Academic Work Experience and Education

08/2019 - today         Tenure-track professor for Finance (W1), Karlsruhe Institute of Technology

05/2024 - 03/2025 Parental leave

08/2014 - 07/2019    Assistant professor, Finance Department, Goethe University Frankfurt

Member of the Asset Pricing research group under the supervision of Christian Schlag

01/2018 - 04/2018   Visiting scholar at the University of British Columbia at Vancouver

09/2015 - 12/2015   Visiting scholar at the University of North Carolina at Chapel Hill

Funded by research grant of the German Research Foundation (DFG)

07/2014                      Ph.D., Finance Center, University of Münster (Dr. rer. pol.)

 Thesis: Asset pricing under ambiguity

Supervisor: Nicole Branger

10/2010 - 07/2014    Ph.D. student and research assistant, Finance Center, University of Münster

09/2010                      Diploma in Mathematics (MSc equivalent), University of Münster

Thesis: Dedekind zeta functions and toric geometry

Supervisor: Christopher Deninger

10/2007 - 09/2010    Teaching assistant, Mathematical Institute, University of Münster


Memberships

Principal investigator of DFG research unit "Financial Markets and Frictions - An Intermediary Asset Pricing Approach" (FOR 5230)

Spokesperson of DFG scientific network "Theory-Based Empirical Asset Pricing"


Research Interests

Asset pricing, macroeconomic risks, volatility risks, cross-section of stock returns, financial econometrics


Presentations at Conferences and Seminars

2024   Paris December Finance Meeting (presentation by coauthor)

  30th Annual Meeting of the German Finance Association, Aachen (presentation by coauthor)

  TBEAR Network Asset Pricing Workshop


2023   26th Conference of the Swiss Society of Financial Market Research, Zurich

Workshop on Econometric Advances in Macro and Finance, Rotterdam

University of Cologne

HKMetrics Workshop on Financial Forecasting, Karlsruhe


2022   VieCo Conference on Financial Econometrics, Copenhagen

            TBEAR Network Asset Pricing Workshop (presentation by coauthor)

  Tilburg School of Economics and Management


2021   Paris December Finance Meeting

  Erasmus School of Economics, Rotterdam (presentation by coauthor)

  University of Hamburg

  27th Annual Meeting of the German Finance Association, Innsbruck

  SAFE Asset Pricing Workshop, Frankfurt (discussion)

  University of Tuebingen

  University of Alabama

  University of Hamburg (presentation by coauthor)

            Midwest Finance Association Meeting

            SDU Odense


2020   LTI Asset Pricing Conference at Collegio Alberto, Torino (presentation by coauthor)

            Midwest Finance Association Meeting, Chicago

            University of Liechtenstein

            Karlsruhe Institute of Technology

            North American Finance Association Meeting, San Diego (presentation by coauthor)

            American Finance Association Meeting, San Diego, poster session


2019   Paris December Finance Meeting (presentation by coauthor)

            Econometric Society Winter Meeting, Rotterdam (presentation by coauthor)

            26th Annual Meeting of the German Finance Association, Essen

            Aarhus University

            European Finance Association, Carcavelos

            Canadian Derivatives Institute Conference, Montréal (presentation by coauthor)

            LTI Asset Pricing Conference at Collegio Alberto, Torino (presentation by coauthor)

            22nd Conference of the Swiss Society of Financial Market Research, Zurich

            European Economic Association Meeting, Manchester (presentation by coauthor)

            SoFiE Conference, Shanghai (presentation by coauthor)

            French Finance Association Meeting, Québec City (presentation by coauthor)

            FMA Conference on Derivates and Volatility, Chicago (presentation by coauthor)

            University of Wisconsin at Madison

            Midwest Finance Association Meeting, Chicago

            University of Geneva (presentation by coauthor)


2018   Leibniz University Hannover

            25th Annual Meeting of the German Finance Association, Trier

  SAFE Asset Pricing Workshop, Frankfurt (discussion)

            European Finance Association, Warsaw

            UZH Zurich

            Western Finance Association Meeting, Coronado (discussion)

            Goethe University Frankfurt

            Karlsruhe Institute of Technology

            SFS Cavalcade, Yale (presentation by coauthor)

            Midwest Macroeconomics Meetings, Madison

            35th Annual Conference of the French Finance Association, Paris (presentation by coauthor)

            Conference on Frontiers of Factor Investing, Lancaster (presentation by coauthor)

            21st Conference of the Swiss Society of Financial Market Research, Zurich (presentations by coauthors)

            UNC at Chapel Hill (Kenan-Flagler)

            Midwest Finance Association Meeting, San Antonio

            UBC at Vancouver (Sauder)

            American Economic Association Meeting, Philadelphia (poster session)


2017   Wharton (presentation by coauthor)

            Deutsche Bundesbank (presentation by coauthor)

            24th Annual Meeting of the German Finance Association, Ulm (presentation by coauthor)

            44th Annual Meeting of the European Finance Association, Mannheim

            32nd European Economic Association Meeting, Lisbon

            34th Annual Conference of the French Finance Association, Valence (presentation by coauthor)

            16th Colloquium on Financial Markets, Cologne

            20th Conference of the Swiss Society of Financial Market Research, Zurich

            Goethe University Frankfurt (presentation by coauthor)


2016   Goethe University Frankfurt

            23rd Annual Meeting of the German Finance Association, Bonn

  SAFE Asset Pricing Workshop, Frankfurt (discussion)

            48th Money, Macro and Finance Research Group Annual Conference, Bath (presentation by coauthor)

            43rd Annual Meeting of the European Finance Association, Oslo

            31st European Economic Association Meeting, Geneva

            Workshop on Empirical Asset Pricing, Kiel

            WHU Vallendar (presentation by coauthor)

            Humboldt University Berlin (presentation by coauthor)


2015   Duke (Fuqua)

            UNC at Chapel Hill (Kenan-Flagler)

            UZH Zurich (presentation by coauthor)

            NCSU at Raleigh (Poole)

            22nd Meeting of the German Finance Association, Leipzig (presentation by coauthor)

            14th Colloquium on Financial Markets, Cologne

            18th Conference of the Swiss Society of Financial Market Research, Zurich


2014    Arne Ryde Workshop in Financial Economics, Lund

             Goethe University Frankfurt

             WWU Münster


2013    20th Annual Meeting of the German Finance Association, Wuppertal

             12th Colloquium on Financial Markets, Cologne (poster session)

             Arne Ryde Workshop on Financial Economics, Lund (presentation by coauthor)

             16th Conference of the Swiss Society of Financial Market Research, Zurich

             3rd Humboldt–Copenhagen Conference on Financial Econometrics, Berlin

             Risk Preferences and Decisions under Uncertainty Workshop, Berlin

             Campus for Finance Research Conference, Vallendar

             WWU Münster


2012    AFFI/Eurofidai Finance Meeting, Paris

             19th Annual Meeting of the German Finance Association, Hannover

             11th Colloquium on Financial Markets, Cologne (poster session)


Other activities