Florian Weigert

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

Contact: florian.weigert@unine.ch
LinkedIn: Florian Weigert
Twitter: Florian Weigert
Rue A.-L. Breguet 2 , 2000 CH-Neuchâtel
Telephone: +41 32 718 1331


I will present the paper "Hedge Funds and the Positive Idiosyncratic Volatility Effect" at Clemson University on October 15, 2021.

My paper "Option Return Predictability with Machine Learning and Big Data" was presented at the Virtual Derivatives Workshop 2021.

The Swiss National Fund has approved funding for my research project "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide".

My papers "Back to the Roots: Ancestral Origin and Mutual Fund Manager Portfolio Choice", "Hedge Funds and the Positive Idiosyncratic Volatility Effect", and "Hurricane Risk and Asset Prices" were accepted and presented at the DGF 2021 conference in Innsbruck.

My paper "Multivariate Crash Risk" (with Fousseni Chabi-Yo and Markus Huggenberger) has been accepted by the Journal of Financial Economics. Find a summary of the main results here.