معرفی
Ole Wilms holds a dual academic role as an Assistant Professor of Macroeconomics at Universität Hamburg (since 2021) and a part-time Associate Professor of Finance at Tilburg University (since 2021). He earned his Ph.D. in Management and Economics from the University of Zurich (2016), with prior studies including a M.Sc. in Quantitative Finance (Kiel University, 2012) and B.Sc. in Economics (Kiel University, 2010). His research focuses on asset pricing, climate finance, macro-finance, and computational methods, particularly exploring investor heterogeneity and climate risk impacts on financial markets.
His recent publications address topics such as pricing kernels, recursive utility models, and the performance of green vs. brown stocks. Wilms has also contributed to econometric methods for analyzing dynamic models with occasional state observations. His work has appeared in journals like the Review of Financial Studies and Journal of Economic Theory.
Prior to his academic roles, Wilms worked as a Quantitative Investment Analyst at Sal. Oppenheim Jr. & Cie. AG (2016–2017) and held visiting researcher positions at RWTH Aachen and the University of Zurich. He currently teaches courses in asset pricing and data science methods in finance at Tilburg University.
