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Welcome to the research group "Value and Risk"

This research group deals with the empirical analysis of the behaviour of financial market participants, their dependencies on the design and the regulation of financial markets as well as their effects on the pricing processes and the financial market risks. This research center bunches the applied and empirical research of the areas finance and accounting & taxation with the methodical competencies for developing appropriate empirical methods of the area econometrics & statistics. The aim of this collaborative research is to compile guidance for the financial praxis and the design of institutional frameworks of financial markets. As a consequence, we want to combine the empirical research within these three areas, to generate an internationally visible research cluster.

An important link between the research activities in this area is the sophisticated empirical analysis of various problems in empirical finance and accounting. To this end, existing and newly developed econometric tools are employed to investigate the value and risk of financial assets, institutions and investment strategies. This research benefits from a wide variety of large datasets characterizing financial assets, firms, and markets.