Academic Work Experience and Education
08/2019 - today Tenure-track professor for Finance (W1), Karlsruhe Institute of Technology
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
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
Referee for Econometrica, Review of Financial Studies, Management Science, Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Banking and Finance, European Journal of Finance, International Review of Economics and Finance, European Economic Review, Review of Managerial Science, International Review of Finance, International Review of Financial Analysis, Journal of Business Cycle Research, Journal of Behavioral and Experimental Finance
Referee for the SAFE Asset Pricing Workshop, the Annual Meetings of the Midwest Finance Association, the Swiss Society of Financial Market Research, and the CFR Colloquium on Financial Markets
Organizer of the Finance Brown Bag Seminar at Goethe University (2016-2019)
Organizer of the Finance and Econometrics Research and Networking Seminar at KIT (FERN)
Organizer of CoFi - Coffee and Finance at KIT (CoFi)