I’m an Assistant Professor of finance at the School of Business and Economics at Maastricht University. Here you can find information about me and my research.

I did my PhD in Econometrics at the Goethe University in Frankfurt. After that, I spent three years as a postdoc at the chair of derivatives and financial engineering at Goethe. Finally, I moved to Maastricht in May 2011 to start my position as an assistant professor.

My research interests are mainly in, but not limited to, the field of asset pricing. A large part of my research has been concentrated on the empirical performance of continuous time models for equity returns. I’m also interested in theoretical equilibrium asset pricing models, optimal portfolio policies, and derivative pricing theory.