Crypto Finance & Infrastructure
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
Projects
Research tools, apps, and collaborative initiatives
Factor Investing & Factor Timing
Methods for selecting, timing, and combining factors when the zoo is crowded, the cross-section is noisy, and estimation error dominates.
Political Finance
Using market prices to measure how political events and populist electoral shifts are priced into equities, volatility, and cross-country asset returns.
Risk-Adjusted Forecast Performance
Closing the gap between statistical forecast accuracy and the Sharpe ratio investors actually care about.
Uncertainty & Ambiguity in Finance
Measuring, pricing, and hedging the fact that investors do not know the true distribution of returns.
Investment Management Game (IMAG)
Erasmus+ project (2022–2025) delivering digital finance education through an online investment simulation — the Cesim Invest platform — for schools, universities, and professional training across Europe.
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.
Understanding Saving in Europe (USAVE)
Erasmus+ project (2019–2022) developing free online courses and interactive tools for life-cycle investments and personal financial planning — for the general public and higher-education students across Europe.
Understanding Pensions in Europe (UNPIE)
Erasmus+ project (2016–2019) developing free online courses and interactive tools for pension finance and personal pension planning — for the general public and higher-education students across Europe.
