Markus Pelger is an Assistant Professor at the Management Science & Engineering Department at Stanford University and a Reid and Polly Anderson Faculty Fellow at Stanford University.
His research interests include developing stochastic financial models and statistical methods for analyzing financial data. His earlier research involved risk measurement and portfolio management with high-frequency data and credit risk modeling. His current work focuses on developing machine learning solutions to big-data problems in empirical asset pricing.
Markus' work has appeared in the Review of Financial Studies and Journal of Econometrics. He is an Associate Editor of Management Science and also referees for several journals in the fields of statistics, econometrics, finance and management.
Markus received his Ph.D. in Economics from the University of California, Berkeley. He is a scholar of the German National Merit Foundation and he was awarded a Fulbright Scholarship, the Institute for New Economic Thinking and Eliot J. Swan Prize. He has two Diplomas in Mathematics and in Economics, both with highest distinction, from the University of Bonn in Germany.
Office: Huang Engineering Center 312
Email: mpelger @ stanford.edu
Department of Management Science and Engineering
Huang Engineering Center
475 Via Ortega
Stanford, CA 94305-4121