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Felix Matthys - Betreute Arbeiten

Assistent Prof. Dr. J.-C. Rochet



Publikationen Betreute Arbeiten

Masterarbeiten (11)

Signal Weighting Schemes in Portfolio Allocation: An Empirical Investigation
Luca Barlocchi
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2013.


Asset Allocation with Parametric Portfolio Weights: An empirical out-of-sample investigation
Benjamin Haltinner
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2013.


Resampling in Asset Allocation
Philippe Stäheli
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2013.


Optimal Portfolio Allocation Under Higher Moments in the Black-Litterman Framework
Andreas Vogel
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2013.


Business Cycle Predictions: An Empirical Investigation of the Swiss Business Cycle
Giulia Fumagalli
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


On the Pricing of Contingent Convertible Bonds and Their Influence on Systemic Risk
Danzhu Shi
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


Capital Structure Arbitrage
Alain Moënnat
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


Correlation Processes: Application to Default Intensity Models
Jovan Stojkovic
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


The Predictive Ability of Implied Volatility in Crude Oil Options: A Business Cycle Perspective
Julia Buge
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


Bachelorarbeiten (9)

Performance of the Black-Litterman model compared to alternative portfolio construction methods. An empirical investigation
Florian Reeh
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


On the pricing of Contingent Convertible bonds: A comparison of pricing methodologies
Wen Denoth
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


On the pricing of Contingent Convertible bonds: A comparison of pricing methodologies
Hasan Karahan
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


The Pricing of Multivariate Barrier Options in a Lévy framework: A numerical pricing analysis
Raphael Lerner
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2012.


Diskontieren von Cash Flows mit zeitabhängigen erwarteten Renditen. Eine empirische Untersuchung des Schweizer Aktienmarktes.
Valentin Rüegg
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


Is the value premium in influenced by investor sentiment? - An empirical investigation for the German market
Fabian Karl
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


On the Determination of the Fair Price of Contingent Convertible Bonds
Michael Stadelmann
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


Dynamic Hedging of Swiss Stock Options during the Financial Crisis using GARCH: An Empirical Investigation
Thomas Erdoesi
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2011.


Socially Responsible Investments: A Performance Analysis during the Financial Market Crisis of 2008
Benjamin Haltinner
Betreuer: Felix Matthys, Markus Leippold
University of Zurich, 2010.