GRITH Maria

Maria Grith is a Financial Econometrician specializing in computational methods for high-dimensional data and asset pricing with non-standard preferences. She is an AssociateProfessor of Finance at NEOMA Business School. Maria holds a Ph.D. in Economics from Humboldt University of Berlin. She completed postdoctoral work at the University of Pennsylvania, Singapore Management University, and Humboldt. Previously, she was an Assistant Professor at Erasmus University Rotterdam, where she advanced quantitative finance education through a partnership with Optiver and led the Erasmus School of Economics Female Network to promote gender diversity in economics. Her work has appeared in top journals such as Journal of Business and Economic Statistics, Review of Finance, Journal of Financial Econometrics, and Statistica Sinica. Her current research focuses on machine learning for functional data, tensor methods, and spectral models for time series, with applications in equity, crypto options, and corporate bonds. She serves as an Associate Editor for Digital Finance and is a Research Associate at the Institute of Digital Assets (IDA).