Professoren auf Planstelle der 1. Ebene | Quantitative Finance
Alex Weissensteiner
Short bio
Alex Weissensteiner holds a Ph.D. from the Leopold-Franzens University Innsbruck. From 2013-2014 he was Professor for Financial Engineering at the Technical University of Denmark. He is currently Professor of Quantitative Finance at the Free University of Bozen where he holds the positions of Vice-Dean for Teaching, Program Director of "Economics and Management" and Coordinator of the Quality Committee. He is teaching courses in Mathematical Finance, Financial Risk Management and Financial Markets. His research interests are in the fields of asset allocation, theoretical and empirical asset pricing. He published in leading outlets as e.g. the Journal of Financial and Quantitative Analysis, the Journal of Financial Markets and the Journal of Banking and Finance.
Lehrveranstaltungen
Finanzmathematik
25425 · SECS-S/06 · Master in Accounting und Finanzwirtschaft · DE
FRM Vorbereitung
25426 · SECS-P/11 · Master in Accounting und Finanzwirtschaft · EN
Management von Finanzrisiken
27034 · SECS-P/11 · Bachelor in Wirtschaftswissenschaften und Betriebsführung · DE
Risikomanagement und Derivate
25437 · SECS-S/06 · Master in Accounting und Finanzwirtschaft · EN
Forschungsschwerpunkte
- life-cycle asset allocation
- parameter uncertainty
- financial engineering
- scenario generation
- asset pricing
- financial risk management
- market microstructure
- information economics