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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.

Module A Asset Pricing and Portfolio Management
Coordinator: Prof. Fabio Trojani more

Project A1Behavioural Finance
Leader: Prof. Thorsten Hensmore

Project A2Macro Risk, Capital Flows and Asset Pricing in International Finance
Leader: Prof. Philippe Bacchettamore

Project A3New Methods in Theoretical and Empirical Asset Pricing
Leader: Prof. Fabio Trojanimore

Project A5Dynamic Asset Pricing
Leader: Prof. Damir Filipovicmore

Module B Corporate Finance
Coordinator: Prof. Ruediger Fahlenbrach more

Project B1Corporate Finance, Market Structure and the Theory of the Firm
Leader: Prof. Michel Habibmore

Project B2Dynamic Corporate Finance: Theory and Tests
Leader: Prof. Erwan Morellecmore

Module C Risk Management
Coordinator: Prof. Loriano Mancini more

Project C1Credit Risk and Non-Standard Sources of Risk in Finance
Leader: Prof. Rajna Gibson Brandonmore

Project C2Volatility and Stability in Financial Markets
Leader: Prof. Giovanni Barone-Adesimore

Module D Quantitative Methods in Finance
Coordinator: Prof. Olivier Scaillet more

Project D1Mathematical Methods in Financial Risk Management
Leader: Prof. Martin Schweizermore

Project D2Financial Econometrics for Risk Management
Leader: Prof. Olivier Scailletmore

Project D3Computational Financial Economics
Leader: Prof. Felix Kueblermore

Module E Banking and Regulation
Coordinator: Prof. Jean Charles Rochet more

Project E1Systemic Risk and Dynamic Contract Theory
Leader: Prof. Jean Charles Rochetmore

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  The National Centres of Competence in Research (NCCR) are a research instrument of the
Swiss National Science Foundation.