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)