My research interest is mainly concerned with Bayesian shrinkage methods in the context of forecasting and portfolio analysis to remedy the impact of estimation risk. I am especially interested in prediction methods using external (non-sample) information as well as in sequential Markov Chain Monte Carlo methods and particle filters. Furthermore, I work on

• Portfolio and Asset Management

• Multi-Asset Portfolio Allocations

• Bayesian Statistics

• Financial Econometrics, Time Series Analysis

• Forecasting, Predictive Models

• Machine Learning, Artificial Intelligence, Neural Networks, Big Data

In the past, I refereed for various academic journals including the Journal of Business and Economic Statistics, Journal of Applied Econometrics, International Journal of Forecasting, Economic Modeling, Journal of Empirical Finance, Journal of Forecasting, Annals of Applied Statistics and Advances in Statistical Analysis.