(Download Curriculum Vitae as pdf)
Personal Data
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Date of Birth | 25th of March 1979, in Dortmund, Germany |
Marital Status | married, two children |
Academic Positions
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2016 – | Professor of Finance and Econometrics, Lancaster University Management School, Lancaster University |
2013 – 2016 | Reader in Finance, Lancaster University Management School, Lancaster University |
2011 – 2013 | Associate Professor of Finance, Warwick Business School, University of Warwick |
2008 – 2011 | Assistant Professor of Finance, Warwick Business School, University of Warwick |
2003 – 2008 | Research Associate, Chair of Economics and Econometrics of Prof. Dr. Winfried Pohlmeier, Department of Economics, University of Konstanz |
Academic Career
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2016 – | Director, Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy |
2016 – | Member of the ESRC Plus 3 Assessor Panel |
2015 – | Member of the ESRC DTP Review College |
2016 – 2017 | Lancaster University Institutional Lead, ESRC NWSSDTP |
2013 – 2016 | Accounting and Finance Pathway Leader, Northwest Doctoral Training Centre |
2013 – 2016 | Director PhD in Finance, Lancaster University Management School, Lancaster University |
2013 – | Teaching Associate & Visiting Professor, Warwick Business School, University of Warwick |
2012 – 2013 | Director PhD in Finance Programme, Warwick Business School, University of Warwick |
2010 | Visiting Professor, Department of Economics, University of Konstanz |
2009 – 2012 | Deputy Director, Financial Econometrics Research Centre (FERC), Warwick Business School, University of Warwick |
2008 – | Visiting Fellow, CREATES, School of Economics and Management, University of Aarhus |
2008 | Dr. rer. pol. (Economics), University of Konstanz |
2006 | Visiting Fellow, Department of Economics, University of Copenhagen |
2003 – | Research Fellow, Center of Finance and Econometrics (CoFE), University of Konstanz |
2003 | Diplom & MSc Mathematical Finance, University of Konstanz |
Conference Organization
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4th Frontiers of Factor Investing Conference, 24th − 26th April 2024, Lancaster University, UK. | |
Financial Econometrics Conference to mark Stephen Taylor’s Retirement, 29th−31th March 2023, Lancaster University, UK. |
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3rd Frontiers of Factor Investing Conference, 15th − 16th September 2022, Lancaster University, UK. | |
Volatility, Jumps and Bursts Workshop, 27th − 28th June 2022, Lancaster University, UK. | |
Conference on Intrinsic Time in Finance, 6th − 7th May 2022, University of Konstanz, Germany. | |
Econometrics of Option Markets Workshop, 19th − 21th April 2021, University of Vienna, Austria | |
2nd Frontiers of Factor Investing Virtual Conference, 28th − 29th January 2021, Lancaster University, United Kingdom |
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Mutual Funds, Hedge Funds and Factor Investing, 3rd – 4th June 2019, Lancaster University, United Kingdom |
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FMA – 2019 Consortium on Factor Investing, 4th February 2019, University of Cambridge, United Kingdom |
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Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets, 13th – 14th September 2018, Lancaster University, United Kingdom |
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Conference on ‘Frontiers of Factor Investing’, 23rd – 24th April 2018, Lancaster University, United Kingdom | |
Conference on ‘Financial Econometrics and Empirical Asset Pricing’, 30th June – 1st July 2016, Lancaster University, United Kingdom | |
IFABS 2013, 5th International Conference, 26th – 28th June 2013, East Midlands Conference Centre, Nottingham, United Kingdom |
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Frontiers of Finance 2012, 13th – 15th September 2012, Warwick Business School, United Kingdom | |
‘Recent Advances in Finance – Workshop Week’, 4th – 8th July 2011, Warwick Business School, United Kingdom | |
Conference on ’Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics’, 23rd – 24th September 2009, Warwick Business School, United Kingdom | |
International Conference on High Frequency Finance, 19th – 20th May 2006, University of Konstanz, Germany | |