Daniel Ullmann was born on the 6th January 1989 in Ellwangen, Germany. He got his high-school diploma in 2008 at the Theodor Heuss Gymnasium, Aalen. Afterwards, he did his 9-months civilian service at the administration of the Evangelical Church in Aalen. For his studies in econophysics he went to the University of Ulm, where he got both his Bachelor of Science degree in 2012 and his Master of Science degree in 2014. Beside his studies, he was seminar and experiments facilitator several times. Since August 2014 he is doing his PhD at the Finance, Risk- & Resource Management chair of Prof. Dr. Peter N. Posch, at TU Dortmund University.
He is a member of the SFB 823 “Statistical modeling of nonlinear dynamic processes” group, where he did research on detecting structural breaks in the time-series of high-dimension portfolio. He is now focused in description of distribution, with application to income distribution.
Detecting structural changes in large portfolios Journal Article Forthcoming
Empirical Economics, Forthcoming.
Finance Research Letters, 2017, ISSN: 1544-6123.
Asymmetry and performance metrics for equity returns Working Paper
- (2018) Exchange Traded Funds – Die Auswirkung der verschiedenen Replikationsmethoden auf die Performance Bachelor Thesis
- (2017) Eine Handvoll Faktoren: Bestimmung der fünf Fama-French Faktoren für Deutschland Master Thesis
- (2016) Demographics and Industry Returns – Revisited Master Thesis
- (2016) Analyse von Einflussfaktoren auf die Angleichverteilung von Einkommen Master Thesis
- (2016) Sensitivitätsanalyse von Ungleichheitsmaßen Master Thesis
- (2016) Das Vasicek-Modell: Ist die Kritik in der heutigen Niedrigzinsphase noch zeitgemäß? Master Thesis
- (2015) Analyse der Aktien-Unterbewertung bei Börsengängen Bachelor Thesis
- (2015) Performancevergleich von Shrinking-Schätzern der Kovarianzmatrix bei der Portfoliooptimierung Bachelor Thesis