Teaching
Master
- Choice under Uncertainty
- Dynamics of Financial MarketsEconomics of Banking
- Economics of Electronic Markets
- Research Project
- Masterseminar
Research
Recent Publications:
1. Financial intermediation and efficient risk sharing in two-period lived OLG models
Economic Theory Bulletin 12, 57-78, 2024
jointly with Paul Ritschel
2. On the effectivness of capital requirements
Rivista internazionale di scienze sociali, 2023
jointly with Gevorg Hunanyan
3. Nuclear accidents liability and a grave natural disaster of an exceptional character
Journal of Environmental Economics and Policy, 2023
jointly with Dominique Demougin and Oscar Nieto-Cerezo
4. Optimal regulation of the construction of reliable sea defenses
Journal of Risk and Uncertainty in Engineering Systems, 2020
jointly with Oscar Nieto-Cerezo, Edoardo Patelli and Michael Beer
5. Mean-variance analysis and the modified market portfolio
Journal of Economic Dynamics & Control, 2020
SSRN Working Papers:
1. Complex dynamics in a two-sector Solow-Swan model
SSRN id 4973140, 2024, jointly with Olaf Schmitz
2. An elementary proof of the production possibility frontier
SSRN id 4973036, 2024, jointly with Paul Ritschel
3. Aggregation of downside risk and portfolio selection
SSRN id 4628030, 2024 (revised), jointly with Conrad Spanaus
4. Financial intermediation and business cycles in two-period lived OLG models
SSRN id 4286324, 2023(revidiert), jointly with Paul Ritschel, Langversion von
"Financial intermediation and efficient risk sharing in two-period lived OLG models"