Florian Weigert is Full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland). Florian received his Ph.D. in Finance with Summa Cum Laude from the University of Mannheim for his dissertation on "Crash Aversion and Extreme Dependence Structures in Asset Pricing". Subsequently, he worked as an Assistant Professor at the University of St. Gallen and obtained his venia legendi in Finance. Florian was a visiting scholar at New York University, Georgetown University, Georgia State University, and the University of Texas at Austin.
Florian's research focuses on empirical asset pricing, hedge funds, mutual funds, behavioral finance, and risk management. His research projects investigate, among others, the determinants of the cross-section of stock returns, performance measurement for hedge- and mutual funds, and the impact of investors' behavioral biases. His work has been presented at leading international academic conferences (such as the AFA, EFA, and FIRS meetings) and published in top finance journals (such as the Journal of Financial Economics, the Review of Finance, and the Journal of Financial & Quantitative Analysis).