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Schuster

Dr. rer. pol. Philipp Schuster

Research Group Leader
Office Hours: During semester: Tuesday 11:15-12:15
During semester break: on request

Room: 204 (Geb. 09.21, Blücherstr. 17)
Phone: +49 721 / 608 - 48184
philipp schusterKgs5∂kit edu

Author page google.scholar

Author page SSRN



Short Biography

Education
2010-2014 Karlsruhe Institute of Technology (KIT)
Ph. D. in Finance (grade: summa cum laude)
2004-2009 University of Karlsruhe (TH), Karlsruhe
Business engineering (with honours)
2007-2008 Georgia Institute of Technology, Atlanta (GA)
Industrial engineering

Miscellaneous / Professional Experience

Since 2014 Karlsruhe Institute of Technology (KIT)
Assistant Professor (Wissenschaftlicher Assistent)
2015
(Dec.)
Copenhagen Business School
Visiting Scholar
2014
(Oct.-Nov.)
College of William and Mary, Williamsburg (VA)
Visiting Scholar

Teaching

For questions concerning one of the following courses or problem sessions please contact me during my office hours:

Research Focus

  • Measuring and empirical analysis of liquidity and market frictions
  • Liquidity risk modelling
  • Asset Pricing
  • Bond and option markets
  • Mortgage-backed securities and other structured products

Publications and Other Achievements


Scientific Articles in Journals

Papers in Collected Editions and Miscellaneous Publications

Press Coverage
  • Börsenzeitung, February 25, 2017: "Besseres Risikomanagement dank Liquiditätsmessung".
  • Börsenzeitung, July 7, 2016: "Modelle zur Messung von Risiken".
  • Instituional Money, July 5, 2016: "FIRM verleiht Preis für Dissertation über Liquidität an Anleihemärkte".
  • Börsenzeitung, April 22, 2015: "DAI Hochschulpreis verliehen".

Presentations at Conferences and Workshops
  • Fraud in Open-End Mutual Funds: FMA 2017, Boston*; Ninth Professional Asset Management Conference 2018, Rotterdam*; DGF 2018, Trier; Conference on Empirical Legal Studies in Europe 2018, Leuven*
  • Size-Adapted Bond Liquidity Measures and their Asset Pricing Implications: WHU - Otto Beisheim School of Management, Valendar 2017; SAFE Asset Pricing Workshop 2018, Frankfurt; University of Hohenheim, Hohenheim 2018
  • Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets: DGF 2015, Leipzig; Auckland Finance Meeting 2015*; Federal Reserve Bank of Atlanta Real Estate Conference 2015*; Western Economic Association International Annual Conference 2016, Portland*; U.S. Security and Exchange Commission (SEC)*
  • Measuring Liquidity in Bond Markets: DGF 2013, Wuppertal; Market Microstructure Conference 2014 (Poster Session), Paris; FIRM Research Conference 2016, Montabaur
  • A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity: International Forum on Liquidity Risk 2013, Paris; FMA European Conference 2013, Luxembourg; DGF 2013, Wuppertal; Annual Meeting of the German Academic Association for Business Research (VHB) 2015, Vienna; Copenhagen Business School, Copenhagen 2015; Mason School of Business, Williamsburg 2016
  • The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds: Workshop Financial Markets & Risk 2010, Obergurgl; DGF 2011 (Ph.D. Workshop), Regensburg; Deutsche Bundesbank 2011, Frankfurt; SGF 2012, Zürich; DGF 2012, Hannover; DZ Bank AG 2012, Frankfurt;  FMA 2012, Atlanta (GA)

* Presented by coauthor(s)