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Former research assistant
Lange Gasse 20
90403 Nürnberg
Germany
Research Areas

Empirical Asset Pricing, Sustainable Finance, Performance Analysis

Short CV
  • June 2020: Dissertation „Empirical essays on sustainable investing in equity and credit markets“
  • Oct 2016: Research assistant and doctoral candidate, Chair of Finance and Banking, University of Erlangen-Nürnberg
  • 2014-2016: M.Sc. in Finance, Auditing, Controlling, Taxation (FACT), University of Erlangen-Nürnberg, thesis „Performance of Equity Funds: A Comparison of Performance Measures based on Returns and Portfolio Weights“
  • 2015: Visiting student at Deakin University, Melbourne
  • 2011-2014: B.A. in Business Administration, University of Erlangen-Nürnberg, thesis „Momentum Strategies for Multi-Asset Portfolios“
  • 2013: Visiting student at California State University, San Marcos
  • 2011-2014: Internships (among others: HypoVereinsbank – UniCredit Bank AG, HUK-COBURG Asset Management GmbH)
Miscellaneous
  • FiVeG Award 2019 for the best junior presentation at the 10th CEQURA Conference on Financial and Insurance Risk Management
  • Research grant by Institute for Quantitative Investment Research (Inquire) Europe, 2019
  • Inquire Prize for best paper presentation, Inquire Autumn Seminar 2018 on „ESG and portfolio construction“
  • Best doctoral student paper in investments, SWFA 2018 Annual Conference, Albuquerque
Publications
  • Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings
    Journal of Asset Management, Vol. 21(1), 2020, 52-69. (with Hendrik Scholz)
    View online and download
    Springer Nature Grand Challenges Blog
    Conference presentations:
    • Inquire Europe Autumn Seminar, Budapest, Hungary, Sep 30-Oct 02, 2018
    • International PhD Seminar in Banking and Finance, Hagen, Germany, July 05-07, 2018
    • Conference on Financial Implications of Sustainability and Corporate Social Responsibility, Nice, France, June 22, 2018
    • Green Summit 2018 University of Liechtenstein, Vaduz, Liechtenstein, June 12, 2018
    • Southwestern Finance Association 2018 Annual Conference, Albuquerque, NM, March 07-10, 2018
    • Research seminar, University of Augsburg, Germany, February 20, 2018
Working Papers
  • ESG and corporate credit spreads
    Working Paper, Nürnberg 2018 (with Florian Barth and Hendrik Scholz)
    Abstract and download
    Conference presentations:
    • 26th Annual Meeting of the German Finance Association, Poster Session, Essen, Germany, Sep 27-28, 2019
    • 18th International Conference on Credit Risk Evaluation, Venice, Italy, Sep 26-27, 2019
    • 10th CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich, Germany, Sep 23-24, 2019
    • 2nd Annual Conference of the Global Research Alliance for Sustainable Finance and Investment (GRASFI), Ph.D. Workshop, University of Oxford, UK, Sep 03-05, 2019
    • Summer School on Sustainable Finance, Joint Research Center of the European Commission, Ispra, Italy, July 01-03, 2019
    • 36th Annual Conference of the French Finance Association, Ph.D. Workshop, Québec, Canada, June 17, 2019
    • Research seminar, University of Groningen, Netherlands, March 20, 2019
  • Do Markets Value ESG Risks in Sovereign Credit Curves?
    Working Paper, Nürnberg 2019
    Abstract and download
    Conference presentations:
    • FMA European Conference 2021, Limassol, Cyprus, June 09 – 11, 2021
    • Southern Finance Association 2020 Annual Meeting, Palm Springs, CA, November 18-21, 2020
  • Currency Conversion of Fama/French factors: How and why
    Working Paper, Nürnberg 2019 (with Maximilian Glück and Hendrik Scholz)
    Abstract and download
    Conference presentations:
    • Southwestern Finance Association 2020 Annual Conference, San Antonio, TX, March 11-14, 2020
  • Performance of S&P 500 ESG Indices: The Impact of Weighting Methodologies and ESG Ratings
    Working Paper, Nürnberg 2020 (with Hendrik Scholz and Nicolas Webersinke)
    Conference presentations:
    • Southwestern Finance Association 2020 Annual Conference, San Antonio, TX, March 11-14, 2020
    • Annual Meeting of the Swiss Society for Financial Market Research, PhD Poster Session, Zurich, April 3, 2020
Reviewer for refereed journals
  • Journal of Asset Management
  • Journal of Corporate Finance
  • Quarterly Review of Economics and Finance
Teaching