Florian Weigert

I am Full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland).

I am Visiting Professor at the University of Lausanne (Switzerland), Lecturer at the University of St. Gallen (Switzerland), University of Fribourg (Switzerland) and University of Mannheim (Germany), as well as Research Fellow at the Centre of Financial Research Cologne (Germany).

I worked as Assistant Professor of Finance at the University of St. Gallen (Switzerland) and obtained my Ph.D. in Finance from the University of Mannheim (Germany). I was Visiting Scholar at New York University, Georgetown University, Georgia State University, and the University of Texas at Austin (all USA).

Email: [email protected]
LinkedIn: Florian Weigert
Twitter: Florian Weigert
Office: Rue A.-L. Breguet 2 , 2000 CH-Neuchâtel

News:

Our paper: "A Bayesian Stochastic Discount Factor for the Cross-Section of Expected Stock Returns" is conditionally accepted at the Journal of Financial & Quantitative Analysis.

Since July 2024, I took on the role as managing editor of the scientific journal Financial Markets and Portfolio Management.

Our paper: "Hedge Funds and the Positive Idiosyncratic Volatility Effect" is  now published in the Review of Finance, 2024, 28, pp.  1611-1661.

Our paper: "Unobserved Performance of Hedge Funds" is now published in the Journal of Finance, 2024, 79, pp. 3203-3259.