Dr. Gerrit Liedtke
Postdoctoral researcher
Contact:
Max-von-Laue-Straße 1
28359 Bremen
WIWI 2, Raum F4020
Telephone: +49 (0)421 218-66724
gliedtke[at]uni-bremen.de
Research:
• Asset Pricing
• Quantitative Methods
Publications
Fieberg, C., Liedtke, G., Poddig, T.: Recurrent Double-Conditional Factor Model, OR Spectrum, Forthcoming (VHB: A, SJR: Q1).
Fieberg, C., Liedtke, G., Zaremba, A.: Cryptocurrency Anomalies and Economic Constraints, International Review of Financial Analysis, 94, 103218, (SJR: Q1).
Fieberg, C., Liedtke, G., Metko, D., Zaremba, A.: Cryptocurrency Factor Momentum, Quantitative Finance, 23(12), pp. 1853-1869, (SJR: Q1).
Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba, A.: A Trend Factor for the Cross-Section of Cryptocurrency Returns, Working Paper, Available at SSRN.
Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T.: Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis, Working Paper, Available at SSRN.
Personal Details
since 2024 | Postdoctoral researcher at the University of Bremen |
since 2024 | Trainer in the "Data Train" program of the U Bremen Research Alliance |
2024 | Ph.D. in Economics (Dr. rer. pol.) |
2023 | Visiting scholar including a three-month research stay at the John Molson School of Business - Concordia University, Montreal, Canada |
since 2022 | Member of the Data Science Center |
2020-2024 | Research assistant at the Chair of General Business Administration, especially Finance, University of Bremen |
2018-2020 | Master's degree in Business Administration with specializations in Finance and Accounting, University of Bremen (M. Sc.) |
2015-2018 | Bachelor's degree in Business Administration, University of Bremen (B. Sc.) |
1995 | born in Bremerhaven |
Conference Presentations
Authors | Title | Conference | Location | Time |
---|---|---|---|---|
Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T. | Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis | 3rd Frontiers of Factor Investing Conference | Lancaster, England | 15.09-16.09.2022 |
Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 32nd EURO Conference | Espoo, Finnland | 03.07-06.07.2022 |
Poddig, T., Fieberg, C., Liedtke, G. | Recurrent Double-Conditional Factor Model | 83rd Annual Meeting of the German Academic Association for Business Research (VHB) | Online | 08.03.-11.03.2022 |