معرفی
Prof. Dr. Fabian Hollstein is a Professor of Quantitative Methods in Economics and Finance at Saarland University, affiliated with the Faculty of Human and Business Sciences. He heads the Chair of Quantitative Methods in Economics and Finance and currently serves as Dean of Studies, which has influenced his recent teaching load. His research is centered on empirical asset pricing, financial econometrics, and quantitative finance, with a strong focus on risk modeling and market dynamics.
His research interests include empirical asset pricing, financial econometrics, beta and volatility modeling, tail risk measurement, machine learning applications in finance, factor models, and commodity markets. He employs advanced quantitative techniques to analyze financial data, with a particular emphasis on high-frequency data and predictive modeling.
The most recent publications highlight a consistent trend in advancing empirical methods in asset pricing, particularly through machine learning, robustness testing of factor models, and deep analysis of risk components such as volatility-of-volatility and tail risk. His work spans global equity, bond, and commodity markets, demonstrating both methodological rigor and broad applicability.
- Special Prize from the Deutsche Bundesbank for 'Measuring Tail Risk' (2025)
- Best Paper Award at the Spanish Finance Forum (2023)
- Editor's Choice Article in Review of Asset Pricing Studies (2023)
- Lead Article in Financial Management (2024)
- Ranked 24th under 40 and 66th overall in WirtschaftsWoche ranking (2020–2024)
Prof. Hollstein has secured multiple research grants from the German Research Foundation (DFG), including funding for 'Advances in Empirical Asset Pricing' (€176,077) and 'Market Jumps: Causes and Investor Reactions' (€362,386). He supervises doctoral students, as indicated by active job postings for PhD positions, and contributes to academic training through bachelor’s, master’s, and doctoral seminars. His team includes research associates and student assistants working on econometric and financial modeling projects.
The Chair of Quantitative Methods in Economics and Finance, under his leadership, conducts cutting-edge research and offers courses in econometrics, statistical programming (R), and asset pricing. The team collaborates with researchers from Leibniz University Hannover and other institutions, fostering a strong interdisciplinary and international research environment.
