Members of the Research Group

Christian Bauer is a 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. Regarding methods, his focus is on heterogeneous agent models, speculative attack models, and description of uncertainty using non-additive measures.

Matthias Neuenkirch is a Professor of Empirical Economic Research 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 in the center of his research.

Marc Oliver Rieger is a 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 a 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 asset pricing, especially, projections of the stochastic discount factor in the incomplete financial markets.

Dennis Umlandt is a postdoctoral researcher at the University of Trier. His research interest lies in the empirical financial market research and measuring risk. In his dissertation, he develops econometric methods to filter dynamic risk premiums of returns. His other research interest 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 mainly concerned with the relationship between risk measures and decision models. Of interest are 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 additionally:

Berenice Neumann (Postdoc, University of Trier, Mathematics)

Shuonan Yuan (external Postdoc, Munich)

 

Christian Bauer
Matthias Neuenkirch
Marc Oliver Rieger
Frank Seifried
Dennis Umlandt
Artem Dyachenko
Paul Symann
Shuonan Yuan