Nationalität German
Campus Léman
Beginn Doktorandenprogramm

2020

Telefon +491747707298

Verfügbarkeitsdatum

01.09.2026

Betreuer der Diplomarbeit

Harald Hau

Research Interests

Asset Pricing and International Finance

Sprachen

English, French, German

Motivationsschreiben

I study foreign exchange currency hedging by global investors and show that (1) it strongly correlates with exchange rates, (2) it is often employed sub optimally by funds and fails to reduce fund-level volatility significantly and (3) it reveals exchange rate expectations that align with survey expectations, are rational and highly heterogenous.

Current Publications:

N°24-103: Do Funds Engage in Optimal FX Hedging?

N°22-77: Can Time-Varying Currency Risk Hedging Explain Exchange Rates?

Contact Us
Get in Touch with Us Here