Profilbild

Felix Matthys - Supervised theses

Assistent Prof. Dr. J.-C. Rochet



Publications Supervised theses

Master Theses (11)

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


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


Resampling in Asset Allocation
Philippe Stäheli
Supervisor(s): Felix Matthys, Markus Leippold
University of Zurich, 2013.


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


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


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


Capital Structure Arbitrage
Alain Moënnat
Supervisor(s): Felix Matthys, Markus Leippold
University of Zurich, 2011.


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


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


Bachelor Theses (9)

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


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


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


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


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


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


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