Dr. rer. pol. (Ph.D. equiv.), TU Dortmund University, Faculty of Economics and Social Sciences, 2015.
Thesis: Essays on Stock Performance, Regulation, and Financial Stability of Banks and Insurers
M.Sc., Statistics, TU Dortmund University, Faculty of Statistics, 2015.
M.Sc., Mathematics, University of Duisburg-Essen, Faculty of Mathematics 2013.
B.Sc., Mathematics, University of Duisburg-Essen, Faculty of Mathematics 2012.
Blockchain & Cryptofinance, FinTech
Banking & Insurance: Valuation & Risk Management, Financial Stability & Capital Requirements.
(5) ‘Liquidity Tail Risk and Credit Default Swap Spreads’, with G.Weiss, J. Gabrysch, and S. Gabrysch.
European Journal of Operational Research, forthcoming.
(4) ‘Bank stock performance and bank regulation around the globe’, with M. Pelster and G. Weiss.
European Journal of Finance, 24, 77-113, 2018.
(3) ‘Crisis Sentiment in the U.S. Insurance Sector’, with F. Koenig and G. Weiss.
Journal of Risk & Insurance, 84, 1295-1330, 2017.
(2) ‘Explaining Bank Stock Performance with Crisis Sentiment’, with J. Muehlnickel and G. Weiss.
Journal of Banking & Finance, 59, 311-329, 2015.
(1) ‘Systemic Risk of Insurers Around the Globe’, with C. Bierth and G. Weiss.
Journal of Banking & Finance, 55, 232-245, 2015.
‘Testing Asymmetry in Dependence with Copula-Coskewness’, with A. Buecher and G. Weiss.
North American Actuarial Journal, 21, 267-280, 2017.
‘Size is everything: Explaining SIFI designations’, with C. Bierth and G. Weiss.
Review of Financial Economics, 32, 7-19, 2017.