Bachelor and Master Theses
As part of the Bachelor's or Master's program at the Faculty of Economics and Social Sciences, it is planned to write a Bachelor thesis (15 ECTS) in the third year of the Bacholor's studies or a Master thesis (27 ECTS) during the Master's program. The Chair of Finance and Accounting offers the supervision of bachelor and master theses in German and English.
The prerequisite for writing a thesis at the Chair of Finance and Accounting is the successful attendance of a BA course (Bachelor thesis) or MA course (Master thesis) in the field of finance. In addition to the suggested topics below, your own ideas are also welcome. A LaTex template can be requested by mail.
For all papers and theses the regulations of the faculty apply.
Topics for Bachelor Theses
- Private equity - the better shares?
- Shadow interest rates - Concept and consequences
- Investment calculation for solar power systems: Analysis and example calculation
- Private-Public Partnership (PPP): Economic analysis
- ESG reporting of industrial companies
- ESG reporting of trade companies
- ESG reporting of financial companies
- Green bonds: Concept and critical assessment
- Sustainable financial investments: Selection concepts
- Sustainable financial investments: Investment performance
- The restructuring of pension funds: Economic and legal analysis
- Measuring the interest rate risk of banks
- Management of interest rate risk in banks
- Significance of bond ratings
- ABS and MBS since the financial crisis
- Dividend policy in times of crisis
- Motives for share buybacks
- Over-indebtedness balance: Economic and legal requirements
- Macro strategies of hedge funds
- "Relative value" strategies of hedge funds
- Accuracy and stability of the share beta
- Stock beta in bull and bear phases
- Unsystematic equity risk in bull and bear phases
- Low interest phase and long-term corporate debt
- Active investors: Case studies
- Proposals for the taxation of internet companies: Presentation and critical discussion
- Concepts of the Robo Advisory
- Demographic development and expected stock returns
- Effect of short selling bans
- The Merton model of credit risk
- Comparison of credit risk measurement procedures
- The assessment of the quality of methods for forecasting insolvency
- Financial market reactions to the publication of quarterly reports
- Multiplier method of company valuation: Critical analysis using the example of the automotive industry
- Multiplier method of company valuation: Critical analysis using the example of the pharmaceutical industry
- Multiplier method of company valuation: Critical analysis using the example of the machine industry
- Timing capabilities of investment funds
- Skill versus luck: Driver of the performance of investment funds
- Forecasting power of stock recommendations by financial analysts
- The Jones model for identifying earnings management
- The Heston model of option valuation
- Monte Carlo simulation for the valuation of stock options
- Forward rates: Useful for forecasting interest rates?
- Credit spread for European government bonds since the financial crisis
- Underpricing for IPOs?
Topics for Master Theses
Corona - Which sectors are doomed? A CDS analysis
Corona - Earnings forecast revisions and earnings drift
Corona - Post earnings announcement drift - Before and after
Hedge funds as corporate owners – greedy locusts?
Interfering investors – the missing link in corporate governance?
“There will be sunshine after rain”? – Mean reversion in earnings
Detecting earnings management – A critical analysis of the Jones model
Exchange rate sensitivity of European stock returns
Implicit capital costs – presentation, criticism and estimation for Switzerland
The predictive power of target prices of financial analysts
Market-related and specific stock price fluctuations – Intensity and relative importance in different market phases
Price peaks and valleys of single shares – more and more frequent and extreme?
Stock performance after inclusion in a leading index – Are the new ones the future loser?
Value versus growth in bull and bear markets
Volatility forecasts with volatility indices
Are capital protection products fairly priced?
Capital market reactions to capital expenditure announcements
The smile in stock options
The smile in currency options
Expiration day effects for index options
Value-at-risk for structured products
Equity Premium Puzzle – State of the art
International diversification through investment in multinational companies?
Option valuation models – An empirical comparison
Is prospect theory really that good? – Limitations and alternatives
Capital market reactions to stock buyback announcements
Framing and risk attitude