Profilbild

Prof. Dr. Thorsten Hens - Supervised theses

Professor of Financial Economics

@sneh.netsrohtbf.uzh.ch
PLD-H 04, Plattenstr. 32, 8032 Zürich
+41 44 634 37 06
CV vCard Details Team Teaching Publications Supervised theses Conferences

Dissertations (22)

Three Essays on Economic Crises
Amelie Brune
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Three Essays on Media Content and Financial Markets
Nina Gotthelf
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


On the Robustness of Consumption-Based Asset Pricing
Sabine Elmiger
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Market Quality and Price Impact of High-Frequency Trading and its Regulation
Jakub Rojcek
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Three Essays in Real Estate and Entrepreneurial Finance
Manish Gupta
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Improved Investment Advice Through Risk Simulation
Meike Bradbury
Supervisor(s): Thorsten Hens, Helga Fehr-Duda
University of Zurich, 2015.


Risk Assessment and Risk Communication in Theory and Practice
Remo Stössel
Supervisor(s): Thorsten Hens, Helga Fehr-Duda
University of Zurich, 2015.


Essays in Asset Pricing Anomalies
Nilufer Caliskan
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


The impact of public information on financial markets
Michal Dzielinski
Supervisor(s): Thorsten Hens, Henrik Hasseltoft
University of Zurich, 2013.


Three essays in financial economics
Urs Schweri
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2011.


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


Financial Behaviour of Individual Investors in Switzerland: Empirical Evidence
Brigitte Fünfgeld
Supervisor(s): Thorsten Hens, Mei Wang
University of Zurich, 2009.


Essays in Numerical Evolutionary Finance
Andreas Tupak
Supervisor(s): Thorsten Hens, János Mayer
University of Zurich, 2009.


Three essays in financial economics
Pierre Monnin
Supervisor(s): Thorsten Hens, Mathias Hoffmann
University of Zurich, 2008.


Corporate financial reporting and disclosure. A behavioral finance perspective
Kremena Bachmann
Supervisor(s): Thorsten Hens, Michel Habib
University of Zurich, 2007.


Behavioral Finance und Schweizer Pensionskassen
Christoph Gort
Supervisor(s): Thorsten Hens
University of Zurich, 2007.


Individual Trading Behavior: The Disposition Effect
Martin Vlcek
Supervisor(s): Thorsten Hens
University of Zurich, 2007.


On the (In-)Efficiency of Financial Markets - an Evolutionary Finance Approach
Bucher Mathias
Supervisor(s): Thorsten Hens
University of Zurich, 2006.


Rumors in Financial Markets - Insights into a perceived mystery
Marc Schindler
Supervisor(s): Thorsten Hens
University of Zurich, 2005.


Optimal Growth under Loss Aversion
Rina Rosenblatt-Wisch
Supervisor(s): Thorsten Hens
University of Zurich, 2005.


Advancements on the Theory of Investment Science
Enrico De Giorgi
Supervisor(s): Thorsten Hens
University of Zurich, 2004.


Master Theses (117)

Non-Parametric Estimation of State Price Densities
Daniel Grosshans
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Emerging Market Monetary Policy and the Carry Trade
Rasia Naidoo
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Exiting Quantitative Easing: Are there Spillover Effects?
Ermir Binakaj
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Optimal Delta Hedging Frequency for Equity Options
Michael Schnetzer
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2017.


The introduction of GDP-linked bonds and the potential effects on some selected European countries
Xavier Schuwey
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Effects of Interest Rate Changes on the Stock Returns of Real Estate Investment Trusts: An Event Study
Fabian Schaub
Supervisor(s): Thorsten Hens, Jürg Syz
University of Zurich, 2017.


Rental Home Backed Securities (RBS) An Alternative Investment Opportunity in Switzerland?
Nicola Della Morte
Supervisor(s): Thorsten Hens, Leta Bolli
University of Zurich, 2017.


Der Rent-Gap der Stadt Zürich und dessen Auswirkungen auf Sanierungsinvestitionen
Patrick Ruf
Supervisor(s): Thorsten Hens, Juerg Syz
University of Zurich, 2017.


Investment Mistakes Drivers of Private Banking Clients
Janis M. Heibel
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2017.


Can the Carry Trade Strategy be improved by adding Value and Momentum?
Jonas Fässler
Supervisor(s): Thorsten Hens, Alexander David Thoma
University of Zurich, 2017.


Alternative Portfolio Optimization - Monetizing Volatility Risk with Variance Swaps
Florian Vetters
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2017.


Sell in May and Go Away - But Remember to Come Back in November
Dino Giuliani
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Die Schweiz als grösster Kaffeehandelsplatz der Welt - Geschichte, Hintergründe und Funktionsweise
Vladimir Tokovic
Supervisor(s): Thorsten Hens, Richard T. Meier
University of Zurich, 2017.


Commodity prices as a signal for currency carry trades
Michel Alain Guillet
Supervisor(s): Thorsten Hens, Alexander David Thoma
University of Zurich, 2016.


Vergleichende Analyse der Büroimmobilienmarktzyklen der Finanzplätze Frankfurt, London und Zürich
Christoph Walker
Supervisor(s): Thorsten Hens, Juerg Syz
University of Zurich, 2016.


Value Equities in Carry Currencies
Thormas Karg
Supervisor(s): Thorsten Hens, Tim Glaus
University of Zurich, 2016.


Strategic Allocation to Return Factors
Silvan Scheerer
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Ratingagenturen und ihre Dienstleistungen - Geschichtliche Entwicklung und Problematik ihres Einsatzes in der Kapitalmarktregulierung
Pascal Arambatzis
Supervisor(s): Thorsten Hens, Richard T. Meier
University of Zurich, 2016.


Forecasting Long-Term Expected Returns Based on Earnings - An Analysis of a Financial Industry Approach
Samuel Annen
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Capital Investment and Stock Returns: The European Evidence
Quoc Fu Ha
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Determinants of the Issuance and Pricing of Insurance-Linked Securities
Philipp Handler
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Empirische Performance unterschiedlicher Optionspreismodelle
Stefan Betschart
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Geldmonopol vs. privatisiertes Geld; Vergleich der beiden Systeme und die Einführung von privatisiertem Geld in der Schweiz
Patrick Eugster
Supervisor(s): Thorsten Hens, Martin Janssen
University of Zurich, 2016.


Timing Models for Factor Investing
Ueli Hofstetter
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Saisonalität auf europäischen Aktienmärkten: eine branchenspezifische Analyse
Jan Hunziker
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Cross Section of Stock Returns: On the Empirical Comparison of Investor Sentiment Indexes
Hasan Karahan
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


On the Merits of the Black-Litterman Model: A Detailed Analysis
Mihaylo Yordanov
Supervisor(s): Thorsten Hens, Anastasiia Sokko
University of Zurich, 2016.


Estimating a Stock-Flow Model for the Swiss Housing Market and its Regions
Beatrice Brizuela Sagasti-Aemmer
Supervisor(s): Thorsten Hens, Marco Salvi
University of Zurich, 2016.


The Pricing of VIX Derivatives: Theory and Empirical Performance
Florian Sutter
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


The Outcome Bias in Advised and Autonomous Decisions
Manuel Pilla
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2016.


The Performance of the Lambda Star Strategy under New Stock Listings and Delistings - Backtested on Swiss Stock Market Data
Qian Cao
Supervisor(s): Thorsten Hens, Sabine Elmiger
University of Zurich, 2016.


Oil Price Indicators & Scoring Model
Sebastian Kollár
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Preisblasen auf dem Schweizerischen Wohnimmobilienmarkt
Sara Steinmann
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


How Green Buildings Mitigate Risk
Constantin Kempf
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Momentum or Contrarian? Identifying Determinants of Investor Beliefs
Sandra Petrovic
Supervisor(s): Thorsten Hens, Ferdinand Langnickel
University of Zurich, 2016.


Economic Cycles and Value Investing
Remo Kyburz
Supervisor(s): Thorsten Hens, Nilufer Caliskan
University of Zurich, 2016.


Growth vs. Value Investing: What is the Difference?
Alexander David Thoma
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


The Impact of Restricted Trading Hours on Trading Performance: An Experimental Study
Silvan Camenzind
Supervisor(s): Kremena Bachmann, Thorsten Hens
University of Zurich, 2016.


Analysis of Smart Beta ETFs
Christoph Buxtorf
Supervisor(s): Thorsten Hens, Nilufer Caliskan
University of Zurich, 2016.


Gibt es die Konsensus Falle bei Analystenempfehlungen?
Gabriel Meyer
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Europe's biggest accounting scandals. How can investors protect themselves?
Katarzyna Szanin
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Anxiety and Investment Performance
Daniel Rigert
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2015.


Implications of Demographic Changes on Stock Markets
Michael Huber
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Devisenhandel - Jüngere Geschichte und Funktionsweise
Ziyao Zhou
Supervisor(s): Thorsten Hens, Richard T. Meier
University of Zurich, 2015.


Investor Preferences and Mutual Fund Flows
Maria-Danai Tzioti
Supervisor(s): Nilufer Caliskan, Thorsten Hens
University of Zurich, 2015.


Dark Pools als Teil der Handelsinfrastruktur - Geschichte und Hintergründe
Corinne Hediger
Supervisor(s): Richard T. Meier, Thorsten Hens
University of Zurich, 2015.


Determinants of Swiss Money Market Debt Register Claim Yields
Sandro Galli
Supervisor(s): Thorsten Hens, Enzo Rossi
University of Zurich, 2015.


Offensive Risk Management: An Empirical View on Tail Hedging Strategies
Marc-Etienne Adank
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Explaining co-movement with co-mentions in financial media
Mateusz Wróblewski
Supervisor(s): Thorsten Hens, Michal Dzielinski
University of Zurich, 2015.


Presentation Forms and Risk-Taking Behavior of Investors
Svea Ludwig
Supervisor(s): Thorsten Hens, Stefan Zeisberger, Ferdinand Langnickel
University of Zurich, 2015.


Robot Advisory - "Ein Fluch oder doch ein Segen?"
Dominic Hinny
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2015.


Dynamische Interaktion zwischen Value und Momentum
Michael Iten
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Globas vs. Regional Value Investing: A Comparison
Tim Glaus
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


The Chinese Renminbi on its Way to a Convertible and International Currency
Raffael Willi
Supervisor(s): Thorsten Hens, Richard T. Meier
University of Zurich, 2015.


Predicting Stock Price Correlations - An ROC Curve Based Classifier Performance Analysis
Martin Castrischer
Supervisor(s): Thorsten Hens, Sven Christian Steude
University of Zurich, 2015.


Einfluss von Subventionen auf die Bautätigkeit energieeffizienter Gebäude in der Schweiz
Caroline Rutz
Supervisor(s): Jürg Syz, Thorsten Hens
University of Zurich, 2015.


Rohstoffpreise als Ursache für Krisen und Konflikte
Marco Guldener
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


An Analysis of Price Development in the Real Estate Market in Switzerland
Patrick Stump
Supervisor(s): Thorsten Hens, Manish Gupta
University of Zurich, 2014.


Implications of SP/A Theory on Optimal Portfolio Choice
Dominique Schwestermann
Supervisor(s): Nilufer Caliskan, Thorsten Hens
University of Zurich, 2014.


Impact of Regulatory Transparency Notifications on Stock Prices
Viktor Dinevski
Supervisor(s): Thorsten Hens, Nilufer Caliskan
University of Zurich, 2014.


Applying Urban Economics to Hong Kong
Severin Tobler
Supervisor(s): Jürg Syz, Thorsten Hens
University of Zurich, 2014.


Welfare Effects of a Proportional Tax on Financial Transactions
Biljana Meiske
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Decision Heuristic or Utility Driver?
Julian Gabrisch
Supervisor(s): Thorsten Hens, Stefan Zeisberger
University of Zurich, 2014.


Price Predictability in an Evolutionary Finance Model
Ferdinand Langnickel
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Correlation 2.0: News and Social Media Predicting Stock Correlations?
Michael Bonifazi
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Determinants of Swiss Porperty Rents - Evidence from Swiss Residential Markets
Philipp Dillinger
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Modelling Deleveraging
Stefan Nef
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Market and Liquidity Risk in the Corporate Bond Market
Eliane Eberle
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The Effect of Credit Rating Changes on Asset Prices
Ugur Aksoy
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Verzerrungen bei der Wahl von Autoversicherungen
Christian Hardegger
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Tracking Error Berechnungen bei ETFs
Hans-Jörg Morath
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Technical Indicators and Investment Strategies: An Empirical Study
Brian Buchmann
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The US dollar during the financial crisis: an intraday analysis
Rocco Fedele
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Green Premium - Analyse am Beispiel des Immobilienmarktes des Kantons Zürich
Marco Rutz
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The impact of stock market crashes on the pricing kernel
Tino Schmid
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The trading behavior and profitability of retail investors with regard to news
Maik Panter
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Neurofinance and Risk Tolerance
André Schiesser
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Information Dynamics in Financial Markets
Fabienne Locher
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Marktexperimente in der Finanzwirtschaft: Überblick und Übertragbarkeit auf reale Märkte
Reto Gurtner
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Value Investing in Commodities
Philipp Struwe
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Value Investing
Patrick Rüegger
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The influence of news sentiment on correlations between commodity returns
Marcel Fischli
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Ist Newstrading erfolgreich?
Remo Spühler
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


The response of Swiss real estate funds to macroeconomic factors
Rebecca Merkli
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Die jüngste Entwicklung des Private Banking in der Schweiz (ab 1985)
Stefanie Meyer
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Analysis and Timing of Managed Futures Strategies
Peter Gilles
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Speculative Bubbles in a Production Evonomy with Innovation
Alexander Tobler
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


How Important is the Overall Probability of a Loss in Repeated Investment Decisions?
Lukas Meier
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Expectations Implied in Option Prices: An Equilibrium Approach
Sandro Caluori
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Kulturelle Unterschiede im Fehlverhalten bei finanziellen Entscheidungen
Sébastien Brühwiler
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Information Spillover Effects between the Commodity and the Stock Markets
Timo Wassmer
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Rückvergleich von nachrichtenbasierten Anlagestrategien
Christoph Bischofberger
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Hedge Fund Placement - current situation and possible developments
Rossier Joël
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Alpha Opportunity barometer
Reto Schläpfer
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Real estate in an asset allocation: an optimized portfolio through resampling
Philipp Langenegger
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Estimation of the Pricing Kernel and its Application to Portfolio Management
Marc Engel
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Secondary Market: Fair Value Pricing for Structured Products
Menzi Roman
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Imposing the Right Constraints on Behavioral Portfolios
Claudia Fernandes
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Country risk management of microfinance investment vehicles
Christos Iossifidis
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Rebalanzierungskonzepte für Pensionskassen
Raphael Mueller
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Strukturierte Produkte ohne Optionen auf den Basiswert: Auswirkungen auf Hedging und Mispricing
Jonas Reisert
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


A Test of the Credit Suisse Real Estate Risk Profiler
Mila Winter
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Do simple heuristics make us smart? - an analysis of gain-loss realization rules
Marco Arcari
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Price-Earnings Ratio and Excess Return: An Empirical Analysis of the Swiss Stock Market
Cyrill Staubli
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Analyse von Montagsrenditen am Schweizer Akrienmarkt
Manuel Brun
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Controlling the tactical Asset-Allocation of a Pension Fund using fundamental and psychological Indicators
Remo Stössel
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Analysis of a momentum strategy to control the equity exposure
Hungerbuehler Philippe
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Measuring implied default probabilities in the financial sector
Markus Bürgi
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Visualization of Portfolios
Pascal Pugatsch
Supervisor(s): Patrick Knab, Harald Gall, Thorsten Hens, Dieter Niggeler
University of Zurich, 2009.


Modelling of higher moments of stock return processes
Gabriel Neukomm
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Bachelor Theses (164)

Vergleich der Präzision des Fisher-Weil- und des Ho-Lee-Modells
David Willa
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Can User Trends in the Internet explain and predict Sector-Based Stock Market Movements?
Karim Rifai
Supervisor(s): Nina Gotthelf, Thorsten Hens
University of Zurich, 2017.


A performance analysis of Islamic banks across severral countries
Vinoth Yogarasa
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Predicting Bitcoin - Gauging the Market for Bitcoin Using Web Search Queries
Yannick A. Ziörjen
Supervisor(s): Thorsten Hens, Thomas Puschmann
University of Zurich, 2017.


Erklärung der Low-Beta Anomalie des CAPM durch heterogene Anlagestrategien
Christoph Vogt
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Können Analystenempfehlungen in der Schweiz Überrenditen generieren?
Yannick A. Strittmatter
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Dokumentenaufrufe - ein möglicher Indikator für Kapitalflüsse bei börsengehandelten Fonds?
Thomas Fuhrmann
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Ankereffekt und Risikoprämie anhand einer Crowdfunding-Kampagne
Simon Hux
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Currency Hedging: The Perspective of an Equity Investor Based in Switzerland
Jakob Zohmann
Supervisor(s): Thorsten Hens, Alexandra Janssen
University of Zurich, 2017.


Vergleich zweier Anlagestrategien anhand des Evolutionary Finance Modells
Michael Wickli
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Unterscheidet sich die Performance von Momentum zwischen den Branchen?
Stefano Gmür
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2017.


Implikationen des Niedrigzinsumfeldes auf die Anlagestrategie von Pensionskassen
Raphael Imhof
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Betafaktorenzerlegung des "Fidelity Special Situation" Fonds
Andreas Egger
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Evolutionary Models in Finance
Nadya Dettwiler
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Systematisierung von FinTech-Unternehmen in strategische Gruppen
Nima Hashemi
Supervisor(s): Thorsten Hens, Thomas Puschmann
University of Zurich, 2017.


The different theories of the 2010 Flash Crash with main focus on high-frequency trading
Laurent Angehrn
Supervisor(s): Thorsten Hens, Anastasiia Sokko
University of Zurich, 2017.


Heuristiken oder Nutzenmaximierung? Eine Analyse mittels der evolutionären Finanzmarktforschung
Ermir Demaj
Supervisor(s): Thorsten Hens
University of Zurich, 2017.


Determinants of Currency Crashes
Jonas Widmer
Supervisor(s): Thorsten Hens, Alexandra Janssen
University of Zurich, 2017.


Anwendung des CAPM und eines erweiterten Faktormodells mit Wechselkurskomponente für Aktienrenditeschätzungen von Schweizer Unternehmen
Christian Fuchs
Supervisor(s): Thorsten Hens, Regina Hammerschmid
University of Zurich, 2016.


Das CAPM aus Sicht der Evolutionären Finanzmarktforschung
Simon Albisser
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Analyse der ungedeckten Zinsparität aus Sicht einer Save-Haven Währung
Philipp Mockenhaupt
Supervisor(s): Thorsten Hens, Alexandra Janssen
University of Zurich, 2016.


Google Trends as a Signal for UK Stock Market Movements
Sandro Huwyler
Supervisor(s): Thorsten Hens, Nina Gotthelf
University of Zurich, 2016.


The Profitability of Technical Trading Rules on the Swiss Stock Market
Nico Fehr
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Does Trading Activity Have A Cultural Dimension?
Liyan Zhang
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2016.


Risk and Return of Sin Stock Investments
Christian Egolf
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


What Drives The Swiss Franc? A comparison of FX-Factor Sensitivity Before and After the Lower Bound on the Euro
Reto Willi
Supervisor(s): Thorsten Hens, Alexandra Janssen
University of Zurich, 2016.


Returns on the US Stock Market under Republican and Democratic Presidencies
Aaruran Indiran
Supervisor(s): Tim Glaus, Thorsten Hens
University of Zurich, 2016.


Die Performance ausgewählter Anlagestrategien vor, während und nach der Finanzkrise
Oliver Gut
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Implikationen von Negativzinsen für schweizerische institutionelle Anleger
Guillaume Bourquenoud
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Is there an Alphabet Bias in Stock Returns?
Gabriel Martin Übleis
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2016.


IPO Underpricing: Theorie und empirische Evidenz
Renato Bühler
Supervisor(s): Thorsten Hens, Alexandre Ziegler
University of Zurich, 2016.


Zinsimmunisierungsstrategien im Asset-Liability Management
Silvano Marchesi
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Verwendung von charttechnischen Indikatoren im Aktienhandel
Florian Rümmelein
Supervisor(s): Thorsten Hens
University of Zurich, 2016.


Das Fünffaktorenmodell - Der neue Standard für Aktienrenditen in der Schweiz?
Yannic Wymann
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


The influence of media vs social media on the financial markets
Florian Vetters
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Die Wahl des Hypothekarprodukts in Abhängigkeit des Zinsniveaus in der Schweiz
Andreas Reimann
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Analyse von "Regeln" zur Selektion von Freizügigkeitsfonds in der Schweiz
Lino Lendi
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Stock Price Development on the Ex-Dividend Date
Marie-Theres Hütter
Supervisor(s): Sven Christian Steude, Thorsten Hens
University of Zurich, 2015.


Veränderung der Beziehung zwischen Bank, Kundenberater und Kunde über die Jahre
Steffen Killmaier
Supervisor(s): Thorsten Hens
University of Zurich, 2015.


Correlations in Financial Markets - An empirical analysis of measuring correlation on different sampling frequencies
Dino Giuliani
Supervisor(s): Sven Christian Steude, Thorsten Hens
University of Zurich, 2015.


Financial Correlation Modeling Using News and Social Media Data
Ceren Satilmis
Supervisor(s): Thorsten Hens, Sven Christian Steude
University of Zurich, 2015.


Einfluss von saisonalen Effekten auf dem Aktienmarkt
Manuel Spörri
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Erkennung von Zufall: Einflussfaktoren und Lerneffekte
Sabina Pandurski
Supervisor(s): Thorsten Hens, Kremena Bachmann
University of Zurich, 2014.


The Elicitation of Loss Aversion
Victoria Keller
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Under which circumstances does the investor benefit from short selling?
Aaron Scheib
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Analyse von Structured Products mittels Monte Carlo Simulation
Sophie Kolberg
Supervisor(s): Thorsten Hens, Thorsten Hens
University of Zurich, 2014.


Bitcoins
Roland Denzler
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Framing-Effekte im Financial Reporting: Der Einfluss von Unterschieden in der Performance-Präsentation
Cyrill Rütsche
Supervisor(s): Stefan Zeisberger, Thorsten Hens
University of Zurich, 2014.


Vergleich unterschiedlicher CAPM-Anomalien im Schweizer Aktienmarkt
Marc Staub
Supervisor(s): Thorsten Hens, Sabine Elmiger
University of Zurich, 2014.


Empirische Eigenschaften von kryptographischen Währungen
Michael Sahdo
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Relevanz Alternativer Investments als Diversifikations- und Renditeoptimierungsinstrument für Retail-Investoren
Patrick Mann
Supervisor(s): Thorsten Hens, Sven Christian Steude
University of Zurich, 2014.


Patterns and Stylized Facts in the Field of Sector Rotation Strategies
Philipp Hürlimann
Supervisor(s): Thorsten Hens, Sven Christian Steude
University of Zurich, 2014.


Empirical Drivers of Gold Forward Prices
Marc D. Seidel
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Backtesting verschiedener Rebalanzierungsstrategien
Li Wan
Supervisor(s): Thorsten Hens
University of Zurich, 2014.


Finanzielle Anreize, Freiräume in der Berichterstattung und Handelsaktivitäten von CEOs
Moritz von Graffenried
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Die jüngere Geschichte des schweizerischen Banknotenhandels - von Bretton-Woods bis zum Euro
Marko Brunold
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Cumulation and Consonance in the US Print Media during Times of Boom and Bust
David Kohler
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Die strategische Neuausrichtung der UBS - ein nicht ganz so neuer !
Patrick Zukowski
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Monetary Policy and Real Estate Prices: A Data Analysis for Switzerland
Daniel Fuchs
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Hängen geschätzte Zeit- und Risikopräferenzen vom akademischen Hintergrund ab?
Nikola Simic
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The attractiveness of structured products under Prospect Theory
Anchal Amirtham
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Value Investing and Seasonality
Jan Iten
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Der Einfluss von Optionen auf den Wettbewerb von Anlagestrategien im evolutionären Finanzmarktmodell
Nikola Nadzamova
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Unabhängige Vermögensverwaltung - das Geschäftsmodell für die Zukunft
Dominique Weber
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Die Reaktion von CAP-Hypotheken-Nachfragen auf die Libor-Zinssätze
Songül Vural
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


The impact of the financial crisis 2008 on the pricing kernel
Yang Li
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Black-Litterman Portfolio Optimization with Respect to Behavioral Decision Theory
Pascal Zuber
Supervisor(s): Thorsten Hens
University of Zurich, 2013.


Der Zusammenhang von Trader-Eigenschaften und Trading-Verhalten - eine experimentelle Analyse
David Stäuble
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Dokumentation der letzten grossen Krisen (2007-2011) - statistische Darstellung und Analyse
Ziyao Zhou
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Technische Analyse anhand einer konkreten Anlagestrategie
Sabri Elia
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Ungeduld, Selbstkontrolle und Staatsverschuldung: Theorie und Empirie
Richard O. Alder
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Gefahren und Konsequenzen der Regulierung von Strukturierten Produkten
Marco Springer
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Responsibility in Commodity Investments
Andrea Staudacher
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Informationsdynamik zwischen Sozial Media und Aktienmärkten
Samuel Portmann
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Aktuelle Entwicklungen von Internet und Social Media auf die Finanzintermediation - ein Überblick
Johannes Weiss
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Momentum auf Aktien, Obligationen und Rohwaren
Rocco Altobelli
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


High frequency feedbacks between different debt classes for the Dow Jones companies
Marco Sallenbach
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Anreize und finanzielles Entscheidungsverhalten
Oliver Merz
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Konjunkturabhängigkeit systematischer Risikofaktoren in der Schweiz
Laura Anzoni
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Reputationsrisiko von Fondsgesellschaften
Christian Ansorg
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


"Die Konsensusfalle" - Sind heterogene Erwartungen treffsicherer als homogene Erwartungen?
Sophia Lammer
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Der Einfluss der Medien auf Aktienkurse bei Naturkatastrophen
Philippe Kuhn
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Die Kosten bei Vermögensverwaltungsmandaten von privaten und universalen Banken in der Schweiz
Tobias Pfortmüller
Supervisor(s): Thorsten Hens
University of Zurich, 2012.


Commodity ETFs from an Investor's Perspective
Marco Helfenberger
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Forecasting Intraday Liquidity in the Corporate Bond Markets
Michael Bonifazi
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Trading with the irrational behaviour of investors related to incoming news
Adrian Ryser
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Exchange Traded Funds 2011 - Eine Europäische Marktstudie im Sinne der Anleger
Hans-Jörg Morath
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Realized News Impact Curves on Commodity Markets
Patrick Herger
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Preisbildung von innovativen Strukturierten Produkten
Lukas Meier
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Was macht einen Trader erfolgreich? Hinweise aus einem Bublle-Experiment
Gereon Sommer
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Monumentum in ATM-Optionspreisen und Momentum in Nachrichten
Marko Milivojevic
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


The Impact of Valuation Methods on Property Price Development - a Swiss Perspective
Jérôme Rigoni
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Wirtschaftliche Bewertungsstandards und ihr Einfluss auf die Preisentwicklung von verbrieften Assets
Raphael Tischer
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Why do countries grow? An international comparison of growth rates after 1950.
Fabian Mark
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Value-at-Risk for Structured Products
Ivan Iliev
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Einschätzung von Informationsquellen für Anlageentscheide aus Kundensicht
Ralph Stephan Fischer
Supervisor(s): Thorsten Hens
University of Zurich, 2011.


Risk Preferences for Losses - Evidence from Experiments
Julian Mittmann
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


An welchem kalendertag soll ein Momentumportfolio rebalanciert werden?
Roger Küng
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Experimentelle Untersuchung zur Anlageberatung
Matthias Zannantonio
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Pricing Sustainability in a DCF-Framework
Akkio Mettler
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Media Coverage and Stock Returns in Hong Kong
Xian Song
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Momentum in Aktienpreisen und Momentum in Nachrichten - Vergleichsanalyse für den S&P 500
Dimitrij Nabatov
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Idiosyncratic risk in real estate portfolios: The case of owner-occupied housing
Ravi Mishra
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Die Rolle des Privatkundenberaters bei der Vermeidung von systematischen Fehlern bei Anlageentscheidungen
Sebastian Hunkeler
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Valuation of Metals and Mining Companies
Svetlana Polzunova
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


The Influence of High Frequency News on Commodity Prices
Michael Ehrlich
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Sovereign Risk: Determinants of Sovereign CDS Spreads
Christian Scherrer
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


News Analysis for Financial Markets
Marc Peter
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Haben Risikopräferenzen und kulturelle Aspekte einen Einfluss auf den Wohlstand verschiedener Länder?
Jan Strässle
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Media Coverage and Stock Returns in Austria
Philipp Schärli
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Sentiment Weighted Maximum Likelihood for Stock Returns
Leyh-Bannurah Tris-Denny
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Estimating Cross Asset Jump Process
Vassilios Laios
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


The Influence of News Sentiment on the Stocks of the Dow Jones Index
Fabienne Locher
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Eine Feldstudie: Strukturierte Produkte und Investorentypen
Dominik Füglister
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


A study on consumers' expectations of economic situation using secondary data analysis
Marco Müller
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


The Impact of Property Investments for Insitutional Investors
Alexander Tobler
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Credit Default Swaps (CDSs) - Entstehung, Funktion und ihre Rolle in der Finanzkrise
Damianov Peter
Supervisor(s): Thorsten Hens
University of Zurich, 2010.


Small Enterprise Lending in Emerging Markets
Lennard Leverkus
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Structured Finance Vehicles in Microfinance-Investment Banking für sozial Benachteiligte
Marc Greuter
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


The Microfinance Sector in Bangladesh: Innovation or Stagnation
David Pine
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Reputation Risk as a Source of Volatility
Natalia Eisele
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Eine informationsökonomische Analyse der Mikrokreditvergabe
Martina Hänni
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Real Estate for institutional investors
Manuel Kost
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Informeller und formeller Geldtransfer in Entwicklungsländer - ein Vergleich aus Kundensicht
Daniela Gubelmann
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Gruppen- und Individualkredite in der Mikrofinanzierung
Cornelia Sommerhalder
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Renditemuster von Aktienfonds und deren Prognosegüte für abnormale Preisreaktionen
Timo Wassmer
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Fixed Income Arbitrage
Ralf Vetsch
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Optimizing structured products with barriers for retail investors
Siegel Kristin
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Können Aktienrückkäufe, Kapitalerhöhungen und Fusionen die "Excess Volatility" in der Schweiz erklären?
Michael Wiehl
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Der Nutzen von Anlageberatung: eine experimentelle Untersuchung
Reto Järmann
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Measuring Social Performance of Microfinance Institutions in Peru
Patricia Diana
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Methoden der Mikrokreditvergabe und ihre Anwendung im klassischen Bankbetrieb
Molitor Marie-Christine
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Portfoliooptimierungsmodelle mit Hedge Funds
Michael Schwarz
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


A cross-sectional analysis of excess volatility
Tobias Binz
Supervisor(s): Thorsten Hens
University of Zurich, 2009.


Entwicklung in Immobilien Derivativen
Thomas Rosenberger
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Behavioral Finance im Devisenhandel
Michael Limacher
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Klassifizierung von Termingeschäften und der Handel von Derivaten in der Praxis
Niki Schuler
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Lebenszyklusplanung aus der Sicht der Behavioural Finance
Claudio Eberle
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Die Wirkung von Baukosten auf das Ausüben von Renovationsoptionen
Joël Rossier
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Erklärung des Asset Allocation Puzzles durch Hedonic Editing
Steven Weissen
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Immobilien Performance Measurement mit Bilanzen
Diego Schultheiss
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


An analysis of direct and indirect real estate investments
Kevin Schwarz
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Ist geographische Diversifikation eine gute Alternative zur Standard-Portfolio-Optimierung?
Reto Hirzel
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Strukturierte Produkte: Änderung von Kennzahlen im Verlauf der Finanzkrise
Tahiraj Blerim
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Experimentelle Überprüfung zweier prominenter Methoden zur Bestimmung des Risikoprofils von Anlegern
Martin Dudler
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Mini Future Zertifikate
Yves In-Albon
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


The future of client advisory
Esposito Nadine
Supervisor(s): Thorsten Hens
University of Zurich, 2008.


Duration von Real Estate Wertanlagen
Constantin Fischer
Supervisor(s): Thorsten Hens
University of Zurich, 2007.