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 Fribourg (Switzerland), and Research Fellow at the Centre of Financial Research Cologne (Germany).
I worked as an 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 a Visiting Scholar at New York University, Georgetown University, Georgia State University, and the University of Texas at Austin (all USA).
LinkedIn: Florian Weigert
Twitter: Florian Weigert
Rue A.-L. Breguet 2 , 2000 CH-Neuchâtel
Telephone: +41 32 718 1331
Our paper: "Option Return Predictability with Machine Learning and Big Data" is forthcoming in the Review of Financial Studies, 2023.
The Swiss Innovation Agency (Innosuisse) has approved funding for my practical research project "Fund Manager Selection with Machine Learning".
The Swiss National Fund has approved funding for my research project "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide".
Our paper "Multivariate Crash Risk" is now published in the Journal of Financial Economics, 2022, 145, 129-153.