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FINRISK Projects |
The FINRISK research program on Financial Valuation and Risk Management is divided into twelve individual projects, which have been grouped into four modules. For detailed information on each module or a specific project, click the associated link.
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| Module A |
Asset Pricing and Portfolio Management | |
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Coordinator: Prof. Fabio Trojani |
more  |
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| Project A2 | Macro Risk, Capital Flows and Asset Pricing in International Finance | |
| Leader: Prof. Philippe Bacchetta | more |
| Project A3 | New Methods in Theoretical and Empirical Asset Pricing | |
| Leader: Prof. Fabio Trojani | more |
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| Module B |
Corporate Finance | |
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Coordinator: Prof. Ruediger Fahlenbrach |
more |
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| Project B1 | Corporate Finance, Market Structure and the Theory of the Firm | |
| Leader: Prof. Michel Habib | more |
| Project B2 | Dynamic Corporate Finance: Theory and Tests | |
| Leader: Prof. Erwan Morellec | more |
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| Module C |
Risk Management | |
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Coordinator: Prof. Loriano Mancini |
more |
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| Project C1 | Credit Risk and Non-Standard Sources of Risk in Finance | |
| Leader: Prof. Rajna Gibson Brandon | more |
| Project C2 | Volatility and Stability in Financial Markets | |
| Leader: Prof. Giovanni Barone-Adesi | more |
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| Module D |
Quantitative Methods in Finance | |
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Coordinator: Prof. Olivier Scaillet |
more |
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| Project D1 | Mathematical Methods in Financial Risk Management | |
| Leader: Prof. Martin Schweizer | more |
| Project D2 | Financial Econometrics for Risk Management | |
| Leader: Prof. Olivier Scaillet | more |
| Project D3 | Computational Financial Economics | |
| Leader: Prof. Felix Kübler | more |
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| Module E |
Banking and Regulation | |
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Coordinator: Prof. Jean Charles Rochet |
more |
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| Project E1 | Systemic Risk and Dynamic Contract Theory | |
| Leader: Prof. Jean Charles Rochet | more |
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