About me

affiliation: Free University of Bozen-Bolzano
  • Director of the BSc program "Economics and Management"
  • Coordinator of the Quality Committee
fields of research and teaching
  • life-cycle asset allocation
  • financial risk management
  • asset-liability management
  • financial engineering 
new publications:
  • Inflation forecasts using a Nelson/Siegel representation of nominal and real yield curves, with A. Geyer and M. Hanke, The Quarterly Review of Economics and Finance, 2016, 60, 180-188, SSRN
  • Feature selection for portfolio optimization, with T. Bjerring and O. Ross, Annals of Operations Research, forthcoming, SSRN
new working papers:
  • Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach, SSRN
  • Correlated noise: Why passive investments might improve market efficiency, SSRN
  • Long-term asset allocation under parameter uncertainty: Optimal portfolios with model and parameter uncertainty, with T. Dangl, SSRN
guest editor Risks:  "The implications of Brexit", Deadline Jun 30, 2017

Alex Weissensteiner,
Mar 10, 2017, 5:11 AM