Master’s Thesis

The aim of the Master’s thesis is to produce an original piece of research work on a clearly defined topic within the investigative field of contemporary finance, under the guidance of one of the Masters’ Professors. For students considering a doctoral thesis, the Master’s thesis enables them to get an initial feel for what research involves and is often the foundation for further investigation for a student’s doctorate. For others, the Master’s thesis is a unique opportunity to demonstrate their scientific expertise in the field of finance and experience shows that employers highly value this research approach.

 

Examples of Master’s thesis topics written by students in recent years:

 

  • Does the development of the ETF market increase stock correlations?
  • Measuring alpha in the hedge fund industry
  • Algorithmic Trading Strategy: use volume decomposition model to propose an enhanced VWAP strategy
  • Do fairness opinions reduce behavioral biases in M&A?
  • Portfolios of hedge funds: Comparison of the “return/risk” profile for different allocation strategy
  • Dynamic correlations and optimal asset allocation
  • An analysis of discrete hedging and transaction costs impacts on option replication