Prof. Dr. Christian Wolff

Christian Wolff

Full professor in Finance

Forschungsthemen Risk Management, International Finance, Financial Crisis
Fakultät oder Zentrum Fakultät für Recht, Wirtschaftswissenschaften und Finanzwirtschaft
Department Fachbereich Finanzwirtschaft
Postadresse Campus Kirchberg, Université du Luxembourg
6, rue Richard Coudenhove-Kalergi
L-1359 Luxembourg
Büroadresse F 212
Telefon (+352) 46 66 44 6663

Christian Wolff is Research Professor at Luxembourg School of Finance and LSF's International Ambassador, as well as a Research Fellow of the Centre for Economic Policy Research, London. He holds economics degrees from Erasmus University Rotterdam, and received his MBA and PhD degrees in International Finance from the Graduate School of Business at the University of Chicago.

Professor Wolff was previously employed at London Business School and Maastricht University and held visiting appointments at the University of Chicago, the National University of Singapore, and INSEAD. He was President of the European Finance Association for the year 2005.

Professor Wolff has published in leading academic journals, such as the Journal of Finance, the Journal of Business, Management Science, the Journal of Banking and Finance, the Journal of International Money and Finance, and the Journal of Business and Economic Statistics, and is Founding Editor of the Journal of Empirical Finance. He has taught extensively in various MBA and executive programmes.

Professor Wolff has been consultant to many financial institutions and corporations. He serves and served as director and advisor to various investment funds and hedge funds and is Program Director of the Amsterdam Institute of Finance.

Last updated on: Mittwoch, den 22. Januar 2020

Last updated on: 13 Dez 2019

"Contingent Capital: The Case of COERCs" (with Theo Vermaelen and George Pennacchi), forthcoming: Journal of Financial and Quantitative Analysis, 2014.


"The Role of Off-Balance Sheet Leverage in the Late 2000s Crisis" (with Nikolaos Papanikolaou), forthcoming: Journal of Financial Stability, 2014.


"Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach” (with Ron Jongen, Willem Verschoor and Remco Zwinkels), Journal of Economic Dynamics and Control 36, pp. 719-735, 2012.


“Loss Functions in Option Valuation: A Framework for Model Selection”, (with Dennis Bams and Thorsten Lehnert), Management Science 55, pp. 853-862, 2009.


"Extreme U.S. Stock Market Fluctuations in the Wake of 9/11” (with Stefan Straetmans and Willem Verschoor), Journal of Applied Econometrics 23, pp. 17-42, 2008.


“An Evaluation Framework for Alternative VaR Models” (with Dennis Bams and Thorsten Lehnert) Journal of International Money and Finance 24, pp. 944-958, 2005.


"The Dynamics of Short-Term Interest Rate Volatility Reconsidered", (with Kees Koedijk, François Nissen and Peter Schotman), Review of Finance 1, pp.105-130, 1997.


“On the Determinants of Unexpected Exchange Rate Movements", (with Stefano Cavaglia), Journal of Banking and Finance, 20, pp. 179-188, 1996.


"On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?" (with Stefano Cavaglia and Willem Verschoor), Journal of Business, 67, no. 3, pp. 321-343 (lead article), 1994.


"Forward Foreign Exchange Rates, Expected Spot Rates and Premia: A Signal- Extraction Approach", Journal of Finance, Vol. 42, no. 2, pp. 395-406, 1987.


"Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models", Journal of Business and Economic Statistics, Vol. 5, no. 1, pp. 87-97, 1987.

Last updated on: 21 Okt 2014