معرفی
Dr. Christoph Frey is an Honorary Researcher in the Department of Accounting and Finance at Lancaster University Management School. He combines academic research with industry roles as a quantitative finance professional at Pinechip Capital in Hamburg, following prior leadership positions at Berenberg Bank and Erasmus University Rotterdam.
His research focuses on financial econometrics, portfolio optimization, and strategic asset allocation, with applications in index-tracking solutions and multi-asset portfolio management. He has completed research stays at the University of Strasbourg, University of St. Gallen, and National University of Singapore.
- Ph.D. in Quantitative Economics (summa cum laude), University of Konstanz
- MSc in Mathematical Finance, University of Konstanz
- Certified Financial Risk Manager (FRM), since 2019
His methodological expertise includes forecasting models, Bayesian estimation techniques, and modeling private market assets for institutional investors. He maintains an active research presence through publications and collaborations.
Scientific Awards:
- Ph.D. thesis awarded summa cum laude for academic excellence.
Contact: c.frey1@lancaster.ac.uk
