Dr. Wolfgang Schadner

Education: 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
Career: since 2023
Postdoctoral Researcher, Liechtenstein Business School; 2019 — 2023
Research Associate, University of St. Gallen; 2018
Quantitative Analyst, 3BG Investment GmbH
Visiting Academic: 2022 — 2023
Visiting Fellow, Harvard Business School; 2017
Exchange Student, HEC Lausanne
Awards: 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
Reviewer Services: since 2022
International Review of Financial Analysis; since 2022
Economic Modelling; since 2021
Finance Research Letters

Schedule for WS 23/24

Schadner W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, (forthcoming). (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
more
Schadner W. and Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476. (ABDC_2022: B; ABS_2021: 2)
more
Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.
more
Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.
more
Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.
more
Lang, 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)
more
Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.
more
Schadner, 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)
more
Schadner, 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)
more

Traut J. and Schadner W. (2023). Which is Worse: Heavy Tails or Volatility Clusters? (Swiss Finance Institute Research Paper 23-61).
more
Schadner W. (2023). Return Auto-Correlation as Implied by Option Prices (SSRN Electronic Journal).
more

Contact