Dr. Jacqueline Henn-Overbeck, CAIA

Dozentin für Finanzmarkttheorie
Jacqueline.Henn-at-unibas.ch

Büro 5.40

Telefon

+41 (0)61 267 33 29

Fax

+41 (0)61 267 08 98

Position

Lecturer at the University of Basel

Program director "Financial Markets"

Office hours

by appointment

Education

Apr 2001	Dr. oec. awarded from the University St. Gallen (HSG): Doctoral courses in Economics and Finance
Apr 1994 - Apr 1995	University of St. Gallen (HSG): Doctoral Program in Economics
Oct 1988 - Feb 1994	University of Karlsruhe (Germany): Master in Mathematics and Economics (1st class, Dipl. math. oec.)
1998 (August)	Studienzentrum Gerzensee: Advanced summer course in Time Series Econometrics (J. D. Hamilton)
1997 (August)	Studienzentrum Gerzensee: Advanced summer course in Empirical Asset Pricing (J. Y. Campbell)

Professional Experience

Jan 2001 - Sep 2001	University of St. Gallen, Swiss Institute of Banking and Finance, Project Leader
Jan 1997 - Dez 2000	University of St. Gallen, Assistant at the Swiss Institute of Banking and Finance
Apr 1995 - Oct 1996	St. Gallische Kantonalbank, St. Gallen, Controlling; responsible for introduction of new controlling methodology
Apr 1994 - Sep 1994	DG-Bank Hong Kong Branch, Hong Kong; responsible for introduction of activity based costing
Oct 1993 - Nov 1993	Intern, DG Bank Hong Kong Branch, Hong Kong
Mar 1992 - Apr 1992	Intern, DG Bank, Frankfurt, Financial Innovations
Jul 1991 - Oct 1991	Intern, DG Bank, New York, Treasury Trading Team
Jul 1990 - Sep 1990	Intern, SGZ-Bank, Frankfurt, Trading and Back Office

Research Interests

Hedge Funds, Credit Derivatives

Publications and Working Papers

"Style Consistency of Hedge Fund Indexes across Providers", Applied Financial Economics 20, pp. 355-370, 2010, (with P. Kugler and H. Zimmermann)
"Kreditderivate in der Schweiz: Warum der Markt nur langsam gedeiht", Schweizer Bank, August 2007, p. 22-24, (with M. Mühlhaupt, D. Schmidt and P. Wegmann)
"Bieten Hedge Funds eine gute Diversifikation?" Finanz und Wirtschaft, 8. November 2006, (with H. Zimmermann)
"Hedge Funds: Die 'Königsdisziplin' der Kapitalanlage", in Dichtl, Kleeberg, Schlenger (Hrsg.): Handbuch Hedge Funds, 2005 (with W. Bessler and W. Drobetz)
"Performance Analysis of Hedge Funds", in Dichtl, Kleeberg, Schlenger (Hrsg.): Handbuch Hedge Funds, 2005 (with I. Meier).
"Intégrer l'e-learning dans l'enseignement supérieur", Flash, EPFL, 2004 (with M. Dittler)
"Fixed Income: Einführung"; in H. Zimmermann: Finance compact, 2003.
"Derivate: Bewertung"; in H. Zimmermann: Finance compact, 2003.
"Empirische Untersuchungen über Zinsen und Kreditspreads"; Working paper, 2001.
"Bewertung von Kreditrisiken - Empirische Untersuchungen am Schweizer Kapitalmarkt"; Dissertation, Universität St. Gallen, 2001.
"Kreditrisikomanagment"; in B. Gehrig und H. Zimmermann: Fit for Finance, 1999.
"Aktuell in wissenschaftlichen Zeitschriften: Estimating the Price of Default Risk"; Finanzmarkt und Portfolio Management 13, 1999, Nr. 3, pp. 339-342 (with Patrick Wegmann).
"Aktuell in wissenschaftlichen Zeitschriften: Kreditrisikomanagement"; Finanzmarkt und Portfolio Management 12, 1998, Nr. 1, pp. 95-101 (with Patrick Wegmann).
"Investigation for B-differentiability in special economic equilibrium models"; Master thesis, University of Karlsruhe, 1993.

Teaching

Alternative Investments (since 2010), University of Basel
Fortgeschrittene Optionspreistheorie (2002-2009), University of Basel
International Finance (2005, 2006), University of Basel
Einführung in die Finanzmarkttheorie (2003/04 and 2004/05), University of Basel Übungen zur Mathematik I (2001/02, 2002/03), University of Basel
Übungen zur Mathematik II (2002, 2003), University of Basel
Workshop Finanzmarkttheorie I & II (1999/00 - 2001), University of St. Gallen (selected sessions)
Übungen zur Vorlesung Operations Research I (1991/92), University of Karlsruhe
Übungen zur Vorlesung Operations Research II (1992), University of Karlsruhe
Finance Compact, Zürich and Basel (since 2002)
Executive education (since 1999) at
- Schweizerische Akademie für Wirtschaftsprüfung (Corporate Finance - Derivatives)
- Allianz Group (Real Options and Credit Risk Management)
- ATAG Ernst and Young (Market and Credit Risk Management)
- n-tv (Derivatives)- UBS (High Yield Bonds)
- Swiss Banking School (Portfolio Theory, Asset Pricing Models, Performance Measurement)
Sessions in executive seminar series in Zürich and Frankfurt (since 1997):
- Fit for Finance, Fit for Bonds, Ready for Credit

Awards and Scholarships

2000	Doctorate research supported by RiskLab, Switzerland
1997 - 1999	Scholarship of the Fördervereinigung of the Swiss Institute of Banking and Finance, University of St. Gallen
1996 - 1998	Scholarship of the Dr. h.c. Arnold Kremer Stiftung
1988	Mathematikpreis des Kant-Gymnasiums Karlsruhe