HomeWho 's who

Dr. Wolfgang Schadner

Postdoc
Innovative & Digital Finance
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

Portrait
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)

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  • Schadner W. and Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476. (ABDC_2022: B; ABS_2021: 2)

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  • Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.

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  • Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.

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  • Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.

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  • Lang S. and 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)

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  • Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.

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  • 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)

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  • 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)

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  • Traut J. and Schadner W. (2023). Which is Worse: Heavy Tails or Volatility Clusters? (Swiss Finance Institute Research Paper 23-61).

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  • Schadner W. (2023). Return Auto-Correlation as Implied by Option Prices (SSRN Electronic Journal).

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