Dr. Wolfgang Schadner
Universität
Liechtenstein
Fürst-Franz-Josef-Strasse
9490 Vaduz
Liechtenstein
wolfgang.schadner@uni.li
- Operativer Leiter des Themenlabs für Mathematik und Statistik
- Lehre in den Bachelor- und Masterstudiengängen
- Projektleiter: Reactions to Technological Upgrades in Cryptocurrency Markets
- Externer Dozent am Weiterbildungszentrum Schlosshofen
Forschungsgebiete:
- Cryptocurrencies
- Quantitative Finance: Mathematik und Ökonometrie für Finanzmärkte
- Derivate
- Asset Pricing: Theorie und empirisch
- (systematisches) Portfoliomanagement
2019
2023
PhD in Finance, University of St. Gallen
2016
2018
MSc Banking & Finance, University of Innsbruck
2013
2016
BSc Management & Economics, University of Innsbruck
2007
2012
Environmental Engineering, HTL Hollabrunn
seit
2024
Assistant Professor, Liechtenstein Business School
2023
2024
Postdoctoral Researcher, Liechtenstein Business School
2019
2023
Research Associate, University of St. Gallen
2018
Quantitative Analyst, 3BG Investment GmbH
2022
2023
Visiting Fellow, Harvard Business School
2017
Exchange Student, HEC Lausanne
2023
Swiss Finance Institute Best Paper Doctoral Award 2023 (w/ Traut J.)
2019
Prix du Centre de Professions Financières, Paris
2018
Dean's List, University of Innsbruck
2018
Merit Scholarship, University of Innsbruck
2017
Merit Scholarship, University of Innsbruck
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Jenni, M., Schadner, W., & Angerer, M. (2025). Hard forks, hard questions: Unraveling the microstructure effects on Bitcoin's return, volume, and volatility. Economic Letters, 257(December).Weitere
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Schadner, W. (2025). Hurst Exponent as Implied by Option Prices. Studies in Nonlinear Dynamics & Econometrics.Weitere
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Schadner, W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, 31(3).Weitere
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Schadner W., & Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476.Weitere
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Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.Weitere
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Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.Weitere
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Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.Weitere
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Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8.Weitere
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Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.Weitere
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Lang, S., & Schadner, W. (2021). The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis. Finance Research Letters, 42(102048), 1-4.Weitere
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Schadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6.Weitere
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Schadner, W. (2025). Isolating Event Risk Densities. Presented at the Quantitative Finance and Risk Analysis Symposium (QFRA 2025), Corfu, Greece.Weitere
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Gramlich, M., & Schadner, W. (2024). What Drives Liquidity in Crypto Markets? Evidence from Intraday Data. Presented at the World Finance Conference, Nicosia, Cyprus.Weitere
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Hanke, M., Schadner, W., & Stöckl, S. (2024). Event Risk Premia and Non-convex Volatility Smiles. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.Weitere