M.Sc. with honors Andreas Lichtenstern

Technical University Munich
Chair of Mathematical Finance (Prof. Zagst)

Postal address
Parkring 11-13
85748 Garching b. Munich


Phone: +49 (0) 89 289 17405
Office hours: by arrangement
andreas.lichtenstern@tum.de
Room number 2.01.08

Short CV

After his undergraduate studies in mathematics (minor economics) at the Technische Universität München, Andreas joined the elite graduate program Finance and Information Management (FIM)  at the Technische Universität München and at the University of Augsburg in October 2013. In the framework of a research project at Ryerson University and the University of Toronto, he graduated with his master's thesis "Behavioral Finance Driven Investment Strategies". During his studies, Andreas gained practical experience through an internship in Trading at BayernLB and in Asset Management at risklab GmbH/Allianz Global Investors. From October onwards, Andreas is pursuing his PhD at the Chair for Mathematical Finance.

Publications in Journals

2018

  • Escobar-Anel, M.; Lichtenstern, A.; Zagst, R.: Behavioral Portfolio Insurance Strategies. submitted for publication, 2018, more…
  • Escobar-Anel, M.; Lichtenstern, A.; Zagst, R.: Behavioral Portfolio Choice under Hyperbolic Absolute Risk Aversion. submitted for publication, 2018, more…
  • Lichtenstern, A.; Shevchenko, P; Zagst, R.: Optimal consumption and investment decisions under time-varying preferences. Working Paper, submitted for publication, 2018, more…