Introducing Bastian Gribisch to the members and students of the WiSo Faculty is a bit like carrying the proverbial owls to Athens. His first lecture at the University of Cologne dates back to 2013. There are probably only a few WiSo students who have neither heard this annual lecture “Beschreibende Statistik und Wirtschaftsstatistik” nor taken part in one of Bastian Gribisch’s many other courses. He is a two-time winner of the Albertus Magnus Teaching Prize, which is awarded by the WiSo students for outstanding teaching.
Many employees have come to know Bastian Gribisch, who works in various roles at the WiSo Faculty's Institute of Econometrics and Statistics since 2013, (with a brief interruption), as a colleague who is committed to the WiSo far beyond his personal and institutional interests. In addition to his commitment and teaching activities, Bastian Gribisch enriches the academic profile of the faculty not least with his impressive academic background and expertise.
We are therefore all the more pleased to be able to extend a warm ‘welcome’ once again: We welcome Bastian Gribisch as a new adjunct professor at the Faculty of Business, Economics and Social Sciences at the University of Cologne!
Prof. Gribisch completed his PhD in Economics and Social Sciences at Kiel University with his thesis titled "Modeling and Forecasting of Multivariate Stock Market Volatility". Since then, he has worked in research and teaching at various well-known institutions such as TU Dortmund, the University of Cologne and the University of the Savings Banks Finance Group in Bonn.
With his research interests in simulation-based inference, Bayesian statistics, financial econometrics, and risk management, Prof. Gribisch will make a significant contribution to the academic development of the university. Prof. Gribisch has published several papers in reputable peer-reviewed academic journals such as the Journal of Econometrics, the Journal of Empirical Finance, the Journal of Banking & Finance and others.
Prof. Gribisch is currently involved in several ongoing research projects including i. a. high-dimensional forecasting of realized covariance matrices of stock returns, efficient data-driven shrinkage and regularization of realized portfolio weight estimators, and panel state-space approaches for “realized income distributions”.
As an adjunct professor, Bastian Gribisch will bring his extensive expertise and teaching experience in statistics and econometrics. The WiSo Faculty looks forward to working with Prof. Gribisch and is confident that his contribution will enrich the university’s academic environment.
