🔥The 9th Round of Easy Loan, Earn $40 Reward is in progress❗️ ⏰ Promotion Period: January 15th - Feburary 15th, 2025 👉 Register now and check more details at gate.io/campaigns/358

My chair is looking for a Ph.D. student in Finance (4-years contract, fully funded) starting in March 2022. Are you interested to empirically work on mutual funds and hedge funds? I am looking forward to your application. Find the announcement here: unine.ch/iaf

Our new paper: Hurricane risk matters for the pricing of stocks in the cross-section. Have a look at the paper here: papers.ssrn.com/sol3/papers.cf…

Language and structure changes of financial reports matter! Have a read on my summary on "Lazy Prices" (Cohen, Malloy, Nguyen, JF, 2020) in my blog here: 👉florian-weigert.com/the-scientific… #reserch #finance

Zurich showing solidarity with Ukraine.

Yield enhancement products, on average, charge more than 6% implicit fees, making their returns negative. Have a read on my summary on "Engineering Lemons" (Vokata, 2021, JFE) here: 👉florian-weigert.com/the-scientific…

14th Annual Imperial Business School Hedge Fund Conference | Top academics from #Swiss HEIs weigh in on #option return predictability via #ML and #bigdata Florian Weigert Amit Goyal SFI Université Neuchâtel #Finance #Experts #BrevanHowardCentre

We are looking for a new colleague! Full Professor or Tenure-Track Assistant Professor in Finance with a start in August 2023. Application deadline: 31 August, 2022. Specialization: Empirical Asset Pricing. Write to me in case you are interested.

I am looking for a new Ph.D. student 🎓starting in March 2023. Are you interested in pursuing research in the intersection of mutual funds and machine learning? Please apply here: unine.ch/iaf

Our paper "Option Return Predictability with Machine Learning and Big Data" (Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, Florian Weigert) has been accepted for publication by the Review of Financial Studies (Society for Financial Studies). Have a look at it here: papers.ssrn.com/sol3/papers.cf…

#RFS #Forthcoming: Option Return Predictability with Machine Learning and Big Data Turan G Bali Georgetown University Heiner Beckmeyer Heiner Beckmeyer Mathis Mörke Mathis Mörke Florian Weigert Florian Weigert doi.org/10.1093/rfs/hh…

Our paper “Unobserved Performance of Hedge Funds” (Vikas Agarwal, Stefan Ruenzi, and Florian Weigert) is now forthcoming at the Journal of Finance. Have a look at the current working paper version here: papers.ssrn.com/sol3/papers.cf…

What factors drive the behavior of individual (delta-hedged) option returns in the cross-section and over time? Check out our new paper "A Bayesian SDF for Equity Options" (NIclas Käfer, Mathis Mörke Florian Weigert, and Tobias Wüst). SSRN download: papers.ssrn.com/sol3/papers.cf…

Michael Weber will be our academic keynote speaker at the Alpine Finance Summit (AFS) 2024. Submit your fully developed working paper until March, 15, 2024 and have the opportunity to join the AFS in August 2024.

Excellent article in German from Finanz und Wirtschaft journalist Jonathan Progin about the CFA Institute Research Challenge in Switzerland 2024 which a team from Université Neuchâtel won. fuw.ch/cfa-challenge-… Florian Weigert Eelco Fiole Finanz u. Wirtschaft