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About me

Research interests

• Dependence modelling and estimation
• Tail risk
• Risk aggregation
• Portfolio optimization
• Quantitative risk management
• Systemic risk
• Multivariate extremes
• Asymptotic statistics

Academic career

• University of Freiburg (PhD in 2010)
• RiskLab, ETH Zurich (Postdoctoral Research Fellow 2010-2012)
• Technical University Munich (Guest Professor in summer 2014)