Graduates

The list of students who have graduated since 2006

2018

PhD Student Track PhD Thesis Supervisor Next Employment
Simone Bernardi A Three Essays on Regulatory, Market, and Estimation Risk Markus Leippold Associate Director, UBS
Dominika Kryczka B Recursive Equilibria in Non-Optimal Financial Economies Felix Kübler  
Anastasiia Sokko B Essays in Behavioural Financial Markets and Asset Pricing Thorsten Hens  

2017

PhD Student Track PhD Thesis Supervisor Next Employment
Amelie Brune A Three Essays on Economic Crises Thorsten Hens Swiss National Bank
Andrin Bögli C Essays on the Economics of Deception and Debt Alexander Wagner  
Felix Fattinger A The Pricing of Uncertain Information: From the Lab, to Derivatives Markets, to State-contingent Sovereign Debt Marc Chesney Post-Doc, University of Melbourne
Lucas Marc Fuhrer A Three Essays on Money and Liquidity Kjell Nyborg SNB, Senior Economist
Nina Gotthelf A Three Essays on Media Content and Financial Markets Thorsten Hens  
René Hegglin A Three Essays on Empirical Banking Urs Birchler DBF Managing Director, Head of Administration
Andreas Ita A Essays in Corporate Finance Alexander Wagner Executive Director, UBS AG
Elisabeth Megally B Three Essays on Managerial Compensation Michel Habib non-affiliated Researcher
Ivan Petzev A Essays in Asset Pricing and Corporate Finance Alexander Wagner  
Cornelia Rösler B Three Essays on the Interbank Market Kjell Nyborg Accenture
Peter Schmidt A Essays on Financial Market Efficiency Alexander Wagner Lecturer, University of Bern
Jiri Woschitz A Three Essays on Monetary Policy and Financial Markets Kjell Nyborg PostDoc, DBF
Quan Zhang B Limits of Arbitrage and Collateral Constraints Felix Kübler tenure-track Lecturer (Assistant Professor), Lancaster University

2016

PhD Student Track PhD Thesis Supervisor Next Employment
Sabine Elmiger B On the Robustness of Consumption-Based Asset Pricing Thorsten Hens  
Diana Festl-Pell A Essays on Banking, Governance and Sustainability Urs Birchler Professor of Finance & Accounting, Karlshochschule International University
Diego Ostinelli A Financial markets, Innovation, and Acquisitions Michel Habib Prop Trading Desk, Banca IMI
Jakub Rojček B Market Quality and Price Impact of High-Frequency Trading and its Regulation Thorsten Hens LGT Capital Partners, Zurich
Bruno Troja A Essays on Optimal Investments in the Mitigation of Global Warming Marc Chesney Financial Controller/Business Analyst at II-VI Laser Enterprise, Zurich
Nikola Vasiljevic B Option Pricing and Market Risk Management in the Presence of Jump Risk Markus Leippold Credit Suisse, Zurich

2015

PhD Student Track PhD Thesis Supervisor Next Employment
Meike Bradbury A Improved Investment Advice Through Risk Simulation Thorsten Hens Credit Suisse
Michele Doronzo A Empirical Essays on Risky Assets, Asset Allocation and Emission Certificates Marc Paolella Swiss Re Asset Management
Manish Gupta A Three Essays in Real Estate and Entrepreneurial Finance Thorsten Hens Assistant Professor in Finance, Nottingham University Business School
Meriton Ibraimi A Essays on Arbitrage Pricing Theory and Systemic Risk Modeling Markus Leippold Ernst & Young
Markus Ludwig A Three Essays on Option Implied Information Markus Leippold Scout24, Munich
Anca Claudia Pana A Contributions to the Economics of Climate Change Mitigation Marc Chesney PostDoc, Harvard, Department of Environmental Economics and Public Policy
Falko Paetzold A Three Essays on Sustainable Investing in Private Wealth Management Marc Chesney CSP, Department of Banking and Finance
Remo Stössel A Risk Assessment and Risk Communication in Theory and Practice Thorsten Hens  
Lujing Su B Three Essays on Market Frictions Markus Leippold Senior Analyst, Deutsche Bank
Boris Wälchli A Essays on Nonaffine Option Pricing and Random Forests in the Fields of Finance Walter Farkas PostDoc, DBF

2014

PhD Student Track PhD Thesis Supervisor Next Employment
Fabian Ackermann A Three Essays on the Efficiency of Selected Financial Markets Karl Schmedders Head of Quant Portfolio Management, Zürcher Kantonalbank
Chris Bardgett B Volatility and correlation modelling for equity indices Markus Leippold Quantitative Analyst, UBS, London
Dominic Burkhardt B Three Essays in Asset Pricing Henrik Hasseltoft  
Nilufer Caliskan B Essays in Asset Pricing Anomalies Thorsten Hens Kieger AG, Director of Research and Portfolio Construction
Ethem Güney B Essays in Banking and Finance Jean-Charles Rochet Central Bank of the Republic of Turkey
Robert Huitema A Essays in Quantitative Finance Walter Farkas UBS, Associate Director
Jochen Krause A Mixture Models in Financial Risk Modeling Marc Paolella PostDoc, DBF
Dörte Kreher B Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics Ashkan Nikeghbali PostDoc, Humboldt Universität zu Berlin
Ombretta Marchiodi A Essays on Real Options, R & D, Empirical Applications to the Pharmaceutical Industry Marc Chesney Novartis
Felix Matthys A Three Essays in Quantitative Finance Markus Leippold Assistant Professor at ITAM, Mexico
Tatjana Puhan B Essays in Finance Marc Chesney Swiss Life Asset Management
Kristoph Steikert B The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth Felix Kübler Quantitative Analyst, Credit Suisse
Suzanne Ziegler A Bankinsolvenz und Einlegerschutz - Analyse und Beurteilung der Entwicklung in der Schweiz Urs Birchler Professor Banking & Finance, ZHAW

2013

PhD Student PhD Thesis Supervisor Next Employment
Erdinc Akyildirim Essays in Quantitative Finance Walter Farkas Akdeniz University, Antalya, Turkey
Elise Gourier Affine and Quadratic Models for Volatility and Interest Rates Markets Markus Leippold Queen Mary University of London
Pawel Polak Forecasting Financial Returns Under Non-Elliptical Distributions with Applications to Portfolio Allocation and Risk Management Marc Paolella Columbia University, New York
Nikolay Ryabkov Three Essays on Empirical Asset Pricing and Systematic Ambiguity Alexandre Ziegler OMERS Capital Markets
Zexi Wang Three Essays on Corporate Cash Policy and Financial Markets Kjell Nyborg University of Bern

2012

PhD Student PhD Thesis Supervisor Next Employment
Mario Häfeli Banking regulation: liquidity measures, capital requirements and deposit insurance Paolo Vanini Highschool Teacher, Zurich
Benjamin Jonen Essays on Asset Pricing and Portfolio Choice Felix Kübler Swiss Life Asset Management, Zurich
Matthias Jüttner Systemic Relevance in Financial Markets and Manufacturing Networks Paolo Vanini Swiss National Bank
Mustafa Karaman Essays in Econometrics of Financial Asset Pricing Models Loriano Mancini UBS, Zurich
Gabriel Neukomm Three essays on capital structure and structured finance Alexander Wagner PricewaterhouseCoopers, Zurich
Maria Putintseva Three Essays on Forecasting and Information Acquisition in Finance Marc Paolella Nationale Suisse, Basel
Jacob Stromberg Essays on the Pricing and Modeling of Derivatives and Risk-Taking Incentives Marc Chesney UBS, Zurich

2011

PhD Student PhD Thesis Supervisor Next Employment
Marc Arnold Essays on Credit Risk Alexander Wagner University of St. Gallen
Jan Wrampelmeyer Ambiguity, Illiquidity, and Hedge Funds: An Analysis of Recent Developments and Current Research Topics in Post-Crisis Financial Markets Loriano Mancini University of St. Gallen

2010

PhD Student PhD Thesis Supervisor Next Employment  
Remo Crameri Three essays inferring prospective and retrospective information based on options trading activities and a new theoretical approach on multivariate subordination of Lévy processes Marc Chesney UBS AG
Evgeny Plaksen Empire Building in Firms Going Public: How
Early Do We Discover the Problem
Michel Habib McKinsey, Basel
Urs Schweri Life-Cycles of Firms Thorsten Hens Schulleitung Schneisingen
Songtao Wang Optimal Capital Structure and Yield Spreads under Liquidity Risk Rajna Gibson Shanghai Jiao Tong University

2009

PhD Student PhD Thesis Supervisor Next Employment
Matteo Bonato Multivariate volatility modeling and forecasting with stable GARCH and Wishart Autoregressive models Marc Paolella UBS, Zurich
Gorazd Brumen The Effects of Networks and Informations on Asset Prices Rajna Gibson Morgan Stanley Risk Management Group, London
Mihnea Constantinescu Risk and return in the Swiss property market Thorsten Hens Bank of Lithuania
Luca Taschini An Empirical and Theoretical Study on Emission Permits Marc Chesney London School of Economics

2008

PhD Student PhD Thesis Supervisor Next Employment
Ganna Reshetar Assessing and Managing Operational Risk
with a Special Emphasis on Terrorism Risk
Marc Chesney Deloitte, Zurich
Bogdan Stacescu Three Essays on Payout Policy Michel Habib BI Norwegian School of Management

2007

PhD Student PhD Thesis Supervisor Next Employment
Kremena Bachmann-Damianova Corporate Financial Reporting and Disclosure.
A Behavioral Finance Perspective
Thorsten Hens UZH
Benoit Metayer Non - Standard Issues in Credit Risk Management Rajna Gibson Barclays Wealth, London
Florian Peters Essays in Corporate Finance Michel Habib University of Amsterdam
Martin Vlcek Individual Trading Behavior: The Disposition Effect Thorsten Hens Banque Cantonale Vaudoise

2006

PhD Student PhD Thesis Supervisor Next Employment  
Carsten Murawski Essays in Financial Economics Rajna Gibson University of Melbourne
Rina Rosenblatt- Wisch Optimal Growth under Loss Aversion Thorsten Hens Swiss National Bank