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Wissenschaftlicher Mitarbeiter

Dr. Patrick Konermann

Lehrstuhl für Derivate und Financial Engineering


Tel.: +49 251 83-29779
Fax: +49 251 83-22882
E-Mail: patrick.konermann@wiwi.uni-muenster.de
Raum: 259 (Juridicum)

Zur Person:
  • From 08/2016 on: Assistant Professor of Finance at BI Norwegian Business School, Oslo, Norway
  • 01/2015-07/2016: Postdoctoral scholar with teaching duties at the Chair of Derivatives and Financial Engineering, University of Muenster
  • 09/2015-11/2015 Visiting Scholar at BI Norwegian Business School, Oslo, Norway
  • 11/2014: Dr. rer. pol. (Ph.D. equivalent), Thesis: "Asset Pricing: The Impact of Heterogeneous Investors and Heterogeneous Assets"
  • 10/2010-12/2014: Research assistant at the Chair of Derivatives and Financial Engineering, University of Muenster
  • 09/2010: Diploma (M.Sc. equivalent) in Business Economics at the University of Muenster; Thesis: "Asset Allocation in the Face of Systemic Risk"; Specialization in Finance, Banking, Accounting and Auditing


Forschungsschwerpunkte:
  • Asset Pricing
  • Heterogeneous Investors
  • Financial Networks
  • Market Incompleteness
  • Learning


Working Papers

  • Branger, N., Konermann, P., Schlag, C. (2015): Optimists, Pessimists, and the Stock Market: The Role of Preferences and Market (In)Completeness, Working Paper, September 2015. (available at SSRN)

  • Branger, N., Konermann, P., Meinerding, C., Schlag, C. (2015): Equilibrium Asset Pricing in Directed Networks with Mutually Exciting Jumps, Working Paper, August 2015. (available at SSRN)

  • Branger, N., Dierkes, M., Konermann, P. (2014): On the horizon effects of estimation risk and smooth ambiguity aversion, Working Paper, September 2014.

  • Konermann, P. (2014): Asset Pricing with Learning and Heterogeneous Investors: A Literature Overview, Working Paper, September 2014.

  • Branger, N., Konermann, P., Thimme, J. (2013): Returns on Cyclical and Defensive Stocks in Times of Scarce Information about the Business Cycle, Working Paper, March 2013. (available at SSRN)


Refereed Publications

  • Konermann, P., Meinerding, C., Sedova, O. (2013): Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations, Review of Financial Economics, Vol. 22, Issue 1, January 2013, 36-46.



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