Prof. Dr. Gregor Weiß
Profil
Diplom-Kaufmann (Universität Passau, 2006)
Bachelor of Science (FernUniversität Hagen, 2009)
Diplom-Mathematiker (FernUniversität Hagen, 2012)
Dr. rer. oec. (Ruhr-Universität Bochum, 2010)
Accenture GmbH, Analyst, 2006
Ruhr-Universität Bochum, wiss. Mitarbeiter, 2006-2010
d-fine GmbH, Consultant, 2010
Technische Universität Dortmund, Juniorprofessor, 2010-2015
Universität Leipzig, Universitätsprofessor, Institutsdirektor und Studiendekan, seit 2016
- Bankbetriebslehre, Risikomanagement,
- Finanzmarktstabilität
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Das Original: Gabler Banklexikon
Veröffentlichungen / aktuelle Projekte
Why Do Some Banks Contribute More to Global Systemic Risk?, with D. Bostandzic,
Journal of Financial Intermediation, 35 Part A, 17-40, 2018.
Testing Asymmetry in Dependence with Copula-Coskewness, with A. Bücher and F. Irresberger,
North American Actuarial Journal, 21, 267-280, 2017.
Evaluating Value-at-Risk Forecasts: A New Set of Multivariate Backtests, with D. Wied and D. Ziggel,
Journal of Banking and Finance, 72, 121-132, 2016.
Smooth Nonparametric Bernstein Vine Copulas, with M. Scheffer,
Quantitative Finance, 17, 139-156, 2017.
Crisis Sentiment in the U.S. Insurance Sector, with F. Irresberger and F. König,
Journal of Risk and Insurance, 84, 1295-1330, 2017.
Is Tail Risk Priced in Credit Default Swap Premia?, with C. Meine and H. Supper,
Review of Finance, 20, 287-336, 2016.
Explaining Bank Stock Performance with Crisis Sentiment, with J. Mühlnickel and F. Irresberger,
Journal of Banking and Finance, 59, 311-329, 2015.
Do CDS spreads move with commonality in liquidity?, with C. Meine and H.Supper,
Review of Derivatives Research, 18, 225-261, 2015.
Consolidation and Systemic Risk in the International Insurance Industry, with J. Mühlnickel,
Journal of Financial Stability 15, 187-202, 2015.