At a glance
I joined the University of Manchester as Professor of Financial Economics in January 2015.
Before coming to Manchester I held positions at the Leeds University Business School and the School of Mathematics at the University of Leeds, UK (2005-2014), the Institute of Economics, University of Copenhagen, Denmark (2002-2004), the Institute for Empirical Economic Research, University Zurich, Switzerland (1999-2002), the Department of Economics, University of Bielefeld, Germany (1996-1999), and the Department of Mathematics, University of Bremen, Germany (1993-1996). I earned both PhD and MSc in Mathematics at the Institute for Dynamical Systems, University of Bremen (1996, 1993).
My research interests are currently in financial economics, computational economics, dynamic economic theory, and random dynamical systems theory.
In the last few years, I published in Journal of Banking and Finance, European Journal of Operational Research, Mathematical Finance, Finance and Stochastics, Transactions of the American Mathematical Society, Quantitative Finance, Review of Finance, International Journal of Theoretical and Applied Finance, Journal of Economic Theory, Journal of Mathematical Economics, Games and Economic Behavior, Economic Theory, Journal of Economic Dynamics and Control, Journal of Money, Credit and Banking, Macroeconomic Dynamics, Review of International Economics, Studies in Nonlinear Dynamics and Econometrics, Journal of Macroeconomics, Annals of Operations Research, Stochastics and Dynamics, Swiss Journal of Economics and Statistics, Discrete and Continuous Dynamical Systems, International Journal of Bifurcation and Chaos in Applied Science and Engineering, Journal of Applied Mathematics and Physics, International Journal of Non-linear Mechanics, Journal of Applied Mathematics and Mechanics, Nonlinear Dynamics.