Dr. Andrea Jacob

Wiss. Mitarbeiterin
Prof. Dr. Marco Wilkens: Finanz- und Bankwirtschaft
Telefon: +49 821 598 - 4088
Fax: +49 821 598 - 4223
Raum: 2309 (J)
Sprechzeiten: nach Vereinbarung
Adresse: Universitätsstraße 16, 86159 Augsburg


Research area

Climate Finance, Empirical Asset Pricing


Short biography

  • Since 2017: Research associate and doctoral candidate, Chair of Finance and Banking, University of Augsburg
  • 2016: Master of Science in Global Business Management, University of Augsburg, with the thesis: "Selection and Evaluation of relevant data for the construction of a Carbon Risk Factor”
  • 2016: Master of Business Administration (MBA), University of Dayton (USA)
  • 2015-2016: Studies in Business Administration, University of Dayton (USA)
  • 2014-2016: Studies in Global Business Management, University of Augsburg
  • 2014: Bachelor of Science in Global Business Management, University of Augsburg, with the thesis: "Impacts of credit risk transfer on the risk in the financial market”
  • 2010-2014: Studies in Global Business Management, University of Augsburg, University La Sapienza Rome (Italy), Major: Finance and Information

Working Papers

  • What drives sustainable indices? A framework for analyzing the sustainable index landscape

    Working Paper, 2021 (with Marco Wilkens)

  • Carbon Risk in Times of COVID-19 

    Working Paper, 2021 (with Martin Nerlinger)

  • Delayed price adjustment and the estimation of systematic risk – empirical evidence from European stock markets

    Working Paper, 2021

  • Carbon Risk. 
    Working Paper, 2020 (with Maximilian Görgen, Martin Nerlinger, Ryan Riordan, Martin Rohleder and Marco Wilkens)
    Winner of the Best Paper Award of the Southwestern Finance Association Conference 2018.
    Winner of the Highest Impact Award of the Green Summit 2017 in Liechtenstein.
    Abstract and Download


2021 | 2020 | 2019


Andrea Jacob
A reappraisal of asset pricing theory and finance practice: the impacts of sustainability-related market expectations

PDF | BibTeX | RIS

Maximilian Görgen, Andrea Jacob and Martin Nerlinger
Get green or die trying? Carbon risk integration into portfolio management

BibTeX | RIS | DOI

Andrea Jacob and Martin Nerlinger
Investors' delight? Climate risk in stock valuation during COVID-19 and beyond

PDF | BibTeX | RIS | DOI


Marco Wilkens and Andrea Jacob
Green Finance und Carbon-Risiken im Asset Management

BibTeX | RIS

Lukas Benz, Andrea Jacob, Stefan Paulus and Marco Wilkens
Herds on green meadows: the decarbonization of institutional portfolios

PDF | BibTeX | RIS | DOI


Marco Wilkens, Maximilian Görgen, Andrea Jacob, Martin Nerlinger, Bernd Wagner, Henrik Ohlsen and Sven Remer
Carbon Risiken und Financed Emissions von Finanztiteln und Portfolios: Quantifizierung, Management und Reporting auf der Basis von Kapitalmarktdaten; Carima Handbuch 2019

PDF | BibTeX | RIS | URL

Conference invitations

  • 2019: Northern Finance Association Annual Meeting 2019, Vancouver, Canada, September 13-15, 2019, 2019 FMA European Conference in Glasgow, Schottland, June 12 - 14, 2019, 2019 American Economic Association Meetings, Atlanta, Georgia, January 04-06, 2019.
  • 2018: Southwestern Finance Association Annual Meeting, Albuquerque, New Mexico, USA, March 07-10, 2018, Midwest Finance Association 2018 Annual Meeting, San Antonio, USA, March 01-03, 2018, Eastern Finance Association 2018 Annual Meetings, Philadelphia, USA, April 11-14, 2018, 45th European Finance Association Annual Meeting, Warsaw, Poland, August 22-25, 2018, NAMA 2018, Augsburg, Germany, October 04-05, 2018.
  • 2017: GOR AG FIFI Workshop 2017, Magdeburg, March 29-30, 2017, Green Summit University of Liechtenstein, Vaduz, May 23, 2017, Jahrestagung der Deutschen Gesellschaft für Finanzwirtschaft (DGF) 2017, Ulm University, Germany, October 06-07, 2017, Vietnam Symposium in Banking and Finance 2017, Ho Chi Minh City, Vietnam, October 26-28, 2017, IFABS Asia 2017 Ningbo China Conference, Ningbo, China, August 31 - September 02, 2017, Workshop Central Banking and Green Finance 2017, Amsterdam, November 28-29, 2017.