Department of Economics, HEC Lausanne
Phone: +41 21 692 33 96
Assistant Professor, Department of Economics, HEC Lausanne, Switzerland (2021-)
Visiting Assistant Professor, MIT, Sloan School of Management, Finance (Oct. - Nov. 2019)
Visiting Faculty, Cowles Foundation, Economics Department, Yale University (Jan. - Feb. 2019)
Visiting Faculty, Cowles Foundation, Economics Department, Yale University (Aug. - Oct. 2018)
PAST ACADEMIC POSITIONS
Assistant Professor, Department of Finance, HEC Lausanne, Switzerland (2018-2020)
Senior Research Associate, Department of Banking and Finance, University of Zurich (2017-2018)
Visiting Fellow, Hoover Institution, Stanford University (2015-2017)
Post Doc, Department of Banking and Finance, University of Zurich (2012-2017)
PhD in theoretical physics, University of Basel, Switzerland, summa cum laude, 2010 (PhD thesis was awarded with the Faculty Prize of the Faculty of Science)
Master in physics, University of Basel, Switzerland, with distinction, 2007
Bachelor in physics, University of Basel, Switzerland, 2005
Interests in computational economics and finance, machine learning, high-performance computing, climate change economics
Publications in economics and finance
Publications in computational science
I am organizing the workshop at UNIL on "Can economic policy mitigate climate change?" (21.10. & 22.10. -- jointly with F. Kübler & D. Folini) -- Register now!
Contributed a book chapter (jointly with L. Kotlikoff, F. Kübler, A. Polbin) entitled "Making carbon taxation a global win-win to the CEPR e-book "No Brainers and Low-Hanging Fruit in National Climate Policy"
I was teaching a mini-course on "Deep Equilibrium Nets & Deep Structural Estimation" at the Econometric Society Summer school on Dynamic Structural Estimation (16.8. - 22.8.2021).
Is carbon taxation fair? An opinion piece, published in Le Temps (with Kenza Benhima, Mathieu Grobéty, Aleksandra Malova)
The press article here nicely discusses our paper on "Pareto-improving carbon risk taxation"
I organized the remote seminar series on Computational Economics and Finance (jointly with Felix Kübler).
Cancelled due to COVID-19: Econometric Society Summer School and conference in Dynamic Structural Econometrics on "Methodology and applications in environmental economics and climate change" at UZH (June 15-21th, 2020).
I was co-organizing the 15th Dynare Conference at HEC Lausanne (September 9th - September 10th, 2019 ).
I was co-organizing the OSE Bootcamp at the University of Chicago (July 1st - August 9th, 2019).
The article "Economists cash in on efficient high-performance computing method" nicely features the research of my colleagues and myself.
The article "Der kurze Weg von der Astrophysik zu den Finanzmärkten" features some of my work in astrophysics.