Research profile and representative publications
Here is a brief outline of my work in academic research, with pointers to representative projects: [T] points to a theory paper, [E] to an empirical analysis.
I contributed to several publications in top finance journals
and more general-interest journals such as Management
Science and PNAS. Most of my publications
are in the literature on financial economics, but I also have
done some work in other fields. A relatively recent research
interest is decision theory [T].
In my core research, I analyze the wider economic effects
("real effects") of imperfections of the financial system
(relative to the ideal of frictionless and complete
opportunities for transactions required for the system's
functionailty (Bodie and Merton, 1995)). This line of research
started with the PhD thesis ("Dissertation") I wrote as a
member of Josef Zechner's group at the University of Vienna.
The thesis' single-authored paper [T] was the first contribution on
anti-competitive effects of financiers internalizing
competition between firms they finance. This issue is the
subject of a growing literature on anti-competitive effects of
common ownership. My paper stands as a contribution on the
effects of common creditorship in a model where this arises
endogenously.
I currently build on my expertise regarding weather risk by leading a research group which supports the German "Met Office", Deutscher Wetterdienst. The group's broader research agenda is described here.