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Prof. Dr. Felix Kübler - Supervised theses

Professor of Financial Economics

@relbeuk.xilefbf.uzh.ch
PLD-F 04, Plattenstr. 32, 8032 Zürich
+41 44 634 41 06
CV vCard Details Team Teaching Publications Supervised theses Conferences

Dissertations (4)

Limits of Arbitrage and Collateral Constraints
Quan Zhang
Supervisor(s): Felix Kübler
University of Zurich, 2017.


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


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


Three Essays on Quantitative Asset Pricing
Simon Scheuring
Supervisor(s): Felix Kübler, Karl Schmedders
University of Zurich, 2012.


Master Theses (20)

Correlation or Volatility? Empirical Analysis about the Correlation Risk Premium in Index Options in the Swiss Equity Markets
Marius Bräm
Supervisor(s): Quan Zhang, Felix Kübler
University of Zurich, 2017.


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


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


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


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


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


Determinants of Momentum in Stock Prices
Florian Eckert
Supervisor(s): 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
Supervisor(s): Quan Zhang, Felix Kübler
University of Zurich, 2016.


Fundamental Momentum Strategy Returns
Christoph Rudolf
Supervisor(s): Runjie Geng, Felix Kübler
University of Zurich, 2016.


Portfolio Insurance Strategies for Pension Funds
Janis Wanner
Supervisor(s): Runjie Geng, Felix Kübler
University of Zurich, 2016.


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


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


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


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


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


Exchange Rate Sensitivity of Swiss Stock Return
Thomas Rosenberger
Supervisor(s): Felix Kübler
University of Zurich, 2012.


Vergleich verschiedener technischer und fundamentaler Vorhersagemodelle für Wechselkurse
Fidan Shkodra
Supervisor(s): Felix Kübler
University of Zurich, 2011.


Bachelor Theses (56)

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


GARP Investing: A sufficient Alternative to Value Investing?
Kevin Hardegger
Supervisor(s): 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
Supervisor(s): Felix Kübler, Quan Zhang
University of Zurich, 2017.


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


The impact of terrorist attacks on international global stock markets and on multiple and firm specific terrorism related events
Manuel Trbovic
Supervisor(s): Luca Mazzone, Felix Kübler
University of Zurich, 2017.


Replication of the Size Effect
Nicolas Fischer
Supervisor(s): Luca Mazzone, Felix Kübler
University of Zurich, 2016.


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


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


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


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


Smart Beta: Going beyond traditional passive and active investment strategies
Daniela Hadji Jankova
Supervisor(s): 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
Supervisor(s): Dominika Kryczka, Felix Kübler
University of Zurich, 2016.


Different Stock Weighting Methods and their Influence on Portfolio Performance
Patrick Goncalves da Costa
Supervisor(s): 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
Supervisor(s): Quan Zhang, Felix Kübler
University of Zurich, 2015.


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


The Equity Premium Puzzle in Switzerland
Ni Jiang
Supervisor(s): Quan Zhang, Felix Kübler
University of Zurich, 2015.


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


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


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


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


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


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


A comparison of size and ower between the OLS-market and FAMA-French three factor model in event studies
Julien Weber
Supervisor(s): Felix Kübler
University of Zurich, 2013.


Seasonality Effects in the Swiss Stock Market
Reto Heeb
Supervisor(s): Felix Kübler
University of Zurich, 2013.


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


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


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


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


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


Margin Requirements and Volatility in Silver Futures Markets
Richard Achermann
Supervisor(s): Felix Kübler
University of Zurich, 2012.


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


Dynamic Portfolio Optimization
Matthias Huber
Supervisor(s): Felix Kübler
University of Zurich, 2012.


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


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


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


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


Kupferinvestments: Titel- versus Portfolioperformance
Andreas Marti
Supervisor(s): Felix Kübler
University of Zurich, 2011.


Predictability on the Foreign Exchange Market
Daniel Schön
Supervisor(s): Felix Kübler
University of Zurich, 2011.


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


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


Portfolio-Optimierung nach Black-Litterman und Markowitz
Albulen Kastrati
Supervisor(s): Felix Kübler
University of Zurich, 2011.


Bond Risk Premia - Tent Shape
Ognjen Mijatovic
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Corporate Valuation and Factor Models
Hotz Simon
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Die Signifikanz des Januareffekts bei kotierten Schweizer Firmen
Jan Furrer
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Explanations of the Value Premium Puzzle
Comminot Fabio
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Vom CAPM zum Fama French 3 Faktorenmodell
Marc Meili
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Foreign Exchange: Theorie und Praxis der Forward Premium
Gabriel Lappe
Supervisor(s): Felix Kübler
University of Zurich, 2010.


Gibt es effiziente Fusionen?
Beat Meier
Supervisor(s): Felix Kübler
University of Zurich, 2010.


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