is
Assistant Professor of Finance at Munich University of Technology
(TUM).
He received a PhD in Finance from Augsburg University, Germany, and
held postdoctoral visiting appointments at the Haas School of Business,
U.C. Berkeley, and at Stanford GSB. He formerly served as a lecturer at
Dresden University of Technology's Business and Economics Department.
Recent academic visits lead him to TUM's Centre for Mathematical
Sciences and to the
University of Cambridge. Niklas'
industry
background is in quantitative asset management with HypoVereinsbank AG,
Munich. Research interests cover the areas of applied financial
econometrics, including portfolio optimization, risk management,
trading strategies and applications in behavioral finance. He has
published internationally, including articles in journals such as the
Journal of Asset Management, Quantitative Finance, Economic Notes, the
Journal of Banking and Finance and the
Journal of Empirical Finance.
nw@mfscon.com
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