About Me

I am a financial economist with research interest in:

• Empirical asset pricing (determinants of price fluctuations and risk premia; using novel data and approaches to measure risk factors; time-series predictability and cross-sectional anomalies)

• International finance (international equity, bond, real estate, and FX markets)

• Financial institutions (the role and investment behaviour of central banks in financial markets; asset allocation of pension funds; ETFs and investment funds)

Currently, I am Professor of Finance and Head of the Institute of Finance at the FHNW School of Business in Basel. You can find out more about our teaching programmes and research projects here. At Remaco Asset Management, I am developing an evidence-based portfolio management approach to help investors overcome investment biases and structure their portfolios efficiently (see for example here). I am also a member of the Academic Advisory Council of Vontobel Bank in Zurich.

Before that, I was a full professor of finance at the University of Neuchâtel and assistant professor of finance at the University of Basel.

My teaching experience covers a broad range of finance, including principles of finance, asset pricing, portfolio management, quantitative methods, and hands-on courses in the computer lab.