UNIVERSITY OF COLOGNE

Main Research

• Capital markets
• Corporate finance
• Financial intermediary fund

Publications

• The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry
  CFR Working Paper No. 18-01; In: Journal of Banking and Finance, Vol. 122 (2021) (with G. Cici and A. Kempf)
• #MeToo Meets the Mutual Fund Industry: Productivity Effects of Sexual Harassment
  CFR Working Paper No. 19-03; In: Finance Research Letters, Vol. 40 (2021) (with G. Cici, S. Jaspersen and A. Kempf)

Working Papers

• Forecasting Earnings with Predicted, Conditional Probability Density Functions
  (M. Hendriock)
• Implied Cost of Capital and Mutual Fund Performance
  CFR Working Paper No. 20-11 (M. Hendriock)
• Finding your calling: Skill matching in the mutual fund industry
  CFR Working Paper No. 19-05 (with G. Cici and A. Kempf)

Teaching

Lecture

• "Fixed Income Management" ST 2022

Exercises

• "Fixed Income Management" ST 2017, ST 2022
• "Capital Market Theory" WT 2017/18, WT 2018/19, WT 2019/20

Master seminars

• "Current topics in asset management" ST 2017
• "What's Hot in Mutual Fund and Hedge Fund Research?" WT 2017/18
• "Topics in Investments" WT 2018/19
• "Facets of Active Asset Management" WT 2020/21

Bachelor seminars

• "Current Topics in Investments" WT 2019/20
• "Facets of Active Asset Management" WT 2021/22

Supervised Theses

A first overview of past thesis topics can be found here.

In particularly interested in a Master Thesis in the realm of applying stochastic processes or “Artificial Intelligence” in the form of “Machine Learning” to financial market data as well as in a Master Thesis about Portfolio Theory.