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Sebastian Stoeckl

Sebastian Stoeckl

Assistant Professor of Finance

University of Liechtenstein

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Biography

Information

About me

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’.

My R-packages

LogoDescription
crypto2 logomy crypto2-package to retrieve survivorship bias free crypto currency data from https://coinmarketcap.com
ffdownload logomy ffdownload-package to retrieve research data from Kenneth French’s famous website

Research Projects

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Decision Methods and Tools in the Context of Pension Finance

Decision Methods and Tools in the Context of Pension Finance

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).

Macro-Financial Uncertainty

Macro-Financial Uncertainty

Research data, plots and information for single and multi-country measures of Macro-Financial Uncertainty.

Political Event Portfolios

Political Event Portfolios

Research data, plots and information regarding the 2020 US presidential election.

Understanding Pensions in Europe

Understanding Pensions in Europe

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)

Understanding Saving in Europe

Understanding Saving in Europe

Erasmus+ Project sponsored by the European Union for the development of free online courses in the area of Life-Cycle Investments and Personal Financial Planning

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