Chair of Financial Econometrics & Asset Management
The Chair is part of the Department of Finance and Accounting. The focus of our research and teaching activities are in statistics and data analysis, econometrics and quantitative modelling in finance. Special focus is on the development of asset allocation and risk management models as well as network analysis. Since 2015, the Chair is also member of the management committee of the European funded ICT COST Action IC1408 on “Computationally-intensive methods for the robust analysis of non-standard data (CRoNoS)” with more than 40 European partners. These pages contain information on our team and our teaching and research activities.
- Data Analysis & Machine Learning
- Financial Econometrics
- Asset Management & Risk Management
- Network Analysis