CV

Curriculum Vitae

Interests

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)

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.

Research Visits

2019 / 07: Free University of Bolzano, Bolzano (Italy)
2019 / 05: UBC, Sauder School of Business, Vancouver (Canada)

Awards, Grants & Funding

2020: Innosuisse: An ESG-based Investment Case for Absolute Return Funds (with Liechtensteinische Landesbank AG) [grant: CHF 462'000]
2019: Erasmus+: Understanding Savings in Europe (with Free University of Bolzano and Alguru IVS) [grant: € 300'000]
2019: FFF: Decision methods and tools in the context of pension finance [grant: CHF 50'000]
2019: FFF: Parameter Uncertainty: Measurement and resulting implications for portfolio management [grant: CHF 50'000]
2016: Erasmus+: Understanding Pensions in Europe [grant: € 300'000]
2015: Research Prize of the Principality of Liechtenstein for Young Researchers at the University of Liechtenstein [award]