Nationalität German
Campus Léman
Beginn Doktorandenprogramm

2018

Telefon +41766048573

My research lies at the intersection of empirical and theoretical asset pricing. I am particularly interested in demand-based asset pricing and the inelasticity of financial markets.  In my most recent work, I estimate investors' willingness to substitute between green and brown stocks and quantify the flow-driven component of the realized returns to sustainable investments.

Verfügbarkeitsdatum

01.07.2023

Betreuer der Diplomarbeit

Pierre Collin Dufresne

Research Interests

Demand-based asset pricing, sustainable finance, financial institutions, retail trading

Current Publications:

N°22-67: On the Estimation of Demand-Based Asset Pricing Models

Nº 21-71: Flow-Driven ESG Returns

Nº 21-12: The Equity Market Implications of the Retail Investment Boom

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