Prof. Prof. Dr. Dr. Christian Schmitt
Technische Universität München
Fakultät für Mathematik
85748 Garching b. München
Prof. Dr. Christian Schmitt is Professor of Business Administration at the Hochschule der Bayerischen Wirtschaft (HDBW) in Munich and Executive Advisor of Index Intelligence. He also advises asset managers and institutional investors on risk management, alternative investments and advanced analytics.
As former Managing Director of risklab, a company of Allianz Global Investors, he headed the Investment & Risk Consulting division and has many years of expertise in advising institutional investors on asset allocation, asset liability management and risk management. Further professional stations include Deutsche Bank AG and the Centre for European Economic Research (ZEW) as well as a FinTech.
Christian Schmitt studied industrial engineering at the University of Karlsruhe (now: KIT). He then earned his doctorate at the University of Mannheim with a thesis on "Economic and Econometric Analysis of the Valuation of Options under Stochastic Volatility". The CFA Charterholder is also a lecturer at the DVFA (Deutsche Vereinigung für Finanzanalyse und Asset Management) and a lecturer at the FOM - Hochschule für Ökonomie und Management. Translated with www.DeepL.com/Translator
- Portfolio Analysis [MA4706] (SS 2019)