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Alexandre.Ziegler@sfi-research.ch

Alexandre Ziegler is Assistant Professor of Finance at the University of Zurich and has been an SFI faculty member since June 2006. He obtained his PhD in finance from the University of St. Gallen. His main research areas are asset pricing and corporate finance.

In ongoing research, Prof. Ziegler investigates the pricing of financial instruments whose payoff depends on the variability of stock or index returns, such as variance contracts and options. The popularity of these instruments has increased significantly in recent years, reflecting the rise of variance as an investable asset class in the marketplace. By decomposing stocks’ total variance into systematic and stock-specific components, Prof. Ziegler's research is able to show that different types of variance risk command very different prices on the market. His findings explain the differences between index and single stock option returns, the differences in returns across single stock options, and the profitability of a number of trading strategies involving options.

Prof. Ziegler is a regular speaker at leading academic conferences in finance and his papers have been published in top finance journals.






Event

29.08.2014
SFI Industry Forum, Lugano
Topic: Opportunities and Challenges in Asset Management

04. 09.2014
SFI Evening Seminar in Geneva
with Philippe Bertherat, Pictet & Cie

16.09.2014
SFI Breakfast Seminar in Zürich
mit Dr. Christian Katz, SIX Swiss Exchange

17.09.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

More events


Press releases

08.05.2014
Swiss Finance Institute held, in partnership with McKinsey & Company and the Swiss Bankers Association, a half-day conference on: "Banking services for Swiss companies: needs, availability and trends".
English version / German version

09.04.2014
Swiss Finance Institute publishes its first White Paper, "The Extra Cost of Swiss Banking Regulation," by Professor Jean-Charles Rochet
English version / German version


17.03.2014
IAZI AG und Swiss Finance Institute lancieren CAS in Real Estate Finance

More press releases...


SFI in the news


Corriere del Ticino: Lugano, una calamita per la finanza mondiale
Article about SFI and EFA, Interview Prof. François Degeorge (05.08.2014)

Le Temps: Des stratégies de placement piégées par l'après-krach boursier
Article about SFI Outstanding Paper Award winners Tobias Moskowitz and Kent Daniel (14.07.2014)

Le Temps: La finance chinoise montre des signes inquiétants
Article by SFI Professors Eric Jondeau and Michael Rockinger (23.06.2014)

Coller Institute Findings Summer Edition: Second Hand, Second Rate?
SFI Senior Chair François Degeorge participated in a round-table discussion on secondary buyouts (26.06.2014)

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