معرفی
Christoph Reschenhofer serves as an Assistant Professor of Finance at the Vienna University of Economics and Business. His academic credentials include a PhD in Economic and Social Sciences, a Master's degree in Quantitative Finance, and a B.Sc. in Economics, all earned at the Vienna University of Economics and Business.
Dr. Reschenhofer's research focuses on asset pricing, portfolio management, and factor investing. His work explores sophisticated approaches to factor timing, portfolio construction, and volatility management, with significant contributions to understanding how to optimize multi-factor investment strategies.
His recent publications demonstrate a strong emphasis on practical applications of financial theory, particularly in the areas of factor timing and portfolio optimization. His research shows how volatility indicators and predictive models can substantially enhance portfolio performance across different market regimes.
Notable achievements include winning the 2nd Place Quantpedia Awards in 2024 for his work on volatility managed multi-factor portfolios. His research has garnered attention from major financial institutions and industry publications including institutionalinvestor.com and alphaarchitect.com.
Dr. Reschenhofer is actively involved in the academic finance community, serving on the Conference Committee for the European Winter Finance Summit (2023-2025) and refereeing for Finance Research Letters. He regularly presents his research at prestigious finance conferences worldwide including the American Finance Association (AFA), CICF, NFA, and SGF meetings.
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- CChristoph ReschenhoferUniversity of Zurich · استادیار
- TTobin HanspalVienna University of Economics and Business · دانشیار
Matthew LinnUniversity of Massachusetts Amherst · استادیار
Guido BaltussenErasmus University Rotterdam · استاد- SSiyang TianUniversity of Sussex · مدرس
Yingjie QiCopenhagen Business School · استادیار