Patrick Weiss

Patrick Weiss is an Assistant Professor at Reykjavik University, specializing in finance and corporate bond markets. His research focuses on methodological rigor in asset pricing, corporate debt markets, and the impact of data quality on financial models. He has contributed to studies on portfolio sorts, covenant pricing, and the implications of historical data revisions on investment strategies.

Key research interests include the maturity premium, green bond demand, and event-driven liquidity dynamics in corporate bond markets. His work often addresses empirical challenges in financial econometrics and the practical implications of methodological choices in portfolio management.

His scholarly papers have been widely cited, particularly Nonstandard Errors, which highlights critical methodological issues in financial research. He collaborates internationally with institutions like the University of Konstanz and WU Vienna.

No awards or grants are explicitly listed, but his active publication record reflects a focus on advancing empirical methods in financial markets.