معرفی
Alex Weissensteiner is a Full Professor of Quantitative Finance and Rector at the Free University of Bozen-Bolzano (unibz). He previously held academic positions at Leopold Franzens University in Innsbruck, the University of Liechtenstein, and served as Professor of Financial Engineering at the Technical University of Denmark from 2013–2015. At unibz, he held leadership roles including Director of the Bachelor's Degree in Economics and Management (2015–2020) and Pro-Rector for Studies (2020–2024) before becoming Rector in 2024.
His research focuses on
- Life-cycle asset allocation
- Parameter uncertainty in financial models
- Scenario generation for investment decisions
- Asset-liability management
- Market microstructure dynamics
- Information economics in financial markets
Recent publications emphasize portfolio optimization under uncertainty, option-implied risk analysis, and agricultural risk management. His work combines theoretical finance with empirical validation, often applying quantitative methods to banking, insurance, and pension systems.
Scientific recognition includes
- EU grants for "Understanding Pensions in Europe" (2016) and "Understanding Saving in Europe" (2019)
- Regular contributions to leading journals like Journal of Banking & Finance and Quantitative Finance
- Invited presentations at major finance conferences (Jackson Hole, AFA, DGF)
As Rector, he maintains active research collaborations with scholars including Mogens Steffensen (University of Copenhagen), N. Branger, T. Dangl, and L. Garlappi. He serves on the editorial board of Risks journal and has consulted for provincial education policy bodies.
