The list of students who have graduated since 2006 (Doctoral Program – Track B)


PhD Student PhD Thesis Supervisor Next Employment  
Quan Zhang Limits of Arbitrage and Collateral Constraints Felix Kübler  
Elisabeth Megally Three Essays on Managerial Compensation Michel Habib  
Cornelia Rösler Three Essays on the Interbank Market Kjell Nyborg  


PhD Student PhD Thesis Supervisor Next Employment  
Sabine Elmiger On the Robustness of Consumption-Based Asset Pricing Thorsten Hens  
Jakub Rojček Market Quality and Price Impact of High-Frequency Trading and its Regulation Thorsten Hens LGT Capital Partners, Zurich
Nikola Vasiljevic Option Pricing and Market Risk Management in the Presence of Jump Risk Markus Leippold Credit Suisse, Zurich


PhD Student PhD Thesis Supervisor Next Employment
Lujing Su Three Essays on Market Frictions Markus Leippold Deutsche Bank


PhD Student PhD Thesis Supervisor Next Employment  
Chris Bardgett Volatility and correlation modelling for equity indices Markus Leippold UBS, London
Dominic Burkhardt Three Essays in Asset Pricing Henrik Hasseltoft  
Nilufer Caliskan Essays in Asset Pricing Anomalies Thorsten Hens Kieger AG
Ethem Güney Essays in Banking and Finance Jean-Charles Rochet Central Bank of the Republic of Turkey
Dörte Kreher Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics Ashkan Nikeghbali Humboldt Universität zu Berlin
Tatjana Puhan Essays in Finance Marc Chesney Swiss Life Asset Management
Kristoph Steikert The Weighted Nadaraya-Watson Estimator: Strong Consistency Results, Rates of Convergence, and a Local Bootstrap Procedure to Select the Bandwidth Felix Kübler Credit Suisse  


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


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


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


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


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


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


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


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