- Postdoktorand
- Innovative & Digital Finance
- Ausbildung
- 2019 — 2023
PhD in Finance, University of St. Gallen
- 2016 — 2018
MSc Banking & Finance, University of Innsbruck
- 2013 — 2016
BSc Management & Economics, University of Innsbruck
- 2007 — 2012
Environmental Engineering, HTL Hollabrunn
- Werdegang
- seit 2023
Postdoctoral Researcher, Liechtenstein Business School
- 2019 — 2023
Research Associate, University of St. Gallen
- 2018
Quantitative Analyst, 3BG Investment GmbH
- Auslandsaufenthalte
- 2022 — 2023
Visiting Fellow, Harvard Business School
- 2017
Exchange Student, HEC Lausanne
- Auszeichnungen
- 2023
Swiss Finance Institute Best Paper Doctoral Award 2023 (w/ Traut J.)
- 2019
Prix du Centre de Professions Financières, Paris
- 2018
Dean's List, University of Innsbruck
- 2018
Merit Scholarship, University of Innsbruck
- 2017
Merit Scholarship, University of Innsbruck
- Gutachtertätigkeiten
- seit 2022
International Review of Financial Analysis
- seit 2022
Economic Modelling
- seit 2021
Finance Research Letters
- Veranstaltungen im SS 24
- C21_Grundlagen Finanzierung - Übung (Übung) Schadner
- C21_Research Methods I (IFS) (Vorlesung) Schein, Schadner
- Seminar in Finance (Seminar) Hanke, Stöckl, Angerer, Menichetti, Luan, Kordsachia, Schadner
Schadner W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, (forthcoming). (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsSchadner W. and Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476. (ABDC_2022: B; ABS_2021: 2)
detailsSchadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.
detailsSchadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.
detailsSchadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.
detailsLang, S., & Schadner, W. (2021). The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis. Finance Research Letters, 42(102048), 1-4. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsSchadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.
detailsSchadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
detailsSchadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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