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Home | People | Yannick Dillschneider
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Yannick Dillschneider

Candidate Fellow

University
University of Amsterdam
Research field
Finance
Interests
Asset Pricing, Finance, Financial Econometrics, Mathematical Methods

Biography

Yannick Dillschneider is currently an Assistant Professor at the Amsterdam School of Economics, University of Amsterdam. Prior to that, Yannick obtained his doctoral degree from Goethe University Frankfurt. His primary research interests are in asset pricing and financial econometrics. His current research focuses on the solution and estimation of asset pricing models and on the extraction of economic information from asset prices.

List of publications

Dillschneider, Y. and Maurer, R. (2019). Functional Ross recovery: Theoretical results and empirical tests Journal of Economic Dynamics and Control, 108:.