CV

Curriculum Vitae

Download Complete CV

Interests

  • Empirical Asset Pricing (Predicting the Equity Premium)
  • Portfolio Management (Quantitative and Empirical)
  • Risk Management (Risk Properties of Portfolios, Risk Metrics, Risk Indices, Financial Turbulence)
  • Parameter/Model Uncertainty (Robust Portfolios, Ambiguity Aversion)
  • Econometrics (Forecasting, multivariate GARCH)
  • Learning in Financial Markets
  • Behavioural Finance

Education

  • 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

Academic History

I was born in Munich and attended high school there. Afterwards I started my studies of Technical Mathematics (2001) and Business Administration (2003) and graduated from both in 2007. In the same year I passed the FRM exam and briefly worked for the Department of Banking and Finance of the University of Innsbruck. Afterwards in 2008 I did an internship in the Credit Portfolio Risk Department of Credit Suisse and started working as a Research Assistant for Porsche Automobil Holding SE in Stuttgart. I came back to the University of Innsbruck in 2009 and worked as a Research Assistant while completing my PhD in Economics in 2015. In 2010 I followed Michael Hanke (my thesis supervisor) to work for the University of Liechtenstein, where I have worked ever since (starting as Research Assistant, PostDoc and now Assistant Professor). In between, I have additionally worked for the Department of Information Systems at the University of Innsbruck.