Janis Fischer · Frankfurt
I'm Janis, currently based in Frankfurt.
My work mostly revolves around financial markets,
empirical asset pricing and valuation.
This website is where I collect research and projects
I work on outside the usual university and internship setting.
Sometimes because I think the question matters.
Sometimes simply because I want to understand it.
Testing whether macroeconomic state dependence in factor exposures and premia translates into better real-time forecasts of U.S. industry returns.
Research on cyclical variation in factor returns and potential rational and behavioural channels.
Integrated financial model including operating forecasts, valuation and scenario analysis.
I like understanding how markets work, testing ideas with data, and building things that make complicated questions a little clearer.
About me →