About Me

Tim A. Kroencke

Professor of Finance

University of Neuchâtel

Rue A.-L. Breguet 2

CH-2000 Neuchâtel, Switzerland

Phone: +41 32 718 1350

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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)

I have also worked on practice-oriented projects at the intersection of financial markets and the broader economy in collaboration with European governmental organizations, national ministries, foundations and companies (e.g., how to improve the performance of retirement saving products; the role of the housing market for the economy; barriers of VC investing).

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.