Current affiliation

Consultant, Horn & Company

 

Research Areas

Performance Analysis, Applied Capital Market Theory, Empirical Finance

Short CV

  • May 2013: Dissertation "Essays on the performance of actively managed mutual funds"
  • Since September 2009: Research assistant and doctoral candidate, Chair of Finance and Banking, University of Erlangen-Nürnberg
  • 2009: Diploma in Business Administration, Catholic Universtiy of Eichstätt-Ingolstadt,  topic of thesis: "Value at Risk: An empirical comparison of market risk models”
  • 2003-2009: Studies in Business Administration, Catholic University of Eichstätt-Ingolstadt, majors: finance and banking, financial & cost accounting, logistics & production management
  • 2005: Studies abroad at Corvinus University, Budapest, Hungary
  • 2003-2009: Internships (among others: ElringKlinger AG, Finance and Controlling, UK; Deutsche Bank AG, Structured Finance, Germany)

Articles in Refereed Journals

  • Short-Term Persistence in Hybrid Mutual Fund Performance: The Role of Style-Shifting Abilities.
    Journal of Banking & Finance, Vol. 37, No. 7, 2013, 2314-2328. (with Hendrik Scholz)
    Download als PDF-File
    Presented at:
    • Finanical Management Association European Conference 2012, Istanbul, June 6 - 8, 2012.
    • Eastern Finance Association 2012 Annual Conference, Boston, April 11 - 14, 2012.
    • Midwest Finance Association 2012 Annual Conference, New Orleans, February 22 - 25, 2012.
    • Southwestern Finance Association 2012 Annual Conference, New Orleans, February 28 - March 03, 2012.
    • 9th International Conference on Finance, Athens, July 3 - 7, 2011.
    • 9th HypoVereinsbank-UniCredit Group Doctoral Seminar Southern Germany, Nürnberg, May 13 - 15, 2011.

  • Does Style-Shifting Activity Predict Performance? Evidence from Equity Mutual Funds.
    Quarterly Review of Economics and Finance, Vol. 59, 2016, 112-130. (with Martin Rohleder and Hendrik Scholz)
    Abstract und Download als PDF-File
    Presented at:
    • 20th Annual Meeting of the German Finance Association (DGF), Wuppertal, September 27 - 28, 2013.
    • Eastern Finance Association 2013 Annual Conference, St. Pete Beach, April 10 - 13, 2013.
    • Midwest Finance Association 2013 Annual Conference, Chicago, March 13 - 16, 2013.
    • Southwestern Finance Association 2013 Annual Conference, Albuquerque, March 12 - 16, 2013.
    • 10th HypoVereinsbank-UniCredit Group Doctoral Doctoral Seminar Southern Germany, Regensburg, April 27 - 28, 2012.

Working papers

  • Does shifting in country exposures add value? A closer look at European equity funds
    Working paper, Nürnberg 2013.
    Abstract and download (pdf)