Dennis Umlandt

About me

Welcome to my homepage.

I am postdoctoral researcher in the research group Quantitative Finance and Risk Analysis at the University of Trier .

My research focuses on understanding the sources and dynamics of financial risk premia. Besides developing econometric methods for estimating dynamic asset pricing models, I am particularly interested in the risk factor and intermediation structure of foreign exchange markets.

I received my Ph.D. in Quantitative Economics from the University of Kiel and I hold undergraduate degrees in Mathematics and Economics from the Universities of Kiel and of Cologne, respectively.