Lars is currently an ESRC funded PhD student in Econometrics. Having completed a BSc in Economics at the University of Mannheim, Germany, and an MSc in Quantitative Finance and Actuarial Sciences at Tilburg University, the Netherlands, he came to The University of Manchester to graduate with an MSc in Financial Economics for which he was awarded a distinction and the Jon Stewart Econometrics prize in 2011. In 2013 he spent three months in the Multi Asset Active Allocation Strategies team at Allianz Global Investors in Frankfurt to support the daily portfolio management process.
His principal research interests lie in the field of modelling and forecasting variance-covariance matrices of a potentially large vector of asset returns. In particular, Lars is currently investigating the performance of a similarity based approach to forecasting the correlation part of a decomposed variance-covariance matrix.
- Dr Ralf Becker
- Dr Arthur Sinko
- ECON20110 Econometrics
- ECON20351 Microeconomics IIA
- ECON20352 Microeconomics IIB
- ECON20091 Operational Research IA
- ECON61001 Econometric Methods
Economics, School of Social Sciences
3rd Floor, Arthur Lewis Building
University of Manchester
M13 9PL Manchester, UK