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Welcome! I am Professor of Financial Economics at the University of Hamburg and part-time Professor at Tilburg University. My research lies at the intersection of asset pricing, climate finance, and machine learning in economics and finance.

My work focuses broadly on asset pricing, with particular interests in the determinants of expected returns, the role of disagreement among investors, and the interaction between financial markets and the macroeconomy. I am also interested in developing new methodologies to analyze, estimate, and solve non-linear dynamic models. More recently, I have been studying the pricing of climate risks in financial markets and the role of finance in the transition to a carbon-neutral economy.

My research has appeared in leading journals such as the Journal of Finance, the Review of Financial Studies, the Journal of Financial Economics, Management Science, and the Journal of Economic Theory.

Current Position:

Professor of Financial Economics, Universität Hamburg (since 04/2026)

Associate Professor of Finance, Tilburg University (since 04/2021)

Past Positions:

Assistant Professor of Macroeconomics, Universität Hamburg (10/2021-03/2026)

Assistant Professor of Finance, Tilburg University (09/2017–04/2021)

Quantitative Investment Analyst, Sal. Oppenheim Jr. & Cie. AG & Co. KGaA, Köln (04/2016–06/2017)

Visiting Researcher, School of Business and Economics, RWTH Aachen (06/2017–09/2017)

Visiting Researcher, Chair of Quantitative Business Administration, University of Zurich (04/2016–09/2018)

Education:

Ph.D. in Management and Economics, University Zurich (2012-2016)

Visiting Scholar, Stanford University (Fall 2014)

M.Sc. Quantitative Finance, Kiel University (2010-2012)

B.Sc. Economics, Kiel University (2007-2010)

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