The Research Unit
The Research Unit (RU) consists of seven internationally recognized experts in the fields of finance, insurance, mathematics, taxation, econometrics and statistics. The unique composition of our RU, in which all the participating researchers have experience in working on projects of a quantitative nature, makes us particularly capable of dealing with the research questions related to regulatory uncertainty with high practical relevance.
Prof. Dr. Nicole Bäuerle is Dean of Studies at the Faculty of Mathematics at KIT. She has already extensively worked on asset allocation problems with parameter uncertainty where in particular the influence of prior beliefs is discussed, and on decision problems outside the expected utility framework.
nicole.baeuerle@kit.edu
Karlsruhe Institute of Technology
Deputy Spokesperson
Nicole Bäuerle
Nicole Branger
Münster University
Prof. Dr. Nicole Branger is a leading expert in asset pricing. Her research has focused on pricing derivatives, the impact of jump risk in asset allocation and asset pricing, and on asset pricing in long-run risk models. Recently, she has worked on asset allocation and asset pricing in network economies.
nicole.branger@wiwi.uni-muenster.de
An Chen
Ulm University
Prof. Dr. An Chen has a strong track record in the area of optimal asset allocation problems in continuous time for concave and non-concave risk preferences with and without risk constraints. She also contributes to insurance science by examining the impact of regulation and product design on investment and
risk management.
an.chen@uni-ulm.de
Spokesperson
Monike Gehde-Trapp
Tübingen University
Prof. Dr. Monike Gehde-Trapp is working on investment management and financial market microstructure. In her research, she focuses on the impact of financial market frictions and regulation on delegation portfolio management in equity, bond, and derivatives markets. She has also studied the impact of frictions on asset prices.
monika.gehde-trapp@uni-tuebingen.de
Antje Mahayni
Duisburg-Essen University
Prof. Dr. Antje Mahayni is a leading expert in risk management and asset allocation. Her research includes robustness of hedging and dynamic portfolio insurance strategies under model risk and further sources of market incompleteness. Her recent research focuses on ambiguity and its implications for portfolio optimization.
antje.mahayni@uni-due.de
Melanie Schienle
Karlsruhe Institute of Technology
Prof. Dr. Melanie Schienle is a is a leading expert in econometric methods, financial econometrics and statistics. Her research has evolved from the determination of nonlinear structures in high-and mixed frequency data to the detection of dynamic network structures in the context of systemic risk.
melanie.schienle@kit.edu
Caren Sureth-Sloane
Paderborn University
Prof. Dr. Caren Sureth-Sloane is a leading expert in investment implications of taxes and tax uncertainty. She has a strong track record in theoretical analyses of the impact of taxes on investment decisions under uncertainty in real option models. She established a measure for tax complexity and has investigated investors' willingness to pay for a tax uncertainty shield.
caren.sureth@uni-paderborn.de
Principal Investigators