Sebastian Stöckl

Sebastian Stöckl

Assistant Professor in Financial Economics (tenured)

University of Liechtenstein


About me

I am currently a tenure-tracked Assistant Professor in Financial Economics 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

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  • Uncertainty (Parameter/Political/Economic Uncertainty)
  • Innovative Finance (Crypto Currencies, Machine Learning, Artificial Intelligence)
  • Pension Finance (Life-Cycle Optimization)
  • Empirical Asset Pricing (Cross-Sectional/Aggregate)
  • Portfolio Management (Quantitative and Empirical)
  • Risk Management (Risk Properties of Portfolios, Risk Indices, Risk Measures)
  • Parameter/Model Uncertainty (Robust Portfolios, Ambiguity Aversion)
  • Econometrics (Forecasting, multivariate GARCH)
  • PhD in Economics, 2015

    University of Innsbruck

  • Certified Financial Risk Manager, 2007

    Global Association of Risk Professionals

  • Master in Business Administration, 2007

    University of Innsbruck

  • Dipl.-Ing. of Technical Mathematics, 2007

    University of Innsbruck