I am currently an Assistant Professor at the Chair in Finance at the University of Liechtenstein. I received my Ph.D. in Economics from the University of Innsbruck and also am the holder of two graduate degrees in Business Administration and Technical Mathematics, both also from the University of Innsbruck.
My research interest covers all areas of uncertainty, e.g. (i) parameter uncertainty, (ii) financial uncertainty, (iii) macroeconomic uncertainty and (iv) political uncertainty and I have published several papers on these topics in Finance and Economics Journals.
My teaching spans topics from Research Methods in Finance to Econometrics, to Portfolio Management and Financial Analysis or Derivatives and ranges from Bachelor to PhD level courses and executive education (MBA, EMBA) at the University of Liechtenstein and the MCI Innsbruck. Additionally I am the project coordinator/leader for two Erasmus+ projects where we develop online courses in the field of Life-Cycle Planing and Pension Finance, as well as the Innosuisse project ‘An ESG-based Investment Case for Absolute Return Funds’.
crypto2-package to download crypto currency research data without survivorship bias from coinmarketcap.com
Preprint PDF Cite DOI JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION Macroeconomic Analysis & International Finance 2020* European Public Choice Society 2019 Public Choice Workshop 2019 (Pamplona) Wifo (Vienna)
Selected Working Papers
Overview In this project we developed an R-package (available through github at https://github.com/sstoeckl/pensionfinanceLi) to optimize decisions individuals in Liechtenstein’s pension system have to take. The package contains several optimizers as well as a documentation (available through vignette("model") once the package is installed).
Research data, plots and information for single and multi-country measures of Macro-Financial Uncertainty.
Research data, plots and information regarding the 2020 US presidential election.
Erasmus+ Project sponsored by the European Union for the development of free online courses in the area of Pension Finance and Personal Pension Planning (in german and english)