Dr Austin Gerig is a post doctoral research fellow at the UTS School of Finance and Economics. His research interests include theory of market impact, determination of optimal execution strategies, market making and the origins of clustered volatility and extreme price movements.
Austin Gerig
Dr Austin Gerig is a graduate of the University of Illinois at Urbana-Champaign. He joined the UTS School of Finance and Economics in December 2008 as a post doctoral research fellow. His research interests include theory of market impact, determination of optimal execution strategies, market making, and the origins of clustered volatility and extreme price movements
