Profilbild

Prof. Dr. Marc Chesney - Supervised theses

Head of Department of Banking and Finance, Professor of Quantitative Finance

@yensehc.crambf.uzh.ch
PLD-G 04, Plattenstr. 32, 8032 Zürich
+41 44 634 45 80
CV vCard Details Team Teaching Publications Supervised theses Conferences

Dissertations (9)

Essays on Optimal Investments in the Mitigation of Global Warming
Bruno Troja
Supervisor(s): Marc Chesney
University of Zurich, 2016.


Contributions to the Economics of Climate Change Mitigation
Anca Pana
Supervisor(s): Marc Chesney
University of Zurich, 2015.


Essays in Finance
Tatjana-Xenia Puhan
Supervisor(s): Marc Chesney
University of Zurich, 2014.


Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives
Jacob Stromberg
Supervisor(s): Marc Chesney, Loriano Mancini
University of Zurich, 2013.


Risk and return in the Swiss property market
Mihnea Constantinescu
Supervisor(s): Thorsten Hens, Marc Chesney
University of Zurich, 2009.


An Empirical and Theoretical Study on Emission Permits
Luca Taschini
Supervisor(s): Marc Chesney
University of Zurich, 2008.


Assessing and managing operational risk with a special emphasis on terrorism risk
Ganna Reshetar
Supervisor(s): Marc Chesney, Rajna Gibson
University of Zurich, 2008.


Master Theses (43)

Equity valuation of microfinance institutions
Gegenbaoleer Gegenbaoleer
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


Impact Investing - What's Behind the Name
Lukas Münstermann
Supervisor(s): Marc Chesney, Brigitte Maranghino-Singer
University of Zurich, 2017.


Is securitization a useful financial innovation?
Jack Madayan
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2017.


Risk, Return, Responsibility - Inclusion of ESG Criteria in a Portfolio Optimization Framework
Pascal Zuber
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


Microfinance, Inequality and Poverty
Dominik Tedja
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


Robustness of Sustainable Investments
Alexandra Egg
Supervisor(s): Marc Chesney, Jonathan Krakow
University of Zurich, 2016.


Developing a Low Carbon Equity Index Based on the S&P 500
Fabian Meister
Supervisor(s): Marc Chesney, Brigitte Maranghino-Singer
University of Zurich, 2016.


Property Rights, Legal Protection and Financial Sector Development
Christian Häggi
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2016.


Microfinance Investments: A Source of Alternative Return in Modern Asset Allocation?
Ramon Derrer
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2016.


Measuring Informed Trading in the Equity Market: A Horse Race between the PIN and VPIN Measure
Thomas Füglister
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2015.


Payment Adjustments and Permanence Implications for REDD(+)
Birgit Mairhuber
Supervisor(s): Marc Chesney
University of Zurich, 2015.


Do companies that incorporate environmental impacts during the investment process outperform those which don't?"
Lukas Jerski
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2015.


An Implementable Asset Allocation for a European Individual Investor
Rocco Altobelli
Supervisor(s): Anca Pana, Marc Chesney
University of Zurich, 2015.


Impact of subsidies on a solar energy investment project
Louis Tisseau des Escotais
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2015.


Green Bonds - Financing the Transition to a Low-Carbon Economy
Jan-Thore Hünecke
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2015.


Analysis of Sustainability Stock Indexes: The Case of the Dow Jones Sustainability Index
Alessandro Zucconi
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2014.


Data-based Risk Measurement
Thilo Fetscher
Supervisor(s): Pablo KOCH-MEDINA, Marc Chesney
University of Zurich, 2014.


Holdings- and returns-based style analysis on the returns of the trading portfolio of Oaktree Capital Management
Mathias Winzeler
Supervisor(s): Tatjana-Xenia Puhan, Marc Chesney
University of Zurich, 2014.


The Role of Banks during the First Phase of the European Union's Emission Trading Scheme
Marcel Krieger
Supervisor(s): Anca Pana, Marc Chesney
University of Zurich, 2014.


Commodity Stocks. Responsibility and Performance
Svetlana Baurens
Supervisor(s): Marc Chesney
University of Zurich, 2013.


Environmental, Social and Governance (ESG) Measures and Stock Returns
Mario Dal Col
Supervisor(s): Marc Chesney
University of Zurich, 2013.


The Inclusion of the Aviation Sector into the EU ETS: A Real Options Approach
Patrick Peterhans
Supervisor(s): Marc Chesney
University of Zurich, 2013.


Pricing and Hedging of Commodity Options under SABR model
Jan Cuonz
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Pricing of Energy Commodity Derivatives
Edgar Mathis
Supervisor(s): Marc Chesney
University of Zurich, 2012.


The Financialization of the Food Commodities Market and its Impact on Food Prices
Kim Schartz
Supervisor(s): Marc Chesney
University of Zurich, 2012.


High frequency trading and the trade-off between trading costs and market resiliency
Emilio Marti
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Asset Allocation in Life Insurance
Lijun Wang
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Pricing of a derivative contract hedging an environmental investment
Thuy-Mai Hoang
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Open Interest based Measures on Informed Trading in Option Markets
Felix Fattinger
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Valuating Weather Derivatives for Wind Energy
Matthias Furrer
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Was macht eine Gemeinde energieeffizient? - Eine Untersuchung am Beispiel des Kantons Zürich
Andika Willyanto
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Structured Products in the Swiss Financial Market
Christian Schmidli
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Food Commodity Speculation and the Recent Food Crisis
Andreas Buchs
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Innovative Financial Mechanisms to Conserve Biodiversity
Rahel Diener
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Insuring Biodiversity Conservation Using Financial Derivatives
Markus Mühlemann
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Real Option Valuation of the Dam Enlargement Project Göscheneralpsee
Daniel Thürig
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Valuation of CO2 Option Contracts in the European Emission Trading Scheme
Rahel Schneider
Supervisor(s): Marc Chesney
University of Zurich, 2009.


Bachelor Theses (86)

Credit Default Swaps und ihre Auswirkungen auf die Finanz- und Eurokrise
Azdren Mulaj
Supervisor(s): Marc Chesney, Lukas Münstermann
University of Zurich, 2017.


Emissionshandelssysteme und die Bestimmung eines entsprechenden CO2-Zertifikatspreises
René Oberholzer
Supervisor(s): Jonathan Krakow, Marc Chesney
University of Zurich, 2017.


Besteht ein Zusammenhang zwischen Mikrofinanzierung und höherer Schulbildung? Eine Untersuchung zu Methoden und Stand der Forschung.
Scorrano Fabio
Supervisor(s): Marc Chesney, Annette Krauss
University of Zurich, 2017.


Gefährden Hedge-Fonds die Stabilität des globalen Finanzsystems?
Aaron Suarez
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2017.


Kritische Analyse zur Messung der Produktivität im Finanzsektor
Nadine Wyss
Supervisor(s): Jonathan Krakow, Marc Chesney
University of Zurich, 2017.


An Analysis of the FMIA and its impact on CDS Markets
Manuel Fehr
Supervisor(s): Jonathan Krakow, Marc Chesney
University of Zurich, 2017.


KMU Finanzierung und wirtschaftliche Entwicklung in Entwicklungsländern
Fabian Töpperwein
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


Fundamentale Preisdeterminanten des EU Emissions Trading Scheme für CO2 Emissionszertifikate
Olivier Kocher
Supervisor(s): Lukas Münstermann, Marc Chesney
University of Zurich, 2017.


Kreditvergabemethode und Kreditportfolios von Mikrofinanzinstituten
Nicolas Wagner
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


The Relationship between Relative Maturity and Depth of Outreach of Microfinance Institutions
Damian Durrer
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2017.


Die Transformation von Mikrofinanzinstituten in Konzept und Praxis der Entwicklungsfinanzierung
Claudio Hauser
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2016.


Housing Microfinance: Grundlagen und aktuelle Praxis
Diego Ryser
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2016.


Environmental Risks in the Insurance Sector
Anna Flütsch
Supervisor(s): Amandine Favier, Marc Chesney
University of Zurich, 2016.


Multi Asset Barrier Reverse Convertible: Eine kritische Analyse
Oliver Lienhard
Supervisor(s): Jonathan Krakow, Marc Chesney
University of Zurich, 2016.


Kann mit Socially Responsible Investing (SRI) eine Überrendite erzielt werden?
Pascal Patrik Boll
Supervisor(s): Annette Krauss, Marc Chesney
University of Zurich, 2016.


Der Diversifikationseffekt von Microfinance Fonds für Portfolios
Caroline Erni
Supervisor(s): Julia Meyer, Marc Chesney
University of Zurich, 2016.


KMU-Fnanzierung durch verstärkte Kreditrisiken bedroht?
Joel Colle
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2016.


Bankensektor: Spielsucht oder begründet restriktives Verhalten in der Kreditvergabe
Christian Schefer
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2016.


Regulation of the CO2 emission trading market and the need for an independent regulator
Erik Jeremies
Supervisor(s): Jonathan Krakow, Marc Chesney
University of Zurich, 2016.


Finanzplatz Schweiz - Geschichte und Einfluss von Schattenbanken auf unser System
Laura Hirt
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2016.


Basics of Agricultural Commodity Trading and Analysis of the Assumptions of the Swiss Citizens' Initiative "Stop Speculation"
Christian Rösch
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2016.


Crowdfunding: Banken aus dem Internet? Kategorisierung eines neuen Phänomens in der Finanzintermediation
Riccardo Bevilacqua
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2016.


Momentum strategies on the Swiss stock market
Jan Allemann
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2016.


Die Bewertung impliziter Staatsgarantien systemrelevanter Banken in Europa
Emanuel Schiendorfer
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2016.


Konzept und Beurteilung eines Handelssystems für Wassernutzungsrechte im Bereich der Landwirtschaft
Christian Weirich
Supervisor(s): Lena Hörnlein, Marc Chesney
University of Zurich, 2016.


FIDLEG und FINIG: Überblick und Interpretation der vorgesehenen neuen Gesetzgebung
Neha Arondekar
Supervisor(s): Christine Hirszowicz, Marc Chesney
University of Zurich, 2015.


Insiderhandel: Täterverhalten, Präventionsmassnahmen und Aufdeckung durch Unternehmen und staatliche Institutionen
Alexander Sahm
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2015.


Risks and Returns of Sustainable and Socially Responsible Indices: Are They Riskier than Their Benchmark?
Serena Bergamini
Supervisor(s): Anca Pana, Marc Chesney
University of Zurich, 2015.


Sustainable Finance - Barrieren im Retail Banking
Jeroen Zandbergen
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2015.


An Experimental Investigation of how Financial Complexity Affects Asset Pricing and Risk Sharing in Complete Markets
Patrick Meyer
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2015.


Corporate Gender Diversity as an Answer to the Financial Crisis and an Orientation Toward Sustainable Leadership
Maria Ioanna Louizou
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2015.


Limits to Growth Theory: Comparing Different Models and Mechanisms of Constraint
Simon Vogt
Supervisor(s): Anca Pana, Marc Chesney
University of Zurich, 2015.


Cat-Bonds: Sovereign Cat-Bonds: Eigenheiten und Eignung von Katastrophenanleihen für Staaten
Fabian Smits
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2015.


Bank executive incentive schemes prior to the Financial Crisis of 2008 and their optimisation for the future
Frank Netti
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2015.


Komplexität finanzieller Anlageprodukte - Eine empirische Analyse am Beispiel von Barrier Reverse Convertibles in der Schweiz
Alexander Eschmann
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2015.


How does the Entry of High-Frequency Trading impact Financial Markets and their Participants?
Simon Frei
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2015.


The Impact of Natural Disasters on CAT Bon Sponsors' Equity and Debt Capital
Fabio Caccetta
Supervisor(s): Bruno Troja, Marc Chesney
University of Zurich, 2015.


Consequences of the EU ETS on the Airline Sector
Simona Ferrari
Supervisor(s): Anca Pana, Marc Chesney
University of Zurich, 2015.


A Critical Analysis of the Independence of the American Central Bank
Mario Kranz
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2014.


Untersuchung der Besteuerung des Finanzsektors und der Einführung einer Steuer auf den Gesamtzahlungsverkehr
Gian-Marco Farrèr
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2014.


Makroökonomische Bekanntmachungen und die Reaktion europäischer Aktienmärkte
Nico Schmid
Supervisor(s): Tatjana-Xenia Puhan, Marc Chesney
University of Zurich, 2014.


Informed Trading in the Options Markets prior to M&A Announcements
Andreas Kälin
Supervisor(s): Felix Fattinger, Marc Chesney
University of Zurich, 2014.


Is executive pay economically justified?
Jack Madayan
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2014.


Die Entwicklung und Problematik von Zweckgesellschaften im Rahmen der Verbriefung und deren Lösungsansätze
Simon Lohri
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2014.


Umsetzbare Momentum Strategien für europäische Aktienmärkte
Karg Thomas
Supervisor(s): Tatjana-Xenia Puhan, Marc Chesney
University of Zurich, 2014.


Schattenbanken - eine Zeitbombe in China?
Sebastian Saner
Supervisor(s): Brigitte Maranghino-Singer, Marc Chesney
University of Zurich, 2014.


MiFID II/MiFIR - Konsequenzen für die Handelsabteilung der LGT Bank Ltd. und daraus abzuleitende Handlungsempfehlungen
Gabriel Märchy
Supervisor(s): Christine Hirszowicz, Marc Chesney
University of Zurich, 2014.


Le rôle des agences de rating: au coeur du débat
Nathalie Meier
Supervisor(s): Marc Chesney
University of Zurich, 2014.


Analysis of Equity and Commodity Market Correlations in the Context of Commodity Speculation
Mariella Göbl
Supervisor(s): Kim Schartz, Marc Chesney
University of Zurich, 2013.


Gründe für und gegen die Trennung des Investment Banking vom Commercial Banking
Jeremy Fritzsche
Supervisor(s): Marc Chesney, Christine Hirszowicz
University of Zurich, 2013.


Credit Default Swaps: Konzept und Zielsetzung. Beispiele ihrer Anwendung und ihres Missbrauchs
Kristijan Milosavljevic
Supervisor(s): Marc Chesney
University of Zurich, 2013.


Financial statement analysis and the prediction of excess returns based on logistic regressions
Lukas Zehnder
Supervisor(s): Marc Chesney
University of Zurich, 2013.


How to fix the EU ETS
Jan-Thore Hünecke
Supervisor(s): Marc Chesney
University of Zurich, 2013.


Do investors reward environmentally friendly strategies? An empirical analysis of Swiss firms
Svenja Hüsing
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Renaissance of commodities after the 2008 financial crisis
Jonas Veya
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Credit Default Swaps: A Review of Fundamentals and Systemic Risks
Xavier Liechti
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Advances in Statistical Arbitrage and the Impact of the Financial Crises on its Success
Victorino Hinora
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Price Drivers of the EU ETS EmissionAllowances - Focus on Correlation with Energy Prices
Vlatko Krstev
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Zum empirischen Zusammenhang der Entwicklung von CDS-Spreads und der Kreditwürdigkeit von Unternehmen
Dogukan Hamza Özyurt
Supervisor(s): Marc Chesney
University of Zurich, 2012.


On Emission Markets: A Focus on China
Dominic Eysert
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Welfare Effects of Cat Bonds: from Hurricane Andrew to Fukushima
Maria Ossowska
Supervisor(s): Marc Chesney
University of Zurich, 2012.


The EU Emission Trading Scheme and its impact on the development of renewables
Sandro Benz
Supervisor(s): Marc Chesney
University of Zurich, 2012.


Informed Trading Activities: Aktueller Forschungsstand unter besonderer Berücksichtigung von Optionsmärkten
Mathias Winzeler
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Financial Crisis, Systemic Risk and Contagion in Financial Systems
Kristina Hohl
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Code of Conduct - Analyse des Verhaltens- und Ethik-Kodexes der UBS
Sascha Marco Moser
Supervisor(s): Marc Chesney
University of Zurich, 2011.


Investment Decisions with Real Options for Clean Development Mechanism Projects
Sabrina Inglin
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Trading Activities Surrounding Bailout Events During the Financial Crisis
Polin Doychev
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Hedge Funds and the Credit Crisis
Baumgart Claudia
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Trading Activities Around the Announcement Days of Some Major M&A
Filippo Andrea Viel
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Entwicklung nachhaltiger Finanzprodukte in der Theorie und Praxis sowie anhand eines eigenen Beispiels
Katja Werder
Supervisor(s): Marc Chesney
University of Zurich, 2010.


Executive Compensation and Challenges from the Credit Crisis
Roman Ulrich
Supervisor(s): Marc Chesney
University of Zurich, 2010.


"Commodity Markets" - Eine empirische Analyse
Simon Rutz
Supervisor(s): Marc Chesney
University of Zurich, 2009.


Deviation from the Normal Distribution in Finance and its Consequences
Lijun Wang
Supervisor(s): Marc Chesney
University of Zurich, 2009.


Commodity Markets: The Effect of Extreme Events and Possible Diversification Strategies
Thomas Strahm
Supervisor(s): Marc Chesney
University of Zurich, 2008.


Conceptual issues on Sports Devivatives
Kevin Bachmann
Supervisor(s): Marc Chesney
University of Zurich, 2008.


Valuation of Structured Products
Felix Matthys
Supervisor(s): Marc Chesney
University of Zurich, 2007.