photo of Andreas Kaeck

Prof Andreas Kaeck

Post:Professor of Finance (Business and Management)
Location:JUBILEE BUILDING JUB-210
Email:A.Kaeck@sussex.ac.uk

Telephone numbers
Internal:8433
UK:01273 678433
International:+44 1273 678433

Research expertise:
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Biography

Andreas Kaeck is Professor of Finance at the University of Sussex. Prior to joining the Finance Group at  Sussex, Andreas was an Assistant Professor of Finance at the University of St Gallen, Switzerland. His research interests cover investment-related research problems (e.g. optimal portfolios based on recent product innovations like volatility derivatives) and general asset pricing issues. He also applies statistical methods to the estimation and implementation of advanced option pricing models and to stochastic volatility and jump models in particular. His research has been published in leading international journals, including the Review of Financial Studies and Review of Finance. Andreas has taught many finance courses at undergraduate and postgraduate level, including market risk, derivatives, portfolio theory and asset pricing.