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Lorenzo Schoenleber started his Ph.D. at Frankfurt School of Finance & Management in September 2015. His research interests are within the area of option-implied information in asset pricing and portfolio management. He obtained his B.Sc. and M.Sc. at the University of Mannheim where he studied Business Mathematics. His first master semester took place at the University of Amsterdam, where he was a member of the Stochastic and Financial Mathematics program. His studies have been mainly focused on mathematical finance, stochastic, numerical analysis and statistics. Besides academia he obtained practical experience from internships and student jobs in the area of Consulting, Banking and Asset Management in Frankfurt, Munich and New York.
Expected Stock Returns and Correlation Risk Premium, A. Buss and L. Schoenleber and G. Vilkov, 2017
Option-Implied Correlations, Factor Models, and Market Risk, A. Buss and L. Schoenleber and G. Vilkov, INSEAD Working Paper, 2016
Research paper presentations at conferences:
AFA 2018 Annual Meeting – Poster Session – 2018, Philadelphia, USA
The 2nd Annual Eastern Conference on Mathematical Finance (ECMF), 2017, New York City, USA
PanAgora Asset Management, Crowell Prize, 2017, Boston, USA
FMA Annual Meeting, 2017, Boston, USA
SFS Cavalcade - Society for Financial Studies, 2017, Nashville, USA
Option Metrics Conference, 2016, New York City, USA
Courant Institute of Mathematical Sciences of New York University – Invited by Prof. Petter Kolm, 09/2017 – 03/2018
Awards and scholarships:
Deutschlandstipendium - Germany Scholarship sponsored by the University of Mannheim and the Allianz SE. The Germany Scholarship is granted to the best students of the academic year. The scholarship holders are chosen in a university-wide competition and have proven academic achievement of a high standard.
Statistics and Probability