Dufourstrasse 50
St Gallen
Switzerland
Unterer Graben 21
St.Gallen, CH-9000
University of St. Gallen
University of St. Gallen - School of Finance
Infrastructure, Asset class, Factor model, Fama/French factors, Leverage, Cash flow volatility, Investment factor
Asset Pricing; Insurance; Multifactor Models; APT; Risk Factors
Implied volatility, Options, Catastrophe risk, Tail risk, Natural disasters