Dr. Christoph Frey is currently part of the quantitative research team at Pinechip Capital in Hamburg. Before this position, he was the head of Quantitative Research for the Systematic Multi-Asset Solutions Strategy at Berenberg Bank. He also worked as an assistant professor at the Econometric Institute at Erasmus University in Rotterdam. Dr. Frey holds a Ph.D. in Quantitative Economics (summa cum laude) from the University of Konstanz and a Master's degree in Mathematical Finance also from the University of Konstanz. Since 2019 he is also a Certified Financial Risk Manager (FRM). He completed research stays at the University of Strasbourg, the University of St. Gallen, and the National University of Singapore.

 

Dr. Frey specializes in financial econometrics and portfolio optimization problems. He also works on forecasting models, Bayesian estimation methods, and modeling private market assets in strategic asset allocations. Applications of his research include index-tracking solutions and multi-asset and overlay portfolio management. His research can be accessed and downloaded through his website.