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Free University of Bozen-Bolzano

Tenured full professors | Quantitative Finance

Alex Weissensteiner

Alex.Weissensteiner@unibz.it

+39 0471 013496

BZ E2.06
Faculty of Economics and Management
Universitätsplatz 1 - piazza Università, 1
39100
Bozen-Bolzano

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 and Program Director of "Economics and Management". 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.

Courses

Financial Mathematics

25425 · SECS-S/06 · LM-77 Accounting and Finance · DE

Financial Risk Managament

27034 · 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

Publications