Prof. Dr. Axel H. Kind, Assistant Professor

Transcription

1 Prof. Dr. Axel H. Kind, Assistant Professor Contact Information Personal Data Languages Academic Positions University of Basel Voice: Center of Economic Sciences (WWZ) Fax: Peter Merian-Weg 6 [email protected] CH-4002 Basel Web: Born on September 14, 1976 in Sorengo (CH); German National; Unmarried. Fluent in English, German, and Italian. University of Basel, Basel, Switzerland present Assistant Professor ( Assistenzprofessor ) of Corporate Finance, Center of Economic Sciences (WWZ) Head of Corporate Finance Division ( Abteilungsleiter ) New York University, New York, USA Assistant Professor of Finance (Visiting Faculty), Leonard N. Stern School of Business University of St. Gallen, St. Gallen, Switzerland Lecturer of Finance ( Nachwuchsdozent ), Swiss Institute of Banking and Finance (s/bf) University of California, Los Angeles, Los Angeles, USA Post-Doctoral Visiting Scholar, Computer Science, Prof. M. Gerla Columbia University, New York, USA Visiting Scholar, Graduate School of Business, Prof. S. Sundaresan University of Novosibirsk, Akademgorodok, Siberia, Russia 2001 Visiting Lecturer, Economics Department Education University of St. Gallen, St. Gallen, Switzerland 2004 Doctorate in Finance, Dr. oec. HSG Thesis: The Pricing of Convertible Bonds on International Markets Supervisor: Prof. Dr. Heinz Zimmermann Co-supervisor: Prof. Dr. Manuel Ammann Community of European Management Schools, Copenhagen, Denmark 1999 CEMS Master, Major in Finance University of St. Gallen, St. Gallen, Switzerland 1999 Economics, Major in Finance, Lic. oec. HSG Bocconi University, Milan, Italy 1997 Exchange Term European School of Varese, Varese, Italy 1994 High School Degree Research Interests Corporate Finance, Convertible Securities, Real Options, Numerical Option Pricing

2 Publications Reviewer Grants Presentations at Conferences and Seminars What Drives the Performance of Convertible-Bond Funds?, Journal of Banking and Finance, 34 (11), , 2010 (joint with Manuel Ammann and Ralf Seiz) Simulation-Based Pricing of Convertible Bonds, Journal of Empirical Finance, 15, , 2008 (joint with Manuel Ammann and Christian Wilde) International Stock-Bond Correlations in a Simple Affine Asset Pricing Model, Journal of Banking and Finance, 30 (10), , 2006 (joint with Stefano d Addona) Pricing American-Style Options by Simulation, Financial Markets and Portfolio Management, 19 (1), , 2005 What is Going on in the Oil Market?, Financial Markets and Portfolio Management, 18 (4), , 2005 (joint with Frode Brevik) Are Convertible Bonds Underpriced? An Analysis of the French Market, Journal of Banking and Finance, 27 (4), , 2003 (joint with Manuel Ammann and Christian Wilde) Algorithmic Finance, Applied Mathematics and Computation, European Financial Management Journal, Financial Analysts Journal, Financial Markets and Portfolio Management, International Journal of Theoretical and Applied Finance, Journal of Banking and Finance, Journal of Futures Markets, Journal of Institutional and Theoretical Economics, Swiss National Science Foundation, The Financial Review, Die Unternehmung : Convertible Bond Funds. Grant of the Swiss National Science Foundation: CHF 171,476 (project co-applicant with Prof. Dr. Manuel Ammann as main applicant) : Valuation of Equity-Linked Hybrid Securities. Project no. 107,983. Grant of the Swiss National Science Foundation: CHF 102,459 (project co-applicant with Prof. Dr. Manuel Ammann as main applicant) : The Pricing of Convertible Bonds on International Markets. Project no Grant of the Swiss National Science Foundation: CHF 53,240. Research Seminar, Freie Universität Berlin, 2010, Berlin, Germany. Doctoral Research Seminar in Finance, University of St. Gallen, 2010, Flims, Switzerland. European Finance Association Annual Meeting, 2010, Frankfurt, Germany. German Finance Association Meeting, 2010, Hamburg, Germany. European Conference of the Financial Management Association, 2010, Hamburg, Germany. Conference of the Swiss-Russian Forum, 2009, Moscow, Russia. International Conference on Asset Management and International Capital Markets, 2008, Frankfurt, Germany. European Finance Association Annual Meeting, 2007, Ljubljana, Slovenia. Corporate Governance & Shareholder Activism, 2007, Milan, Italy. Annual Meeting of the Eastern Finance Association, 2007, New Orleans, United States. Finance Seminar, Politecnico di Milano, 2007, Milan, Italy. Arne Ryde Workshop in Financial Economics, 2007, Lund, Sweden. Annual Meeting of the Swiss Society for Financial Market Research, 2007, Zurich, Switzerland. Annual Meeting of the Swiss Society of Economics and Statistics - Finance and Financial Econometrics, 2007, St. Gallen, Switzerland. Joint Research Seminar in Finance - University of Konstanz and University of St. Gallen, 2007, Switzerland. VIII Workshop on Quantitative Finance, 2007, Venice, Italy. Campus for Finance Research Conference, 2007, Vallendar, Germany. German Finance Association Meeting, 2006, Oestrich-Winkel, Germany. Northern Finance Association Conference, 2006, Montréal, Canada.

3 Risk Management: From Basel II To Basel III, 2006, Monte Verità, Ascona, Switzerland. Annual Meeting of the French Finance Association (AFFI), 2005, Paris, France. Joint Research Seminar in Finance - University of Konstanz and University of St. Gallen, 2005, Kreuzlingen, Switzerland. German Finance Association Meeting, 2005, Augsburg, Germany. Annual Meeting of the Swiss Society for Financial Market Research, 2005, Zurich, Switzerland. XIII International Tor Vergata Conference on Banking and Finance, 2004, Rome, Italy. European Financial Management Association Conference, 2004, Basel, Switzerland. Eastern Finance Association Meetings, 2004, Mystic, CT, United States. Australasian Conference in Banking and Finance, 2002, Sydney, Australia. Quantitative Methods in Finance Conference, 2002, Cairns, Australia. Northern Finance Association Conference, 2002, Banff, Canada. International French Finance Association Meeting, 2001, Namur, Belgium. Courses Taught University of Basel : Corporate Finance, Bachelor level, taught in German, ca 105 participants [ present] : Financial Market Theory I, Bachelor level, taught in German, 113 participants [2008] : Seminar Accounting, Corporate Finance, Investments, Bachelor level, taught in German, ca 20 participants [ present] : Advanced Corporate Finance, Master level, taught in German, ca. 100 participants [ present] : Seminar in Corporate Financial Management, Bachelor level, ca 20 participants, taught in German [ present] : Quantitative Security Analysis, Master level, taught in English, ca 10 participants [ present] University of St. Gallen 5, 240: Capital Markets Theory, Bachelor level, taught in German, ca 30 participants [ ] 7,150: Financial Markets Theory, Master of Banking and Finance (MBF-HSG), taught in German, ca 100 participants [ ] 9, 158: Research Seminar Corporate Finance, Master of Banking and Finance (MBF-HSG), taught in English, ca 20 participants [2010] 9, 176: Behavioral Finance, Master of Banking and Finance (MBF-HSG), taught in English, ca 20 participants [ ] : Financial Derivatives, Ph.D. in Economics and Finance (PEF), taught in English, ca. 12 participants [ present] MBA 05 04: Finance II - Principles, Master in Business Administration (MBA-HSG), taught in English, 30 participants [2005] New York University, Leonard N. Stern School of Business B : Equity Instruments and Markets, MBA class, taught in English, 30 participants [2007] University of Novosibirsk, Akademgorodok Bonds and Derivatives, Bachelor level, taught in English, 40 participants [2001]

4 Executive Teaching BKW in-house training(2010), Bern Fit For Finance (2000, 2001, 2004, 2005, 2006, 2007), Zurich Credit Suisse in-house training (2005, 2006, 2007), Zurich Elvia in-house training (2000), Zurich UBS in-house training (2001), Zurich Man Investments in-house training (2007), Zurich Professional Wealth Management (2005), Zurich Committee of Doctoral, Master, and Bachelor Theses Academic Year 2009/2010 Art, Shpetim: Performance Dependence of Manager Compensation in Switzerland Dätwyler, Stefan: Tactical Asset Allocation with Commodity Futures Kuntner, Christian: Die Entlohnung von CEOs in der Schweiz - Eine Empirische Analyse Loiacona, Gianluca: Modellierung und systematisches Risiko von CDOs Poltera, Marco: The Value of Corporate Voting Rights Embedded in Option Prices Academic Year 2008/2009 Burghi, Anina: Empirical Research on Hedge Funds: Intentional Return Smoothing, Autocorrelation and Heterogeneity Huber, Michael: Share Repurchases in Switzerland: Theory and Evidence Ising, Alexander: Mutual Fund Manager Behavior and Performance Meier, Christoph-Sebastian: Uncertainty and International Correlations - The Case of Switzerland Ruopp, Dominic: Lessons from a Correlation Analysis of Fama and French Portfolios Wildberger, Nik: Die Auswirkungen von CEO-Wechseln auf die Wertentwicklung Schweizer Unternehmen Academic Year 2007/2008 Högger, Marco: Eine Internationale Korrelationsanalyse des Schweizerischen Finanzmarktes. Peter, Felix: A Quantitative Comparison of Numerical Option Pricing Techniques Schweizer, Till: Do European Markets Display Sentiment-Based Comovement? Academic Year 2006/2007 Caldelari, Andrea: L Impatto dei Media sul Prezzo delle Azioni. Un Analisi Empirica. Deglmann, Florian: Do Convertible Bonds Affect the Distribution of Stock Returns? An Analysis of the US market. Gretzinger, Julian: Do Shareholders benefit from M&A Activity in Switzerland? Häfliger, David: Die Bewertung von Strukturierten Produkten mit Barrier Options. Ein Modellvergleich. Huber, Reto Thomas: Impact and Accuracy of the Stock Forecast Column of Cash. König, Christian: Structured Gambling Products and Behavioral Financial Engineering. Musio, Piero: An Empirical Investigation on the Determinants of Credit Spreads in the European Market. Oesch, David: IFRS2 Valuation of Employee Stock Options: An Analysis of the Swiss Market. Peng, Mario: Post-Acquisition Performance in the U.S. Banking Industry. Schneider, Philipp: An Empirical Analysis of Forward Rate Trading Strategies. Wolber, Christian: Explaining Convertible Bond Returns by Factor Models.

5 Academic Year 2005/2006 Antonijevich, Alexandar: What Factors Influence the Debt Mix of Sovereign States? An Empirical Analysis. Berni, Maurus: Does the Issuance of Convertible Bonds Affect the Stock Dynamics of the Issuing Firm? Guler, Raeto: The Impact of Media on Stock Prices. An Analysis of the Swiss Market. Prinz, Pascal: The Impact of Dilution on the Value of Employee Stock Options. Stengl, Benjamin: Testing Futures Pricing Models - An Empirical Study. Vogel, Daniel: Merger Waves and Post-Transaction Performance. Academic Year 2004/2005 Schoenenberger, Dominik: Momentum Trading Strategies on Stock Markets. Administrative Work Member of Faculty Council, University of Basel (since Fall 2008) Member of University Council (Regenz), University of Basel (since Fall 2008) Member of University Council Committee (Regenzausschuss), University of Basel (since Fall 2009)