Headergrafik - Business School

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
+49 611 7102 00
Gustav-Stresemann-Ring 3
65189 Wiesbaden


30 August 2017

The paper “Asset allocation strategies based on penalized quantile regression” has been published in the journal Computational Management Science.

28 August 2017

As a collaboration from the Chair of Financial Econometrics & Prime Capital, a paper explaining the drivers of private debt components has now been accepted for publication in the Journal of Alternative Investments.

24 May 2017

Prof. Sandra Paterlini and her excellent research team present their current research at the CMS in Bergamo

Newsarchive Chair of Financial Econometrics & Asset Management To the Newsroom of EBS Universität