PhD Thesis

2017

Damien Ackerer
Thesis director: Damir Filipovic
Title of thesis: Polynomial models in finance
Title of the main paper:
Placement: Swissquote, Switzerland

Vincent Bogousslavsky
Thesis director: Pierre Collin-Dufresne
Title of thesis: Three Essays on Predictability and Seasonality in the Cross-Section of Stock Returns
Title of the main paper:
Placement: Boston College, USA

Petrov Evgeny
Thesis director: Semyon Malamud
Title of thesis: Three Essays on Corporate Disclosure
Title of the main paper:
Placement: Tuck School of Business at Dartmouth College, USA

Christoph Herpfer
Thesis director: Rüdiger Fahlenbrach
Title of thesis: Essays in Financial Economics
Title of the main paper: The Role of Bankers in the U.S. Syndicated Loan Market
Placement: Emory University Goizueta Business School, USA

Yalda Sigrist-Zargari
Thesis director: Erwan and co-director Rüdiger Fahlenbrach
Title of thesis: Essays in Bank Financing
Title of the main paper: How to finance SIFIs
Placement:

2016

Benjamin Junge
Thesis director: Anders Trolle
Title of thesis: “Essays on the Market Structure and Pricing of Credit Derivatives”
Title of the main paper: Market Structure and Transaction Costs of Index CDSs
Placement: Cornerstone Research

Christopher Trevisan
Thesis director: Pierre Collin-Dufresne
Title of thesis: “Essays in Financial Economics”
Title of the main paper: High-Frequency Jump Analysis of the Bitcoin Market
Placement: Special Figures, Switzerland

2015

Stefano Colonnello
Thesis director: Erwan Morellec and co-director: Rüdiger Fahlenbrach
Title of thesis: “Essays in empirical corporate finance”
Title of the main paper: “The impact of credit default swaps on creditor governance”
Placement: Otto-von-Guericke University and Halle Institute for Economic Research, Germany

Francesca Zucchi
Thesis director: Erwan Morellec
Title of thesis: “Essays in dynamic corporate finance”
Title of the main paper: “Internal-External Liquidity Feedbacks”
Placement: Federal Reserve Board of Governors, USA

2014

Rémy Praz
Thesis director: Semyon Malamud
Title of thesis: “Essays in asset pricing with search frictions”
Title of the main paper: “Equilibrium Asset Pricing with both Liquid and Illiquid Markets”
Placement: Copenhagen Business School, Denmark

Emmanuel Leclercq
Thesis director: Damir Filipovic and co-director: Loriano Mancini
Title of thesis: “Three essays on asset pricing”
Placement: Industry

Ilya Kolpakov
Thesis director: Anders Trolle
Title of thesis: “Commodity spread options pricing and the economic fundamentals of crack spreads”
Placement: Private Sector, Singapore

Ngoc Giang Hoang
Thesis director Erwan Morellec and co-director Rüdiger Fahlenbrach
Title of thesis: “Essays in Corporate Finance”
Title of the main paper: Inside debt and corporate failure”
Placement: Polytech Ventures, Switzerland

2013

Julien Cujean
Thesis director: Julien Hugonnier and co-director: Bernard Dumas (Insead)
Title of thesis: “Essays in Equilibrium Asset Pricing”
Placement: University of Maryland, R.H. Smith School of Business, USA

Giuliano Antonio Curatola
Thesis director: Julien Hugonnier
Title of thesis: “Essays on Asset Pricing with Reference Heterogeneity”
Placement: Goethe University Frankfurt, Germany

Michael Hasler
Thesis director: Julien Hugonnier
Title of thesis:“Essays in Information-Based Asset Pricing”
Placement: University of Toronto, Canada

2012

Jan Peter Kulak
Thesis director: Rüdiger Fahlenbrach
Title of thesis: “Essays in Financial Economics”
Placement: Procredit Bank, Frankfurt, Germany

2010

Philip Valta
Thesis director: Erwan Morellec
Title of thesis: “Corporate Finance, Asset Returns, and Credit Risk”
Placement: HEC Paris, France

Rodolfo Javier Prieto Katunaric
Thesis director : Julien Hugonnier
Title of thesis: “Essays on Equilibrium Asset Pricing”
Placement: Boston University, USA

2009

Elise Payzan-Le Nestour
Thesis director: Peter Bossaerts
Title of thesis: “Essays on Individual Decision Making under Uncertainty”
Placement: University of New South Wales