Bild: TOBAM
Prof. Dr. Tatjana Puhan
Honorarprofessorin
Universität Mannheim
Swiss Re
Mythenquai 50/
8002 Zurich, Switzerland
Swiss Re
Mythenquai 50/
8002 Zurich, Switzerland
Aktuelle Position
- Head of Asset Allocation bei Swiss Re, Zürich, Schweiz (seit 05/
2024) - Honorarprofessur, Lehrstuhl für Internationale Finanzierung, Universität Mannheim seit 2026 (Adjunct Faculty seit 02/
2015)
Vorherige Positionen
- Chief Investment Officer bei Copernicus Wealth Management, Zürich, Schweiz (09/2023 – 05/
2024) - Managing Director, Deputy CIO bei TOBAM, Paris, Frankreich (01/2020 – 07/
2023) - Head Equity & Asset Allocation bei Swiss Life Asset Managers, Zürich, Schweiz (12/2015 – 12/
2019) - Portfolio Manager Asset Allocation & Equity bei Swiss Life Asset Managers, Zürich, Schweiz (08/2014 – 12/
2015)
Forschungsinteressen
- Financial Markets: Investitionen, Optionen, Liquidität, Marktmikrostruktur.
- Asset Pricing: Empirisch.
- Corporate Finance: Empirisch und Theorie.
Ausbildung
| 09/ | Ph.D. in Finance (summa cum laude) am Swiss Finance Institute der Universität Zürich, Zürich, Schweiz |
| 08/ | Visiting Predoctoral Research Fellow an der Kellog School of Management (USA) der Northwestern University, Evanston/ |
| 10/ | Ph.D. Student am Fachbereich Wirtschaftswissenschaften der Universität Hamburg, Hamburg, Deutschland |
Weitere Berufspraxis
| 2005 – 2007 | M.M.Warburg & CO KGaA, Private Banking Inhouse Consultant und Kundenbetreuerin, Hamburg, Deutschland |
Publikationen
- Dichtl, H., Drobetz, W., Otto, T., & Puhan, T. (2026). Bootstrapping and bias: The economic costs of misjudging downside risk. The Journal of Portfolio Management, 53(1), 174–199. https://doi.org/10.3905/jpm.2026.063
- Dichtl, H., Drobetz, W., Otto, T., & Puhan, T. (2026). Don't draw the downs apart: How to best simulate asset price drawdowns. Journal of Empirical Finance, 88, Article 101738. https://doi.org/10.1016/j.jempfin.2026.101738
- Cabrol, A., Drobetz, W., Otto, T., & Puhan, T. (2024). Predicting corporate bond illiquidity via machine learning. Financial Analysts Journal, 80(3), 103–127. https://doi.org/10.1080/0015198X.2024.2350952
- Ahrends, M., Drobetz, W., & Puhan, T. (2018). Cyclicality of growth opportunities and the value of cash holdings. Journal of Financial Stability, 37, 74–96. https://doi.org/10.1016/j.jfs.2018.05.005
- Arnold, M., Hackbarth, D., & Puhan, T. (2018). Financing asset sales and business cycles. Review of Finance, 22(1), 243–277. https://doi.org/10.1093/rof/rfx040
- Vogel, R., Puhan, T., Shehu, E., Kliger, D., & Beese, H. (2014). Funding decisions and entrepreneurial team diversity: A field study. Journal of Economic Behavior & Organization, 107(Part B), 595–613. https://doi.org/10.1016/j.jebo.2014.02.021
- Puhan, T., & Vogel, R. (2009). Solving the innovation dilemma by creating organizational think tanks. The International Journal of Entrepreneurship and Innovation, 10(4), 291–300. https://doi.org/10.5367/000000009790012345
- Puhan, T. (2008). Balancing exploration and exploitation by creating organizational think tanks. Gabler. https://doi.org/10.1007/978-3-8349-9755-5