Dr. Christoph Meinerding

Asset Allocation and Asset Pricing in Capital Markets with Financial Contagion

Aus Dissertation entstandene Publikationen:
Branger, N., Kraft, H., & Meinerding, C. (2016). The Dynamics of Crises and the Equity Premium. Review of Financial Studies, 29(1), 232-270.
Branger, N., Kraft, H., & Meinerding, C. (2014). Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization. Journal of Economic Dynamics and Control, 39(1), 18-36.
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, 22(1), 36-46.
Meinerding, C. (2012). Asset Allocation and Asset Pricing in the Face of Systemic Risk: A Literature Overview and Assessment. International Journal of Theoretical and Applied Finance, 15(3).
Branger, N., Kraft, H., & Meinerding, C. (2009). What is the Impact of Stock Market Contagion on an Investor’s Portfolio Choice?. Insurance: Mathematics and Economics, 45(1), 94-112.

Positionen nach der Promotion:
Deutsche Bundesbank, Economist im Research Centre
Finance Department der Goethe University Frankfurt, Assistant Professor