Financial markets
What drives returns, how investors behave, and why markets look different across environments.
About
Markets, models,
and the questions behind them.
I'm Janis, currently based in Frankfurt. Most of what I work on sits somewhere between financial markets, empirical research and building things to understand them better.
I tend to follow questions that start simple and become more interesting the longer you look at them.
My work mostly revolves around financial markets, empirical asset pricing and valuation. I enjoy working with data, building models and digging into questions until I have a better sense of what is actually going on.
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.
01
What I keep coming back to
Empirical research
Taking questions I find interesting and seeing what the data actually says.
Building models
Building things that help me understand financial problems, from asset pricing to valuation.
02
Outside of work
Outside research and modelling, I like a few things that are a bit more physical, a bit more creative, or simply a good way to reset.
Sailing
I’ve been sailing since I was a child, so it has always been a part of my life.
Lap swimming
A simple way to clear my head and get into a steady rhythm.
Saxophone
A nice way to spend some time away from a screen. Unfortunately, I no longer have time for a big band.
Hiking
Whenever time allows, I like getting out into the mountains or onto a long trail.
Skiing
In winter, it’s one of my favourite ways to spend my weekends.
House music / FL Studio
I enjoy producing house music in FL Studio. No finished track yet, but I like the process.
I like work that leaves me understanding the problem better than when I started.