Projects
A collection of research projects, interactive applications, and EU-funded educational initiatives I have been involved in. These range from Shiny-based research tools for financial uncertainty and political event portfolios, to Erasmus+ online course projects in pension and savings finance, to an FFF-funded R-package and machine learning app for Liechtenstein pension optimization.
Risk-adjusted Forecast Performance

When Forecast Accuracy Fails to Translate into Performance Financial forecasting models are typically evaluated using statistical metrics such as RMSE or out-of-sample R². However, investors ultimately care about economic performance — e.g., Sharpe ratios, portfolio efficiency, and risk-adjusted returns.

2026-02-11

Decision Methods and Tools in the Context of Pension Finance
Decision Methods and Tools in the Context of Pension Finance

Developed an R-package and public Shiny app to optimize pension decisions for individuals in Liechtenstein's pension system, using large-scale optimization and machine learning.

2020-12-04

Macro-Financial Uncertainty
Macro-Financial Uncertainty

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

2019-12-12

Political Event Portfolios
Political Event Portfolios

Research data, plots and information on political event portfolios, focusing on the 2020 US presidential election.

2019-12-12

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.

2019-09-01

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).

2017-09-01