- Lic. oec. University of St.Gallen, Switzerland, 1995;
- Ph.D. (finance and economics), University of St.Gallen, Switzerland, 1999;
- Habilitation, University of Zürich, Switzerland, 2004.
Asset Pricing, Portfolio Allocation and Investment Strategies, Risk Management
Honors, Awards and Grants
- 2012: Research Grant from the Dauphine-Amundi Chair in Asset Management, Paris-Dauphine University, for "Risk-Based Commodity Investing" (joint work with Simone Bernardi and Harald Lohre).
- 2011: The Sir Clive Granger Memorial Best Paper Prize 2011, Applied Financial Economics Prize, for "Data Snooping and the Global Accrual Anomaly" (joint work with Harald Lohre).
- 2009: Ranked 14th in the Handelsblatt Ranking of the top 100 researchers in Business Economics below age 40 and 49th in the overall ranking on research output since 2005. The ranking includes all researchers of Business Departments of German speaking universities in Austria, Germany and Switzerland.
- 2008: Research Grant from the Melbourne Centre for Financial Studies for "Financial Innovation, Bank Value, and Banking System Stability" (joint work with Carsten Murawksi)
- 2008: Research Grant from INQUIRE Europe for "International Dispersion and Momentum Effects"
- 2008: Research Grant from the Centre for Hedge Fund Research at Imperial College Business School for "Adaptive Momentum and Reversal Strategies" (joint work with Nick Baltas)
- 2007: Paper Price from INQUIRE Europe, INQUIRE UK and Q-Group for "Optimal Investments in Variance Contracts under Stochastic Volatility."
- 2006: INQUIRE Europe Research Grant for "Optimal Investments in Variance Contracts under Stochastic Volatility."
- 2004: STOXX Gold Award of the annual meeting of the European Financial Management Association (EFMA) for "A Simple Model of Credit Contagion."
- 2004: Operational Risk Achievement Award from RISK magazine (London) for "The Quantification of Operational Risk."
- 2003: Best Paper Award of the German Finance Association 2003 for "Equilibrium Impact of Value-at-Risk Regulation."
- 1998: Research Grant from the Swiss National Science Foundation.
- Download: SSRN author link