Dr. Wolfgang Schadner

Ausbildung: 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
Werdegang: 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
Auslandsaufenthalte: 2022 — 2023
Visiting Fellow, Harvard Business School; 2017
Exchange Student, HEC Lausanne
Auszeichnungen: 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
Gutachtertätigkeiten: seit 2022
International Review of Financial Analysis; seit 2022
Economic Modelling; seit 2021
Finance Research Letters

Veranstaltungen im SS 24

Reaktionen auf technologische Upgrades in den Kryptowährungsmärkten: FFF-Förderprojekt, September 2024 bis August 2026
Wie wirken sich verschiedene technologische Upgrades bei Kryptowährungen auf deren Preis, Volatilität und Handelsvolumen aus, und welche Rolle spielt Investoren Sentiment bei diesen Reaktionen? Das ... mehr

Schadner W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, (forthcoming). (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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Schadner W. and Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476. (ABDC_2022: B; ABS_2021: 2)
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Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.
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Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.
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Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.
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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. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.
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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. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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Schadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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Lang, S., & Schadner, W. (2024). Chapter 11: An Empirical Analysis of the Trilemma of Exiting Expansionary Monetary Policy in the Euro Area. In S. Boubaker & M. Elnahass (Eds.), Banking Resilience and Global Financial Sustainability (Vol. 10, pp. 299 - 316).
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Traut J. and Schadner W. (2023). Which is Worse: Heavy Tails or Volatility Clusters? (Swiss Finance Institute Research Paper 23-61).
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Schadner W. (2023). Return Auto-Correlation as Implied by Option Prices (SSRN Electronic Journal).
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