Dipl.-Wi.-Math. Florian Weigert
Universität Mannheim
Fakultät für Betriebswirtschaftslehre
Chair of International Finance
L9, 1-2, Room 502
D - 68161 Mannheim
Tel: +49 (0)621 181 1625
Email: weigert [at] bwl.uni-mannheim.de
Office hours : Wednesday, 14.00 - 15.00 pm
Current Position
- Research Assistant at the Chair of International Finance
- Ph.D. Candidate in Finance at the Center for Doctoral Studies in Business (CDSB) of the University of Mannheim
Research Interests
- Empirical Asset Pricing (Liquidity & Asset Prices, Stock Market Anomalies)
- Mutual Funds & Hedge Funds
- Financial Econometrics (Dependence and Volatility Modeling)
- Behavioral Finance
Publications
- "An Empirical Comparison of Multivariate Copula Models" (with Matthias Fischer, Christian Köck, and Stephan Schlüter), Quantitative Finance 9(7), 2009, pp. 839-854.
Working Papers
- "Extreme Dependence Structures and the Cross-Section of Expected Stock Returns" (with Stefan Ruenzi), DGF 2011 Meetings Paper, EEA 2011 Meetings Paper, EFA 2011 Meetings Paper, EFM 2012 Asset Management Symposium Paper, FMA Europe 2012 Paper, INQUIRE Autumn Seminar 2011 Paper, SGF 2012 Meetings Paper
Work in Progress
- "Extreme Downside Liquidity Risk" (with Stefan Ruenzi and Michael Ungeheuer)
- "Systematic Fund Flows and Optimal Mutual Fund Behaviour" (with Andy Koch, Stefan Ruenzi, and Laura Starks)
- "Crash Risk and the Cross-Section of Expected Stock Returns: International Evidence"
