Prof. Dr. Alexander Kempf

Department of Business Administration and Finance



Universitätsstraße 24
Gebäude: 101b
Raum: 6. OG, 623 A
50923 Köln

+49-(0)221/470-2714
+49-(0)221/470-3992

 

Main research

  • Asset Management
  • Risk Management
  • Asset Liquidity
  • Empirical Finance

Curriculum vitae

2015 - 2016Spokesman of the Key Research Profile Area "Value and Risk" at the University of Cologne
since 2006Member of the North Rhine-Westphalian Academy of Sciences, Humanities, and the Arts
2006 - 2008Member of the Executive Board of the European Finance Association (EFA)
2006 - 2007Spokesman of the Commission „Banken/Finanzierung” of the German Academic Association for Business Research
since 2004Managing Director of the Centre for Financial Research (CFR)
2002 - 2011Spokesman of the DFG-Graduate School "Theoretische und empirische Grundlagen des Risikomanagements"
2002 - 2006Editor of the journal "Die Betriebswirtschaft"
since 1999Professor of Business Administration at the University of Cologne and Director of the Department of Business Administration and Finance at the University of Cologne
1999Temporary Chair Holder at the Department of Business Administration, particular Finance and Capital Market Theory at European University Viadrina in Frankfurt (Oder)
1999Postdoctoral lecture qualification: "Wertpapierliquidität und Wertpapierpreise" at the University of Mannheim, Venia legendi in Business Administration
1995Conferral of the doctorate rer. pol.: "Zum Preiszusammenhang zwischen Kassa- und Futuresmärkten. Der Einfluss der Glattstellungsoption" at the University of Mannheim
(Supervisor: Prof. Dr. Dr. h.c. Wolfgang Bühler)
1982 - 1989Study of Economics at the University of Bayreuth, Hagen and Mannheim

Academic publications

 

Forthcoming

2017

2016

2015

2014

2012

2011

2010

2009

2008

2007

2006

2003

2000

1999

1998

1997

  • Die Auswirkung dynamischer Arbitragestrategien auf den Preiszusammenhang zwischen Kassa- und Futuresmarkt
    in: Zeitschrift für betriebswirtschaftliche Forschung, 49. Jhrg. (1997), pp. 617-644

1996

  • Preisführerschaft und imperfekte Arbitrage
    in: Zeitschrift für Betriebswirtschaft, 66. Jhrg. (1996), pp. 837-859 (with O. Korn)

1995

  • DAX Index Futures: Mispricing and Arbitrage in German Markets
    in: The Journal of Futures Markets, Vol. 15 (1995), pp. 833-859 (with W. Bühler)

1993

  • Der DAX-Future: Kursverhalten und Arbitragemöglichkeiten
    in: Kredit und Kapital, 26. Jhrg. (1993), pp. 533-574 (with W. Bühler)