Prof. Dr. Sebastian Geissel

Teaching and research areas

  • Corporate Finance
  • Risk Management
  • Financial Markets
  • Applied Statistics

Vita

Since 09/2020
Professor of Finance at the Department of Economics, Trier University of Applied Sciences

2019-2020
Visiting Professor for "General Business Administration, esp. Financial Management", TH Brandenburg

2016-2019
Lecturer at the University of Trier, FOM Düsseldorf and HfWU Nürtingen-Geislingen

2017-2019
Bank treasury (FX trading, overall bank management, interest rate risk and liquidity management), HSBC Germany

2015-2017
Assistant to the CEO, HSBC Germany

2013-2015
Research Assistant, Chair of Macroeconomics, TU Kaiserslautern

2012-2015
Doctoral studies in Financial Mathematics, TU Kaiserslautern
Scholarship holder of TU Kaiserslautern and the Stiftung der Deutschen Wirtschaft

2007-2012
Diploma studies in Business Mathematics, TU Kaiserslautern
Scholarship holder of TU Kaiserslautern and the Stiftung der Deutschen Wirtschaft

LinkedIn-profile

Research

Publications

(2024) Finance Research Letters [JourQual B; ABDC A; SJR Q1]: Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency (joint work with J. Bock)
(2021) Annals of Operation Research [JourQual B; ABDC A; SJR Q1]: Portfolio optimization with optimal expected utility risk measures (joint work with H. Graf, J. Herbinger und F. Seifried)
(2019) Review of Derivatives Research [JourQual A; ABDC B; SJR Q3]: Implied risk aversion: an alternative rating system for retail structured products (joint work with H. Fink, J. Sass und F. Seifried)
(2017) Statistics & Risk Modeling [ABDC C; SJR Q3]: Optimal expected utility risk measures (joint work with J. Sass und F. Seifried)

Selected lectures

(2020) Bachelor Orientation Days of the German Society for Insurance and Financial Mathematics, workshop on treasury and overall bank management

(2019) Founders' and Entrepreneurs' Forum of the sdw Alumni e.V., workshop on financial management in start-ups

(2018) Bachelor Orientation Days of the German Society for Actuarial and Financial Mathematics, workshop on treasury and overall bank management

(2018) Bachelier Society World Congress 2018 at Trinity College Dublin, presentation "Optimal Expected Utility Risk Measures and Implied Risk Aversion"

(2017) Innovations in Insurance, Risk- and Asset Management Conference at TU Munich, presentation "Implied Risk Aversion: An Alternative Rating System for Retail Structured Products".

(2014) German Probability and Statistics Days at the University of Ulm, presentation "Construction and convergence of continuous-time dynamic risk measures".

Prof. Dr. Sebastian Geissel
Prof. Dr. Sebastian Geissel
Professor FB Wirtschaft

Contact

+49 651 8103-216

Location

Schneidershof | Building K | Room 203

Functions

  • Member of the Committee for Research & Development, Knowledge and Technology Transfer
  • Member of the Faculty Council
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