Students

Job Market Candidates

Max­imilian Bre­dendiek

Max Bredendiek

Per­sonal Web­site

Job Mar­ket Pa­per:

A Co­skew­ness Mim­ick­ing Factor With Con­di­tion­ing In­form­a­tion

Re­search areas:

As­set Pri­cing, As­set Al­loc­a­tion, Fin­an­cial Econo­met­rics

Refer­ences:

Nikolaus Hautsch, Uni­versity of Vi­enna
Rossen Valkanov, UCSD Rady School of Man­age­ment
Chris­tian Wag­ner, WU Vi­enna

Giedre Len­ci­auskaite

Giedre Lenciauskaite

Per­sonal web­site

Job Mar­ket Pa­per:

Seasonal Bond Ma­tur­it­ies in the U.S. In­sur­ance In­dustry

Re­search areas:

Cap­ital Reg­u­la­tion, Risk Man­age­ment, Cata­strophe In­sur­ance

Refer­ences:

Rob Hoyt, Uni­versity of Geor­gia
Chris­tian Laux, WU Vi­enna
Al­ex­an­der Mürmann, WU Vi­enna

Gior­gio Ot­ton­ello

Giorgio Ottonello

Per­sonal Web­site

Job Mar­ket Pa­per:

The Im­pact of Bench­mark­ing in Fixed In­come Funds

Re­search areas:

Em­pir­ical As­set Pri­cing, OTC Mar­kets, In­sti­tu­tional In­vestors, Credit and Li­quid­ity Risk

Refer­ences:

Rainer Jankow­itsch, WU Vi­enna
Marti G. Sub­rah­man­yam, NYU Stern
Rossen Valkanov, UCSD Rady School of Man­age­ment
Josef Zech­ner, WU Vi­enna

Asad Rauf

Asad Rauf VGSF

Per­sonal web­site

Job Mar­ket Pa­per:

Bank sta­bil­ity and the price of loan com­mit­ments

Re­search areas:

Fin­an­cial In­ter­me­di­ation, Cor­por­ate Bor­row­ing, Bank Reg­u­la­tion and Dis­clos­ure

Refer­ences:

Chris­tian Laux, WU Vi­enna
Gy­oengyi Lóránth, Uni­versity of Vi­enna
Steven On­gena, Uni­versity of Zurich
Toni Whited, Uni­versity of Michigan