Wolfgang Schadner
Visiting Fellow, Harvard Business School
PhD, University of St. Gallen (graduating 2023)
wolfgang.schadner[at]unisg.ch
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
Projects (available upon request)
Which is Worse: Heavy Tails or Volatility Clusters? (Schadner W. and Traut J.)
Shadow Interest Rates in the Euro Area (Lang S., Reynard S. and Schadner W.)
Crypto's Expected Randomness (Schadner W. and Liebi L.)
Return Auto-Correlation as Implied by Option Prices (Schadner W.)
Education
Visiting Fellow - Harvard Business School (9/2022 - 5/2023)
PhD in Finance - Univ. St. Gallen (2019 - 2023)
MSc Banking & Finance - Univ. Innsbruck (2016 - 2018; Thesis available here)
Exchange Semester - HEC Lausanne (2017)
BSc Management & Economics - Univ. Innsbruck (2013 - 2016)
Technical College (HTL; 2007 -2012)
Awards & Grants
European Finance Association (EFA) travel grant
Erste Asset Management Challenge (winner; 2018)
Dean's List, Univ. Innsbruck (2018)
2x merit-based Scholarship, Univ. Innsbruck (2017, 2018)
Employments
Assistant - Univ. St. Gallen (2019 - ongoing)
Assistant - Univ. Innsbruck (2018)
Quantitative Analyst - 3BG Investment GmbH (2018)
Military Service, Mountain Infantry (2012)
Non-Academic Internships:Social Responsible Investments, Erste Asset Managment GmbH (2019)Risk Management, Immobank AG (2016)Mechanical Engineer, WWG GmbH (2015)
Non-Academic Achievments:
3x IRONMAN finisher (long-distance Triathlon)