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Welcome to the research group "Value and Risk"

The “Value and Risk” research group deals with the empirical analysis of the behavior of financial market participants, their dependencies on the design and regulation of financial markets, and their effects on asset pricing processes and financial market risks. This research center combines the research of the areas finance and accounting and taxation with the methodological expertise and research of the area time series and panel data econometrics and high-dimensional statistics in order to develop appropriate empirical methods to address topical and interdisciplinary research questions. The aim of this collaborative research is to compile guidance for financial practice and for the design of institutional frameworks as they pertain to financial markets. Hence, we combine the expertise and different viewpoints within the three research areas to generate an internationally visible research cluster.

An important link between the research activities of the members of the “Value and Risk” group is the sophisticated analysis of empirical research questions and problems in finance and accounting. To this end, existing and newly developed econometric tools are employed to investigate the value and risk of financial assets and institutions as well as investment strategies.