Tenured full professors | 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. Currently, he is Professor of Quantitative Finance at the Free University of Bozen and serves as Vice-Rector for Studies. He is teaching courses in Mathematical Finance, Financial Risk Management and Derivatives. 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, the Journal of Empirical Finance, and the Journal of Banking and Finance.
Courses
Advanced Quantitative Methods
29054 · PhD Economics and Finance · EN
Financial Mathematics
25425 · SECS-S/06 · LM-77 Accounting and Finance · DE
Financial Risk Management
27343 · SECS-P/11 · L-18 Economics and Management · DE
Risk Management and Derivatives
25437 · SECS-S/06 · LM-77 Accounting and Finance · EN
Main Research Areas
- life-cycle asset allocation
- parameter uncertainty
- financial engineering
- scenario generation
- asset pricing
- financial risk management
- market microstructure
- information economics
- quantitative methods for the banking and insurance industry