ACADEMIC

I am a professor of Empirical Finance at the University of Zurich (UZH), Department of Banking and Finance, in lovely Zurich, Switzerland. My research interests include classic and modern statistical inference, time-series analysis, and financial risk prediction.  I focus on development of large-scale modeling and prediction of financial asset returns, advanced portfolio optimization methodologies, and algorithmic trading strategies. 

 

I have published about 50 academic papers, and single-authored four graduate level books on probability theory, statistical inference, linear models, time series analysis, and financial econometrics. 

I am also a member of several editorial boards of statistics and econometrics journals, and the Editor-in-Chief of a relatively new journal called Econometrics.

 

EDUCATION

RESEARCH INTERESTS

1998/2002

Christian Albrechts Universität zu Kiel 

Post Doc Habilitation, 2002

Dr. sc. pol., 1998​

Computational Statistical Methodology

Saddlepoint Approximation Theory

Financial Risk Prediction

2007 - present

University of Zurich, Department of Banking and Finance

Professor

ACADEMIC POSITIONS

1990

State University of New York at Stony Brook

Bachelor of Arts (Economics), and Bachelor of Science (Applied Mathematics and Statistics)

1993

Colorado State University

M.S. Statistics

TEACHING

Linear Models, Regression and ANOVA (PhD level)

Modern Statistical Inference and Computation (masters level)

Portfolio Optimization (PhD level)

Probability Theory (masters level)

Probability and Distribution Theory (PhD level)

Time Series Analysis (PhD level)

Volatility Modeling and Risk Prediction (masters and PhD level)

 

2008 - 2012

University of Geneva, Department of Econometrics

Visiting Professor and Lecturer

2003 - 2006

University of Zurich, Department of Banking and Finance

Associate Professor

1999 - 2003

Christian Albrechts Universität zu Kiel

Assistant Professor and Director

GARCH Modeling

Large-Scale Non-Elliptic Portfolio Optimization

Mixture Models

Time-Series Analysis

Marc S. Paolella

PROFESSOR OF EMPIRICAL FINANCE

  • googlescholar
  • Twitter Clean Grey
  • LinkedIn Clean Grey

© 2018 by noblabla Digital Marketing - www.noblabla.ch