Malte Schlosser wins “Best Quantitative Finance Master's Thesis Award 2023 – sponsored by Robeco”.
DBF PhD Candidate Malte Schlosser’s thesis on “Options and Bubbles: An analysis of market cycles and bubble indicators with application to an options strategy" stuck out to the steering committee of the Joint Degree program "Master of Science UZH ETH in Quantitative Finance" (MSc QF) for its innovative approach. The thesis was supervised by Prof. Dr. Thorsten Hens (UZH).
Prof. Erich Walter Farkas, Program Director Master of Science UZH ETH in Quantitative Finance on the Steering Committee’s decision: “Malte Schlosser examined the extent to which a strategy that aims to benefit from the positive long-term trend of the stock market as well as from the divergence between the expectations of the options market and the realized index prices can achieve a positive return. Furthermore, he questioned whether the use of bubble indicators could improve such a strategy. Based on the innovative approach, the comprehensive analysis using modern methods from econometrics, the work was most convincing compared to strong competition."
The main objective of this cooperation is to bring together, in a symbiotic and interdisciplinary way, the most competent personalities in sustainable investment in the fields of science and economics. It promotes research and its application in practice and is therefore relevant to Switzerland as a research location and financial center. Joint efforts contribute significantly to positioning Zurich and Switzerland as a hotspot for sustainable investment.