معرفی
Florian Weigert is a Full Professor of Financial Risk Management at the University of Neuchâtel, Switzerland, where he has held his position since February 2020. He also serves as the Director of the Master of Science in Finance program. Prior to this, he was an Assistant Professor of Finance at the University of St. Gallen from 2014 to 2020. Weigert has held visiting scholar positions at prestigious institutions including New York University, Georgetown University, University of Texas at Austin, and Georgia State University.
Weigert's research focuses on empirical asset valuation, hedge funds, mutual funds, financial technology, risk management, and behavioral finance. His work employs sophisticated quantitative methods to analyze financial markets, with particular emphasis on crash risk, option pricing, and the application of machine learning in finance. His research has been published in top-tier finance journals including the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies.
Currently, Professor Weigert leads two major research projects: an FNS project on "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide" (2022-2027) and an Innosuisse Project on "Fund Manager Selection with Machine Learning" (2022-2026). His recent publications demonstrate a growing interest in the intersection of financial technology, machine learning, and traditional finance topics, with several forthcoming papers in 2025 addressing cryptocurrency returns, weather risk, and advanced modeling techniques for equity options.
- Best Paper Awards
- Excellence Awards
Weigert actively contributes to the academic community as the managing editor of the scientific journal Financial Markets and Portfolio Management since July 2024. He is also a research member of several prominent organizations including the Centre of Financial Research Cologne, the Swiss Society for Financial Market Research, and the Association of University Professors of Business Administration.
