The main research areas of the chair of finance are risk management and different applications of contingent claims analysis in corporate finance and financial markets. Recent research projects deal with the management of commodity price risk, the liquidity and volatility of financial markets, valuation of derivatives, executive compensation with stock option plans, portfolio management, and the determination of the cost of capital.

Close research connections exist with the Centre for Financial Research (CFR) at the University of Cologne and the European Research Group on Options and Derivatives (RODEO).