Team

Christian Bauer is Professor of Monetary Economics at the University of Trier. In his research, he works on the (monetary) reasons and consequences of economic crises and on questions about currency crises, currency unions, eurozone, eurobonds, and sovereign debt. Concerning research methods, his focus is on heterogeneous agent models, speculative attack models, and description of uncertainty using non-additive measures.

Matthias Neuenkirch is Professor of Empirical Economics at the University of Trier. In his research, he applies econometric methods to questions in monetary policy and international macroeconomics. The relationship between the financial sector and the economy is at the center of his research.

Marc Oliver Rieger is Professor of Banking and Financial Economics at the University of Trier. In one of his research areas, he works on the application of behavioral finance theories to investment decisions.

Frank Seifried is Professor of Stochastics at the University of Trier. In his research, he works on the stochastic control theory and quantitative methods with applications to financial markets, in particular, on the mathematical theory of risk preferences, risk measures, and portfolio optimization.

Artem Dyachenko is a postdoctoral researcher at the University of Trier. His research interest is in the field of asset pricing, in particular, projections of the stochastic discount factor in incomplete financial markets.

Dennis Umlandt is Assistant Professor for Financial Econometrics at the University of Innsbruck. His research interest is in the empirical research of financial markets and the measurement of risk. In his dissertation, he develops econometric methods to filter dynamic risk premiums of returns. Another of his research interests is the risk and intermediation structure of foreign exchange markets.

Paul Symann is a Ph.D. student at the University of Trier. As part of his dissertation, he is concerned with the relationship between risk measures and decision models. Of particular interest is the expected utility theory as a decision model with rational preferences and decision models deviating from rationality from behavioral economics.

External members of the QFRA research group are:

Berenice Neumann (Postdoc, University of Trier, Mathematics)

Shuonan Yuan (external Postdoc, Munich)