Maxim Ulrich
Professor for Financial Economics and Risk Management at Karlsruher Institute of Technology (KIT)
Links
Biography
Maxim Ulrich is head of the Chair for Financial Economics and Risk Management at the Karlsruher Institute of Technology (KIT). At the Chair, he has founded the Computational Risk and Asset Management Research Group (C-RAM). The C-RAM research group focuses on developing risk management 4.0 solutions for all types of asset market risks. Maxim's research focuses on understanding how economic, monetary policy and financial risks affect financial markets and to provide solutions for extracting relevant information from financial markets.
Prior to joining the KIT in 2014, Maxim has been a Tenure Track Assistant Professor for Finance and Economics at Columbia University - Columbia Business School in the City of New York. During this time, 2008 - 2013, Maxim taught several investment and asset pricing related courses at Columbia's MBA, Excecutive MBA, PhD and Engineering program.
Companies
- Full Professor for Financial Economics and Risk Management Karlsruher Institut für Technologie (KIT) (2014)
- Tenure Track Assistant Professor for Finance and Economics Columbia University - Columbia Business School (2008 — 2013)
Education
- Doctor of Philosophy (Ph.D.) Goethe University (2003 — 2008)
- Master's degree WFI - Ingolstadt School of Management (1999 — 2003)
- non-degree foreign exchange student Xavier University (2001 — 2001)
- Bachelor's degree WFI - Ingolstadt School of Management (1999 — 2001)
Videos
ARMA_V8: How to Generate Random Numbers? How to Generate Good Ones?
FI_V7: Fama-MacBeth Approach for Estimating Market Prices of RIsk
FI_V9: Harvesting Static Factor Risk Premiums in Equity, Bond and Credit Markets
FI_V1: Norway's Sovereign Wealth Fund
FI_V10: Harvesting Dynamic Risk Premiums using Value, Carry, Momentum and Short Vol Strategies
VF_V1: Basic Idea of Vol Forecasting
VF_V2: Making Unobserved Vol Observable
PCA_V4: Practical Tips for Working with PCA
PCA_V3: Applying PCA to Russel 300 Equity Portfolio Management
FI_V10: Harvesting Dynamic Risk Premiums using Value, Carry, Momentum and Short Vol Strategies
"Student's Insights": #1 Introduction Neural Networks - from Max and Julian
DAP_V8_3: Vasicek Bond Pricing
V21: Cross-Sectional Skewness and Kurtosis in EU BlueChips (using Python)
MFV_V2: VIX^2 as Model-free Q Variance Forecast
SVM_V2: Harvey Transform of Univariate Log-Normal SV Model
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