Chair of Finance

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Cakici, N., Fieberg, C., Neumaier, T., Poddig, T., Zaremba, A.: Pockets of Predictability: A Replication, Journal of Finance, forthcoming. (VHB BA-FI: A+)
Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A.: A Trend Factor for the Cross-Section of Cryptocurrency Returns, Journal of Financial and Quantitative Analysis, forthcoming. (VHB BA-FI: A)
Cakici, N., Fieberg, C., Neumaier, T., Poddig, T., Zaremba, A.: The Devil in the Details: How Sensitive Are “Pockets of Predictability” to Methodological Choices?, Critical Finance Review, forthcoming. (VHB BA-FI: A)
Cakici, N., Fieberg, C., Liedtke, G., Zaremba, A.: A Factor Model for the Cross-Section of Country Equity Risk Premia, Journal of Banking & Finance, 171, 107373. (VHB BA-FI: A)
Cakici, N., Fieberg, C., Metko, D., Zaremba, A.: Factor momentum versus price momentum: Insights from international markets, Journal of Banking & Finance, 170, 107332. (VHB BA-FI: A)
Fieberg, C., Liedtke, G.; Poddig, T. (2024): Recurrent double-conditional factor model, in OR Spectrum, 47, pp. 205-254. (VHB OR: A)
Cakici, N., Fieberg, C., Metko, D., Zaremba, A. (2024): Do Anomalies Really Predict Market Returns? New Data and New Evidence, in: Review of Finance, 28(1), pp. 1-44. (VHB BA-FI: A)
Cakici, N., Fieberg, C., Metko, D., Zaremba, A. (2023): Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets, in: Journal of Economic Dynamics and Control, 155, 104725. (VHB BA-FI: A)
Fieberg, C., Metko, D., Poddig, T., & Loy, T. (2022): Machine learning techniques for cross-sectional equity returns' prediction, in: OR Spectrum, 45, pp. 289-323. (VHB OR: A)
Tubbenhauer, T., Fieberg, C., & Poddig, T. (2021): Multi-agent-based VaR forecasting, in: Journal of Economic Dynamics and Control, 131, 104231. (VHB BA-FI: A)

During the semester, consultation hours take place on Mondays from 8:30 - 10:00 am. (without registration).
During the lecture-free period only by prior arrangement.
Consultation hours currently take place exclusively via ZOOM.
In the event of last-minute changes, cancellation or postponement of consultation hours, please arrange an alternative appointment in good time.