Research

Research Interests

Asset Pricing

Time Series Analysis

Working Papers

The Decay of cay (2023) with J.Lawrenz,

Working paper.

(SSRN)

Comprehensive empirical assessment of the forecasting ability of the consumption-to-wealth ratio cay. We show that during the last 15-20 years, cay appears to have lost its alleged predictability altogether. We find neither in-sample, out-of-sample, nor economic predictability from the perspective of most recent data. The behavior of wealth is increasingly detached from consumption since at least 2000.

  Education

2022-            PhD in Economics and Statistics at the University of Innsbruck, Austria

2020-2022   MSc in Applied Economics at the University of Innsbruck, Austria

2017-2020   MSc in Mathematics at the University of Mainz, Germany

2014-2017   BSc in Mathematics at the University of Mainz, Germany

  Teaching

Winter term 2023/24    UE Principals of Mathematical Finance

Summer term 2023      SE Risk Management and Derivatives

  Awards

Clemens-August-Andreae Price 2023 for the best master's thesis in Economics at the University of Innsbruck