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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

02.10.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

09.10.2014
SFI Breakfast Seminar with Prof. Aleksander Berentsen
Zürcher Kantonalbank, Josefstrasse 222, 8005 Zurich

16.10.2014
SFI Frühstückseminar mit Daniel Pajer
Zürcher Kantonalbank, Josefstrasse 222, 8005 Zurich

13.11.2014
9th Annual Meeting - People or Technologies: Where to Invest for the Future of Swiss Banking?

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

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

Varese News: A Lugano, a lezione dal Prof. Schiller, nobel per l'economia
Article about EFA program, workshops and key speakers (29.08.2014)

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)

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