2008 - 2014 : Doctorat en finance (Université de Mannheim).

2014 - 2020 : Professeur assistant en finance (Université de Saint-Gall).

Entre 2013 et 2020 : Chercheur invité à l'Université de New York, l'Université de Georgetown, l'Université du Texas à Austin, l'Université d'État de Géorgie.

Depuis 2020 : Professeur ordinaire de gestion des risques financiers (Université de Neuchâtel).

2022 – 2027 : Projet FNS “Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide” (350’322 CHF).

2022 – 2026 : Projet Innosuisse “Fund Manager Selection with Machine Learning” (399’717 CHF, joint with HSLU Lucerne).

Introduction to Financial Derivatives

Derivatives

Alternative Investments

Risk Management

Selected publications in FT 50 Journals

“Unobserved Performance of Hedge Funds” (joint with Vikas Agarwal and Stefan Ruenzi), Journal of Finance, 2023, Forthcoming.

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

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

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

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

“Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings” (joint with Vikas Agarwal and Stefan Ruenzi), 2017, 125, 610-636.