Florian Weigert

Chair of Financial Risk Management


Florian Weigert is Professor of Financial Risk Management at the University of Neuchâtel. His research focuses on empirical asset pricing, hedge funds, mutual funds, behavioral finance, and risk management. His research projects investigate, among others, the determinants of the cross-section of stock returns, performance measurement for hedge- and mutual funds, and the impact of investors’ behavioral biases. His work has been presented at leading academic conferences (such as the AFA, EFA, and FIRS meetings) and published in top finance journals (such as the Journal of Financial Economics, the Review of Finance, and the Journal of Financial & Quantitative Analysis).

Florian obtained his Ph.D. in Finance with Summa Cum Laude from the University of Mannheim. Before joining the faculty of Neuchâtel, he was an Assistant Professor at the University of St. Gallen. He was a Visiting Scholar at New York University, Georgetown University, the University of Texas at Austin, and Georgia State University.


  • Empirical Asset Pricing
  • Hedge Funds
  • Mutual Funds
  • Behavioral Finance
  • Risk Management


  • Alternative Investments (Master-Level)
  • Derivatives (Master-Level)
  • Risk Management (Master-Level)
  • Introduction to Financial Derivatives (Bachelor-Level)

Selected publications

Option Return Predictability with Machine Learning and Big Data (joint with Turan G. Bali, Heiner Beckmayer, and Mathis Mörke), Review of Financial Studies, 2023, 36, 3548-3602

Multivariate Crash Risk (joint with Fousseni Chabi-Yo and Markus Huggenberger), Journal of Financial Economics, 2022, 145, pp.129-153

Factor Exposure Variation and Mutual Fund Performance (joint with Manuel Ammann and Sebastian Fischer), Financial Analysts Journal 2020, 76, 101-118

Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications (joint with Stefan Ruenzi and Michael Ungeheuer), Journal of Banking and Finance 2020, 115, Article 105,809

Crash Sensitivity and the Cross-Section of Expected Stock Returns (joint with Fousseni Chabi-Yo and Stefan Ruenzi), Journal of Financial & Quantitative Analysis 2018, 53, 1059-1100

Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings (with Vikas Agarwal and Stefan Ruenzi), Journal of Financial Economics 2017, 125, 610-636

Does Foreign Information Predict the Returns of Multinational Firms Worldwide? (joint with Christian Finke), Review of Finance 2017, 21, 2199-2248

Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide, Review of Asset Pricing Studies 2016, 135-178