Research Interests: Asset pricing, Financial markets, Trading, Options/Derivatives
Degree | Field of study | University | Year |
---|---|---|---|
PhD | Finance, supervised by Prof. Dr. Paul Schneider | Swiss Finance Institute (SFI) and Università della Svizzera italiana (USI), Lugano, Switzerland | present 2019 |
Master | Financial Engineering, supervised by Prof. Dr. Damir Filipovic | École Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland | 2019 2017 |
Bachelor | Mathematics major with Economics | Karlsruhe Institute of Technology (KIT), Germany | 2017 2014 |
From surveys and theory to statistical methods. Which predictors can we trust? and when? Job Market Paper.
What is the consumption-wealth return? with P. Schneider and P. Whelan.
SFI (Swiss Finance Institute) Research Days, Gerzensee, Switzerland; 2022, June.
Conference on Stochastic optimal control in Economics, Finance, and Learning theory, ETH Zürich, Switzerland; 2023, June.
SFI (Swiss Finance Institute) Research Days, Gerzensee, Switzerland; 2024, June.
FinEML (Financial Econometrics Meets Machine Learning) Conference, USI Lugano, Switzerland; 2024, November.
18th International Joint Conference CFE-CMEStatistics, London, UK; 2024, December.
PhD student representative of the Faculty of Economics, USI Lugano, Switzerland; 2023-2024.
Hiring Committee member for a position as Assistant Professor in Management and Organizations; USI Lugano, Switzerland; 2024.
Teaching assistant in Arbitrage Pricing (Spring 2021, 2022, 2023, 2024) and Informatics II (Fall 2023); USI Lugano, Switzerland.
Student assistant in Calculus I (Fall 2016), Calculus II (Spring 2016, Spring 2017), Introduction to Stochastics (Fall 2016), Probability Theory (Spring 2017); KIT, Germany.