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 (forthcoming).
- Hautsch, N.; Scheuch, C.; Voigt, S.: Limits to Arbitrage in Markets With Stochastic Settlement Latency
- Frey, C.; Pohlmeier, W.; Voigt, S.: Posterior Inference for Portfolio Weights