Students WU Campus

Stefan Voigt

Stefan Voigt was born in Karls­ruhe, Ger­many. He re­ceived his Bach­elor of Science as well as his Mas­ter de­gree in Mathem­at­ical Fin­ance from the Uni­versity of Kon­stanz, Ger­many. Ad­di­tion­ally to the course work in Ger­many, Stefan un­der­took pro­grams at Plekhanov Rus­sian Uni­versity of Eco­nom­ics, Rus­sia and Kan­sai Uni­versity, Ja­pan.

His main re­search fo­cus be­ing Mathem­at­ical Stat­istic as well as Econo­met­rics, he in­vestig­ated the dis­tri­bu­tion of port­fo­lio weights in a Bayesian set­ting in his Mas­ter Thesis. His re­search in­terests also cover high fre­quency econo­met­rics and espe­cially Port­fo­lio Op­tim­iz­a­tion. In his spare time Stefan likes squash, play­ing the gui­tar and trav­el­ling.

  • 2015 – : PhD in Fin­ance at the Vi­enna Gradu­ate School of Fin­ance
  • 2012 – 2015: MSc in Mathem­at­ical Fin­ance at Uni­versity of Kon­stanz
  • 2009 – 2012: BSc in Mathem­at­ical Fin­ance at Uni­versity of Kon­stanz

  • Hautsch, N., Voigt, S., 2018, Large-S­cale Port­fo­lio Al­loc­a­tion Un­der Trans­ac­tion Costs and Model Un­cer­tainty, Journal of Econo­met­rics 212 (1), 221-240.

Work­ing Pa­per:
Clemens Wagner
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