The Swiss newspaper Tagesanzeiger published an article about why people want to obtain a PhD. You can read the main article here (in German). I was briefly interviewed and in the print version there is a short paragraph about me and the topics that I have been working on during the last three years:
I have just uploaded a revised version of the paper “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much” on SSRN.
A significantly revised version of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is available on SSRN. We have vastly extended the analysis and the dataset now covers the period from January 2007-December 2009.
I finalized a new paper titled “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility”. The paper modeld the joint dynamics of hedge fund returns and volatility as well as illiquidity in the equity and the foreign exchange (FX) market. The results show that hedge funds tend to profit from periods of low equity […]