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Jan Wrampelmeyer
Nationality: German
Entered Doctoral Program: 2007
Languages
German: native speaker
English: fluent
Dutch: basic
French: basic
Research Interests
FX Markets, Liquidity, Robust Modeling and Estimation, Hedge Funds, Asset Pricing, Financial Econometrics
Research Papers - Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (with Loriano Mancini and Angelo Ranaldo), available on SSRN: http://ssrn.com/abstract=1447869
- Robust Modeling and Estimation: A Unified Approach to Deal with Model Uncertainty (with Fabio Trojani and Christian Wiehenkamp)
- The Joint Dynamics of Hedge Fund Returns, Liquidity and Volatility
Conference Attended - Warwick Business School FERC 2009 conference on Individual Decision Making, High Frequency Econometics and Limit Order Book Dynamics
- Midwest Finance Association 2010 Annual Meeting, Las Vegas, USA
- Eastern Finance Association 2010 Annual Meeting, Miami, USA
Awards - Eastern Finance Association 2010 Outstanding International Finance Paper award
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E-mail
Jan.Wrampelmeyer@sfi-phd.ch
Telephone:
+41 (0)44 63 44 128
Principal Address
University of Zurich
Plattenstrasse 32
8032 Zurich
Switzerland
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Education
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2007 - Present
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University of Zurich, Switzerland
Swiss Finance Institute PhD candidate in Finance
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2010
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Columbia University, New York, USA
Chazen Visiting Scholar at Columbia Business School
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2006 - 2007
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Maastricht University, The Netherlands
Master of Science in Econometrics and Operations Research (with distinction)
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2003 - 2006
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Maastricht University, The Netherlands
Bachelor of Science in Econometrics and Operations Research
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2005
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Arizona State University, Tempe, USA
Exchange Student at W.P. Carey School of Business
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Work Experience
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Summer 2006
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HSBC Trinkaus & Burkhardt AG, Düsseldorf, Germany
Internship at the Equity Derivatives Group
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