Sebastian Stöckl
Sebastian Stöckl

Associate Professor in Financial Economics

My $R$-packages

LogoDescription
crypto2 logomy crypto2-package to retrieve survivorship bias free cryptocurrency data from coinmarketcap.com
ffdownload logomy ffdownload-package to retrieve research data from Kenneth French's famous website
rqmoms logomy rqmoms-package to calculate option-implied moments according to Grigory Vilkovs's python package
Download CV
Interests
  • Uncertainty (Financial, Macroeconomic, Political)
  • Machine Learning
  • Empirical Asset Pricing
  • Asset Management
Education
  • Habilitation, 2024

    University of Liechtenstein

  • PhD Economics, 2015

    University of Innsbruck

  • MSc Business Admin., 2007

    University of Innsbruck

  • MSc Techn. 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 Associate Professor). In between, I have additionally worked for the Department of Information Systems at the University of Innsbruck.

Research Visits

Grants & Awards

  • 2020: Innosuisse (CHF 462,000) — ESG-based Investment Case for Absolute Return Funds
  • 2019: Erasmus+ (€300,000) — Understanding Savings in Europe
  • 2019: FFF (CHF 50,000) — Decision methods in pension finance
  • 2019: FFF (CHF 50,000) — Parameter Uncertainty measurement
  • 2016: Erasmus+ (€300,000) — Understanding Pensions in Europe
  • 2015: Principality of Liechtenstein — Research Prize for Young Researchers