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+41 44 634 27 32

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

25.11.2014
SFI Breakfast Seminar with Dr. Philipp Keller
Topic: The Regulatory Cold War: Financial Repression, Protectism and Possible Strategies for Switzerland
Place: Zürcher Kantonalbank, Josefstrasse 222, 8005 Zürich

26.11.2014
SFI Evening Seminar with Dr. Philipp Keller
Topic: The Regulatory Cold War: Financial Repression, Protectism and Possible Strategies for Switzerland
Place: Credit Suisse Forum, Rue de Lausanne 11-19, Geneva

03.12.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

04. Dezember 2014
Evening Event with Dr. Andreas Dombret
Thema: Von der Währungsunion zur Bankenunion - Finanzintegration in Europa
Ort: Zürcher Kantonalbank, Josefstrasse 222, 8005 Zürich

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


Der Bund: Wolken sind schlecht für den Aktienkurs
Insights into research at the Institute for Financial Management (08.11.2014)

Ticino Management: Il Nobel parla, il gestore ascolta

Article about EFA convention (14.10.2014)

Le Temps: Retour de la Tension
Article on Systemic Risk Analysis in banking, by E.Jondeau and M.Rockinger (05.10.2014)

L'Hebdo: Philippe Bacchetta pour succéder à Jean Pierre Danthine à la BNS
Article about candidates for succession at BNS' Direction (10.09.2014)


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