Florian Weigert is Full Professor and Chair of Digital Finance at the Technical University of Munich, Germany. He obtained his Ph.D. in Finance summa cum laude from the University of Mannheim. Prior to joining TUM School of Management, he served as Full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland), Assistant Professor at the University of St Gallen (Switzerland) and as a visiting scholar at several leading US universities, including New York University, Georgetown University and the University of Texas at Austin. His work has been presented at major international conferences, published in top academic journals and recognized with multiple awards. He is Managing Co-Editor of the journal Financial Markets and Portfolio Management and Co-Organizer of the annual conference Alpine Finance Summit.
Florian Weigert’s current research focuses on the determinants of asset returns, performance measurement of investment and hedge funds, the use of artificial intelligence in portfolio strategies, and the financial impact of behavioral investor biases.
A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options (joint with Niclas Käfer, Mathis Mörke, and Tobias Wiest), Journal of Financial and Quantitative Analysis, 2025, Forthcoming
Social Media-Based Attention and the Cross-Section of Cryptocurrency Returns (joint with Arnaud Maitre and Nikolay Pugachyov), Journal of Banking and Finance, 2025, Forthcoming
Extreme Weather Risk and the Cross-Section of Expected Stock Returns (joint with Alexander Braun and Julia Braun), Journal of Risk and Insurance, 2025, Forthcoming
Hedge Funds and the Positive Idiosyncratic Volatility Effect (joint with Turan Bali), Review of Finance, 2024, 28, pp. 1611-1661
Unobserved Performance of Hedge Funds (joint with Vikas Agarwal and Stefan Ruenzi), Journal of Finance, 2024, 79, pp. 3203-3259
Option Return Predictability with Machine Learning and Big Data (joint with Turan Bali, Heiner Beckmeyer, and Mathis Moerke), Review of Financial Studies, 2023, 36, pp. 3548-3602
Multivariate Crash Risk (joint with Fousseni Chabi-Yo and Markus Huggenberger), Journal of Financial Economics, 2022, 145, pp. 129-153
Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications (joint with Stefan Ruenzi and Michael Ungeheuer), Journal of Banking and Finance, 2020, 115, Article 105809
Crash Sensitivity and the Cross-Section of Expected Stock Returns (joint with Fousseni Chabi-Yo and Stefan Ruenzi), Journal of Financial and Quantitative Analysis, 2018, 53, pp. 1059-1100
Does Foreign Information Predict the Returns of Multinational Firms Worldwide? (joint with Christian Finke), Review of Finance, 2017, 21, pp. 2199-2248
Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings (joint with Vikas Agarwal and Stefan Ruenzi), Journal of Financial Economics, 2017, 125, pp. 610-636
Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide, Review of Asset Pricing Studies, 2016, 6, pp. 135-178
