Faculty of Economics and Business Administration Publications Database

Author

JunProf. Dr. Marc Crummenerl


Department

  • Finance

Chair

  • EUREX Endowed Assistant Professor of Derivatives

Academic / Professional Positions

 

  • Since 2000: EUREX Endowed Assistant Professor of Derivatives, Department of Finance, Faculty of Economics and Business Administration, Johann Wolfgang Goethe-University Frankfurt am Main
  • 06/2012 - 10/2015: Research fellow at the Chair of Finance, Faculty of Economics and Social Sciences, Eberhard Karls University of Tübingen
  • 08/2011 - 05/2012: Visiting Scholar at the Finance Department, Leonard N. Stern School of Business, New York University
  • 08/2006 - 07/2011: Management consultant, McKinsey & Company, Inc., Berlin

Education

 

  • 07/2015: Doctor rerum politicarum, Faculty of Economics and Social Sciences, Eberhard Karls University of Tübingen
  • 06/2012 - 07/2015: Doctoral student at the Chair of Finance (Prof. Dr. Christian Koziol), Faculty of Economics and Social Sciences, Eberhard Karls University of Tübingen
  • 01/2010 - 05/2012: Doctoral student at the Chair of Risk Management and Derivatives (Prof. Dr. Christian Koziol), Faculty of Business, Economics and Social Sciences, University of Hohenheim
  • 02/2006: Diplom-Kaufmann, University of Mannhein

Research Interests

 

  • Risk-premia of stocks and bonds
  • Empirical asset pricing  
  • Risk management and hedging   
  • Derivative financial products


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