Wolfgang Schadner
Researcher: Quantitative Finance
wolfgang.schadner[at]uni.li
Projects
Which is Worse: Heavy Tails or Volatility Clusters? (Schadner W. and Traut J.)
Direct Fit for SVI Implied Volatilities (Schadner W. )
Shadow Interest Rates in the Euro Area (Lang S., Reynard S. and Schadner W.)
Return Auto-Correlation as Implied by Option Prices (Schadner W.)
Publications
Estimating Forward-Looking Stock Correlations from Risk Factors, Mathematics (2022), (JIF: 2.6)*
U.S. Politics from a Multifractal Perspective, Chaos, Solitons & Fractals (2022), (JIF: 9.9)*
On the Persistence of Market Sentiment, Physica A (2021), (JIF: 3.8)*
The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis, Finance Research Letters (2021), (JIF: 9.8)*
Forward Looking Up-/Down Correlations, Quantitative Finance and Economics (2021), (JCR: Q1)*
Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix, Finance Research Letters (2020), (JIF: 9.8)*
An Idea of Risk-Neutral Momentum and Market Fear, Finance Research Letters (2020), (JIF: 9.8)*
*Journal metrics taken from Clarivate's Web of Science, 2022.
Reviewer:
International Review of Financial Analysis (IRFA), Finance Research Letters, Economic Modelling
Experience
PostDoc - Liechtenstein Business School (8/2023 - present)
Visiting Fellow - Harvard Business School (9/2022 - 5/2023)
Research Associate - Univ. St. Gallen (2019 - 2023)
Research/Teaching Assistant - Univ. Innsbruck (2018)
Quantitative Analyst - 3BG Investment GmbH (2018)
Internships:Social Responsible Investments, Erste Asset Managment GmbH (2019)Risk Management, Immobank AG (2016)Mechanical Engineer, WWG GmbH (2015)
Military Service, Alpine Infantry (2012)
Education
PhD in Finance - Univ. St. Gallen (2019 - 2023)
MSc Banking & Finance - Univ. Innsbruck (2016 - 2018)
Visiting Student - HEC Lausanne (2017)
BSc Management & Economics - Univ. Innsbruck (2013 - 2016)
Environmental Engineering (2007 -2012)
(Technical College, HTL)
Awards & Grants
Swiss Finance Institute: SFI Best Paper Doctoral Award (for the project "Which is Worse ..." with Joshua Traut)
European Finance Association (EFA) travel grant 2022
Erste Asset Management Challenge (winner; 2018)
Dean's List, Univ. Innsbruck (2018)
2x merit-based Scholarship, Univ. Innsbruck (2017, 2018)
Voluntary
Instructor at a kids adventure camp in the Austrian alps. Since 2016, one week every July.
Non-Academic Achievments:
3x IRONMAN finisher (long-distance Triathlon)