Our research focuses on risk management, empirical finance and investment management. Below we list some examples for research questions that we address in our work:

  • Can machine learning help to improve the prediction of stock market returns?
  • How should one control risk-taking in bond portfolios - with ratings or quantitative default risk measures?
  • How should one estimate the systemic risk of banks?

Publications of our institute can be found on the individual member pages.

Are you interested? Please get in touch with us to discuss possiblities for co-operation. Among other things, we can offer

  • Master theses (students work on topics suggested by you, or we bring in ideas from current research).
  • Mission-oriented research
  • In-house seminars