About me

I am a Ph.D student at the University of Liechtenstein, working at the Departement of Finance and Economics.

My primary research interests are portfolio optimization, estimation errors, return predictability and empirical asset pricing. More precisely, I am investigating how gradually changing the informational content of optimization input parameters influences the out-of-sample performance of optimized portfolios. Furthermore, I am examining how break-adjusted stock age is related to parameter uncertainty and how it is priced in the cross-section of stock returns.

Additionally, I am working on developing a portfolio simulation game an Erasmus+ project together with the Free University of Bolzano and Cesim.