Prof. Dr. Florian Weigert
Academic Career and Research Areas
Prof. Weigert's (*1981) field of research is in the area of empirical asset pricing, the analysis of mutual & hedge funds, behavioral finance, and financial technology. He is particularly interested in investigating how artificial intelligence shapes investment management.
Prof. 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 (such as New York University and Georgetown University).
Awards
- SNF Grant for the project: "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide” (2021)
- Innosuisse Grant for the project “Fund Manager Selection Using Machine Learning” (2022)
- Best Paper Award from the Bundesverband Alternative Investments (2025 and 2017)
- Best Paper Award from the FMA Consortium (2023)
- Best Paper Award from the journal "Financial Markets and Portfolio Management" (2016)
Key Publications (all publications)
Weigert, F.: "Unobserved Performance of Hedge Funds", joint with Vikas Agarwal and Stefan Ruenzi, Journal of Finance, 2024, 79, pp. 3203-3259
AbstractWeigert, F.: "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
AbstractWeigert, F.: "Multivariate Crash Risk", joint with Fousseni Chabi-Yo and Markus Huggenberger, Journal of Financial Economics, 2022, 145, pp. 129-153
AbstractWeigert, F.: "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
AbstractWeigert, F.: "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
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