The combination of materials with different magnetic properties at the nanoscale can lead to phenomena such as exchange bias via coupling effects, which shows huge potential for applications, e.g., in storage media or magnetic sensors. Whilst such structures so far are obtained via complex processes of alternating deposition from the gas phase hampering their application, their preparation from nanoparticle dispersions would not only be simplified but also enable a broad variety of possible material combinations and structures. Thereby, the processing of hard magnetic nanoparticles is challenging but can be circumvented by the use of precursor materials with subsequent phase transformation.