Markus Peter Auer

Site Founder & Lead Author

MPAuerTo say I was fascinated by financial markets since my early youth would be a blatant lie. Before I enrolled as a business major at university, I had a gigantic Che Guevara flag hanging over my desk and read Chernychevsky with a passion. Although I acted as “class merchant” in high school, ie. handling online orders (e.g. for Che Guevara memorabilia) for my classmates, I would have never seen my personal future in business, let alone finance. I took up business as my major at university because a career aptitude test told me it would fit my character and skills the best.

Since then, many years of study, work, and travel have passed. I have realized that there is no better way to creating a better future for society than trusting the power of free markets. For me, financial markets are the most visible realization of free markets where new information is digested and evaluated immediately. Today, the fluctuations in prices, the interplay between asset classes and the impact of emotions on markets consume most of my idle thoughts and I take great pleasure in intellectual exercises involving said factors.

At the moment I am a PhD student at the University of Innsbruck (best known as the alma mater of Gordon Freeman). My field of research is finance, obviously. I strongly believe that there is a huge “rigor-gap” in finance between quant-intensive and plug&chug tasks that needs to be bridged. While hedge fund trading strategies are very computationally intensive, most of classical fundamental analysis and financial modelling is mainly based on ambiguous rules of thumb devoid of any statistical inference. I try to remedy this situation with my quant-injected fundamental equity research.

However, my focus on the pecuniary side of the world does not hinder me to pursue more lofty subjects in my free time. Russian studies being my second major, I devote much of my free time to reading Russian literature (Dostoevskij being my all time favorite), following up with social trends in Russia, and to maintain my Russian language skills. I also like to spend clear nights outside together with my Newton-telescope, gazing at the rings of Saturn or the moons of Jupiter. Astronomy requires a lot of patience and exactness – just the things I like.

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SELECTED PUBLICATIONS

  • 2015
    • Ауэр, М. П. (2015). Хронотоп «охота» как новый подход к анализу литературных произведений, действие которых разворачивается на границах империйю.
  • working papers
    • Auer, M.P. (2016). What you do not know… On the prevalence of window dressing and related principal agent problems in asset management.
    • Auer, M.P. (2016). Stranger times: The impact of relativistic time concepts on time value of money. available at SSRN
  • theses
    • Auer, M.P. (2015). Jazyk vrazhdy: Propagand, agitation and hate speech in the Russian language following the crisis in Ukraine 2013-2015
    • Auer, M.P. (2013). Performance analysis of defense stocks on the background of peace and conflict in the post-Cold-War era. Diploma Thesis. available at SSRN
    • Auer, M.P. (2013). The chronotopos of the hunt: a new way of interpreting the literary conception of the “wild” periphery in Russia and the USA
  • Amazon book reviews