Credit Risk and Banking
In this research area, measurement and management of credit risks are analyzed.
Behavioral Finance and Asset Pricing
In this research area, knowledge about individual decision making is generated and/or taken from psychological research and transferred to economic settings. On the one hand, we look at decisions in stock markets and their impact on aggregate variables like price and volume. On the other hand, we look at households' decisions and their consequences for individual investors. We conduct both theoretical and empirical research (experimental economics as well as market data).
Decision Theory and Analysis
In this field of research, we aim to understand the basics of individual decision making, to identify systematic biases, to analyze their causes, and to model behavioral components of decision making. These insights are also applied to prescriptive decision theory and decision analysis.
Please take a look at our faculty's working papers and research interests if you are interested in ongoing research projects.