Michael Stollenwerk

Michael Stollenwerk

Investment Risk Analyst

Pictet Asset Management

Biography

I am an Investment Risk Analyst at Pictet Asset Management in Geneva, Switzerland. I am part of the Fixed Income Investment Risk team. Our mission is to enhance the decisions of investment teams by providing quantitative analyses. Previously I obtained a PhD in Economics, specifically in Financial Econometrics. I develop models for time series of realized (co)variances of financial assets. These models are useful in portfolio optimization, asset pricing, and quantitative risk management.

Interests
  • Risk Management
  • Financial Econometrics
  • Portfolio Optimization
Education
  • PhD in Economics (Dr. rer. pol.), 2017 - 2023

    Heidelberg University, Alfred-Weber-Institut for Economics

  • Guest Student, 2017 - 2018

    Mannheim University, Graduate School of Economics

  • MSc in Economics, 2016

    University of Cologne

  • BSc in Business Administration, 2013

    University of Cologne

Experience

 
 
 
 
 
Pictet Asset Management
Investment Risk Manager
Pictet Asset Management
May 2023 – Present Geneva, Switzerland
I am part of the Fixed Income Investment Risk team. Our mission is to enhance the decisions of investment teams by providing quantitative analyses.
 
 
 
 
 
Heidelberg University
Research Associate
Heidelberg University
Apr 2017 – Sep 2022 Germany
Teaching: Advanced Econometrics, Financial Econometrics, Empirical Finance, Inferential Statistics, Advanced Macroeconomics and Empirical Economics.
 
 
 
 
 
University of Cologne
Research Assistant
University of Cologne
Oct 2016 – Mar 2017 Germany
Teaching: Inferential Statistics.

Recent & Upcoming Talks

Probability Distributions and GAS Models for Realized Covariance Matrices
Probability Distributions and GAS Models for Realized Covariance Matrices
Probability Distributions and GAS Models for Realized Covariance Matrices
Probability Distribution for Realized Covariance Matrices