Blog

Publications

(2019). What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns. Applied Economics, (forthcoming).

(2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbach Business Review, 70(3).

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(2017). PRIX – A risk index for global private investors. The Journal of Risk Finance, 18(2).

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(2016). Decision Support for IT Investment Projects. Business & Information Systems Engineering, 58(6).

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(2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance.

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Working Papers

More Publications

(2019). Financial Distress and the Transmission of Macroeconomic Uncertainty: International Evidence. Working Paper.

Project

(2019). Quantitative Selection of Election Portfolios. Working Paper.

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(2018). Political Populism and Financial Markets. Working Paper.

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Projects

Parameter uncertainty and Financial Markets

In this project, we will research many aspects derived from the paper of Garlappi et al. (2007)

Selecting Election Portfolios

In this project, we quantitatively generate portfolios that successfully generate returns conditional on the election outcome. Current examples are based on the 2016 U.S. presidential election and the 2016 Brexit referendum.

Uncertainty in every aspect

We intend to create risk indices that serve a variety of purposes.

Global and Regional Risk Indices

In this project we create a variety of regional risk indices (US, EU & Switzerland) as well as global one. The purpose is to highlight which events had what influence on the regional financial markets and which regional event in turn had an impact on the stability of global financial markets.

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