Matthias R. Fengler

Professor, PhD

    Matthias Fengler is Professor of Econometrics at the School of Economics and Political Science at the University of St. Gallen (HSG). He studied at the Eberhard Karls University in Tübingen, the University of Mannheim, UC Berkeley, and the Humboldt-University in Berlin. His research focuses on asset pricing, volatility modeling, risk-management, and the analysis of financial text data. Together with colleagues from academia and industry, he runs the project Monitoring Consumption Switzerland which explores private debit and credit card expenditures during the Covid-19 pandemic.


    •  volatility modelling

    • option pricing

    •  risk management

    •  textual analysis