübler
University of Zurich, 2011.


Portfolio-Optimierung nach Black-Litterman und Markowitz
Albulen Kastrati
Betreuer: Felix Kübler
University of Zurich, 2011.


Bond Risk Premia - Tent Shape
Ognjen Mijatovic
Betreuer: Felix Kübler
University of Zurich, 2010.


Corporate Valuation and Factor Models
Hotz Simon
Betreuer: Felix Kübler
University of Zurich, 2010.


Die Signifikanz des Januareffekts bei kotierten Schweizer Firmen
Jan Furrer
Betreuer: Felix Kübler
University of Zurich, 2010.


Explanations of the Value Premium Puzzle
Comminot Fabio
Betreuer: Felix Kübler
University of Zurich, 2010.


Vom CAPM zum Fama French 3 Faktorenmodell
Marc Meili
Betreuer: Felix Kübler
University of Zurich, 2010.


Foreign Exchange: Theorie und Praxis der Forward Premium
Gabriel Lappe
Betreuer: Felix Kübler
University of Zurich, 2010.


Gibt es effiziente Fusionen?
Beat Meier
Betreuer: Felix Kübler
University of Zurich, 2010.


Technische Aktienanalyse: Wertpapieranalyse am Beispiel Aktienmarkt Schweiz
Jean-Marc Meier
Betreuer: Felix Kübler
University of Zurich, 2009.