Prof. Dr. Marc Paolella
Professor of Empirical Finance
Member of Steering Committee MSc in Quantitative Finance UZH ETH
marc.paolella@bf.uzh.ch+41 44 634 45 84
PLR-H-109, Plattenstr. 14, 8032 Zürich
Curriculum Vitae
Education
- Habilitation: 2002 - Christian Albrechts Universität zu Kiel
- Dr. sc.pol.: 1998 - Christian Albrechts Universität zu Kiel
- M.S. Statistics: 1993 - Colorado State University
- B.A. Economics and B.S. Applied Mathematics and Statistics 1990, State University of New York at Stony Brook
Research Interests
Continuous and Discrete Mixture Modeling; Distributional Testing; Financial Econometrics; Non-Elliptic Portfolio Optimization under Transaction Costs; Saddlepoint Approximation Theory; Time Series Analysis.
Teaching
- Regularly occurring in the Master's program: Fundamental Probability for Finance
- Regularly occurring in the Master's program: Mathematical and Computational Statistics with a View Towards Finance and Risk Management
- Occasionally Taught in the PhD program: Financial Econometrics and Time Series Analysis