| Ausbildung |
Ph.D. in Finanzen, Imperial College London
Ph.D. in Mathematik, École Polytechnique Fédérale de Lausanne
M.Sc. in Theoretischer Physik, Imperial College London
B.Sc. in Peiner und Angewandter Mathematik, China Agriculture University
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| Berufserfahrung |
Akademische Termine:
Assistenzprofessor, School of Finance, Universität St. Gallen, 2023-
Advanced Researcher, Leibniz-Institut für Finanzforschung SAFE, Frankfurt, 2021-2023
Assistenzprofessor (mit freundlicher Genehmigung), Fakultät für Wirtschaftswissenschaften, Goethe-Universität, 2021-2023
Visiting Fellow, London School of Economics, 2022
Frühere Industrietermine:
Glen Point Capital, London, 2020
Bank of America Merrill Lynch, London, 2018-20
Bank of England, 2017 |
| Lehraktivitäten |
Leibniz-Institut für Finanzforschung SAFE, 2021
- Systemisches Risiko: Frühwarnungen und systemrelevante Finanzinstitute (Ph.D.)
Imperial College Business School, 2015–20
- Derivate (Master), Investment- und Portfoliomanagement (Master), Finanzmathematik (Master), Asset Pricing (Ph.D.)
Universität Lausanne, 2013-14
- Allgemeine Hochschulmathematik I und II
École Polytechnique Fédérale de Lausanne, 2011-13
- Analysis I-III, Lineare Algebra |
| Projekte |
Publications:
“Volatility, Valuation Ratios and Bubbles: An Empirical Measure of Market Sentiment”, with Ian Martin, Journal of Finance, 76:6:3211?3254, 2021
Working Papers:
“Debt and Deficit: Fiscal Analysis with Stationary Ratios”, with John Campbell and Ian Martin
“Expected Currency Returns and Term Structure of Risk Preferences”, with Pasquale Della Corte and Alexandre Jeanneret
“Betting Against Correlation: A Systemic Foreign Exchange Risk Index”, with Paul Schneider and Christian Wagner
“Heterogeneous Beliefs on N Tree”, with Brandon Yueyang Han
“Currency Risk in the Long Run”, Pasquale Della Corte, Daniel P.A. Preve and Giorgio Valente |
| Weitere Informationen |
Frühere Veröffentlichungen in der Mathematik:
“On Global Regularity for Systems of Nonlinear Wave Equations with the Null-condition”, with Aparajita Dasgupta and Joachim Krieger, Dynamics of PDE, 12(2015): 115-125.
“Optimal Polynomial Blow Up Range for Critical Wave Maps”, with Joachim Krieger, Communications on Pure and Applied Analysis, 14(2015): 1705-1741.
“Generalized Dressing Method for the Extended 2-D Toda Lattice Hierarchy an Its Reductions”, with Xiaojun Liu, Science China: Mathematics, 54(2011): 365-380.
Eigene Internetseite
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