Classification: 5361: Financial management

Publications

Book (monograph)

2019 Frühwirth, Manfred. 2019. Behavioral Corporate Finance – Grenzen der Rationalität in der betrieblichen Finanzierung - Band I: Standard Corporate Finance, in Druck. 1. Wien: Bankverlag Wien. (Details)
2015 Geyer, Alois, Hanke, Michael, Littich, Edith, Nettekoven, Michaela. 2015. Grundlagen der Finanzierung: verstehen - berechnen - entscheiden. 5. Auflage. Wien: Linde Verlag. (Details)
  Angerer, Martin, Nettekoven, Michaela. 2015. Übungsbuch zu Grundlagen der Finanzierung: verstehen - berechnen - entscheiden. 1. Auflage. Wien: Linde Verlag. (Details)
2014 Eszler, Erwin. 2014. Leistungsäquivalenz statt Risikoäquivalenz von Nettorisikoprämien im Versicherungsentgelt: Konzeptionen und Konsequenzen; Nr. 5 der "Wiener Beiträge zur Betriebswirtschaftlichen Versicherungswissenschaft" (WrBtrgBwVersWiss). Wien: -. open access (Details)

Journal article

2019 Geyer, Alois, Kremslehner, Daniela, Mürmann, Alexander. 2019. Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior. Journal of Risk and Insurance. open access (Details)
  Frey, Rüdiger, Rösler, Lars, Lu, Dan. 2019. Corporate security prices in structural credit risk models with incomplete information. Mathematical Finance. 29 84-116. open access (Details)
  Davoine, Thomas, Molnar, Matthias. 2019. Cross-country fiscal policy spillovers and capital-skill complementarity in integrated capital markets. (Details)
  Kranner, Stephan, Stoughton, Neal, Zechner, Josef. 2019. Lessons Learned From Student Managed Portfolios. Journal of Investment Management. 17 (1) (Details)
  Martin, Ian, Wagner, Christian. 2019. What is the Expected Return on a Stock? Journal of Finance. 74 (4), 1887-1929. (Details)
2018 Frey, Rüdiger, Hledik, Juraj. 2018. Diversification and Systemic Risk: A Financial Network Perspective. Risks, 6 (2), 54 open access (Details)
  Vana, Laura, Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt. 2018. Identifying key factors in accounting-based models of credit risk based on a predictive model averaging approach. Advances in Quantitative Analysis of Finance and Accounting. 16 117-146. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. Multivariate ordinal regression models: an analysis of corporate credit ratings. Statistical Methods and Applications, 1-33. open access (Details)
  Feinstein, Zachary, Pang, Weijie, Rudloff, Birgit, Schaanning, Eric, Sturm, Stephan, Wildman, Mackenzie. 2018. Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. SIAM Journal on Financial Mathematics. 9 (4), 1286-1325. (Details)
  Randl, Otto, Zechner, Josef. 2018. Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation. German Economic Review, 19, (3), 260-279. (Details)
2017 Rudloff, Birgit, Ulus, Firdevs, Vanderbei, Robert. 2017. A parametric simplex algorithm for linear vector optimization problems. Mathematical Programming 163 (1), 213-242. (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2017. A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. Journal of Global Optimization 68 (1), 47-69. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2017. Measures of systemic risk. SIAM Journal on Financial Mathematics 8 (1), 672-708. (Details)
  Ararat, Çagin, Hamel, Andreas, Rudloff, Birgit. 2017. Set-valued shortfall and divergence risk measures. International Journal of Theoretical and Applied Finance 20 (5), 1750026 (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2017. Transparency and Liquidity in the Structured Product Market. Review of Asset Pricing Studies 7 (2), 316-348. (Details)
2016 Halling, Michael, Yu, Jin, Zechner, Josef. 2016. Leverage Dynamics over the Business Cycle. Journal of Financial Economics 122 (1), 21-41. (Details)
  Köllen, Thomas. 2016. Reconceptualizing Profit-Orientation in Management: A Karmic View on 'Return on Investment' Calculations. Philosophy of Management 15 (1): S. 7-20. open access (Details)
  Cejnek, Georg, Randl, Otto. 2016. Risk and Return of Short-Duration Equity Investments. Journal of Empirical Finance 36, 181-198. (Details)
  Nils, Friewald, Hennessy, Christopher, Jankowitsch, Rainer. 2016. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. Review of Financial Studies 29 (5), 1254-1290. (Details)
  Sarno, Lucio, Schneider, Paul, Wagner, Christian. 2016. The economic value of predicting bond risk premia. Journal of Empirical Finance. 37 247-267. (Details)
2015 Eszler, Erwin, Fruhmann, Laura. 2015. Risikoeinstellungen und Versicherungsnachfrage von Ein-Personen-Unternehmen (EPUs) in Österreich / Eine empirische Studie zu ausgewählten Branchen (Teil 1). risControl 36 (06): S. 12-19. (Details)
  Eszler, Erwin, Fruhmann, Laura. 2015. Risikoeinstellungen und Versicherungsnachfrage von Ein-Personen-Unternehmen (EPUs) in Österreich / Eine empirische Studie zu ausgewählten Branchen (Teil 2). risControl 36 (08): S. 18-23. (Details)
  Eszler, Erwin, Fruhmann, Laura. 2015. Risikoeinstellungen und Versicherungsnachfrage von Ein-Personen-Unternehmen (EPUs) in Österreich / Eine empirische Studie zu ausgewählten Branchen (Teil 3). risControl 36 (09): S. 12-16. (Details)
2014 Dockner, Engelbert, Carlson, Murray, Fisher, Adlai, Giammarino, Ron. 2014. Leaders, Followers, and Risk Dynamics in Industry Equilibrium. Journal of Financial and Quantitative Analysis (JFQA) 49, 321-349. (Details)
  Zhang, Boyu and Li, Cong and De Silva, Hannelore and Bednarik, Peter and Sigmund, Karl . 2014. The Evolution of Sanctioning Institutions: an experimental approach to the social contract. Experimental Economics 17 (2): S. 285-303. (Details)
2013 Antonakakis, Nikolaos, Vergos, Konstantinos. 2013. Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. Journal of International Financial Markets, Institutions and Money 26 258-272. (Details)
2012 Eszler, Erwin, Haderer, Barbara, Janik, Thomas. 2012. Informationsstand und Nachfrage-Einstellungen von Männern hinsichtlich der absehbaren Prämienangleichung in der privaten Krankenversicherung aufgrund des Endes der Gültigkeit des Art. 5 Abs. 2 der EU-Gleichbehandlungsrichtlinie 2004/113/EG mit 21.12.2012 - Ergebnisse einer empirischen Studie in Österreich. risControl 33 (4): 20-23. (Details)
  Antonakakis, Nikolaos. 2012. Exchange return co-movements and volatility spillovers before and after the introduction of euro. Journal of International Financial Markets, Institutions and Money 22 (5): 1091-1109. (Details)
2011 Gonzaga, Alex, Hauser, Michael. 2011. A wavelet Whittle estimator of generalized long-memory stochastic volatility. Statistical Methods and Applications 20 23-48. (Details)
  Eszler, Erwin, Hochegger, Nicole. 2011. Employer Branding in der österreichischen Versicherungswirtschaft / Faktoren für die Bildung von Arbeitgebermarken - eine empirische Analyse ausgewählter Aktivitäten (Teil 1). risControl 32 (8): 37-39. (Details)
  Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2011. Flexing the default barrier. Quantitative Finance 11 (12): 1729-1743. (Details)
2010 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2010. No-arbitrage conditions, scenario trees, and multi-asset financial optimization. European Journal of Operational Research (EJOR) 206 (3): 609-613. (Details)
  Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2010. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis 45 (6): 1517-1547. (Details)
  Frühwirth, Manfred, Kobialka, Marek. 2010. The Impact of Imputed Interest on Equity Provisions on the Capital Structure of Austrian Firms. Euro-Mediterranean Economics and Finance Review 5 (3): 55-70. (Details)
2009 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2009. Life-cycle Asset Allocation and Consumption Using Stochastic Linear Programming. Journal of Computational Finance 12 (4): 29-50. (Details)
2008 Geyer, Alois, Ziemba, William T.. 2008. The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Operations Research 56 (4): 797-810. (Details)
  Jankowitsch, Rainer, Nettekoven, Michaela. 2008. Trading strategies based on term structure model residuals. European Journal of Finance 14 (4): 281-298. (Details)

Chapter in edited volume

2015 Ledermüller, Karl, Nettekoven, Michaela, Weiler, Maria. 2015. Automatisierte Analyse von Multiple-Choice Prüfungen. In: Eine Frage der Wirksamkeit? Qualitätsmanagement als Impulsgeber für Veränderungen an Hochschulen, Hrsg. Oliver Vettori, Gudrun Salmhofer, Lukas Mitterauer, Karl Ledermüller, S. 173-189. Bielefeld: UVW UniversitätsVerlagWebler. (Details)
2007 Senft, Gerhard. 2007. „Making History.“ Rudolf Goldscheid und die aktivistische Weltsicht . In Wie viel Geschichte braucht die Ökonomie. Markierungspunkte von Eugen Böhm-Bawerk bis Joseph A. Schumpeter, Hrsg. Matis, Herbert; Senft, Gerhard, 133-140. Wien: Löcker. (Details)
  Littich, Edith. 2007. Finanzierung von NPOs. In: Handbuch der Nonprofit Organisation. Strukturen und Management, Hrsg. Badelt, C./Meyer, M./Simsa, R, 322-339. Stuttgart: Schäffer Poeschel. (Details)

Contribution to conference proceedings

2016 Simion, Giorgia, Rigoni, Ugo, Cavezzali, Elisa, Veller, Andrea. 2016. Basel Liquidity Regulation and Credit Risk Market Perception: Evidence from Large European Banks. In World Finance Conference E-Proceedings, Hrsg. World Finance Conference E-Proceedings, 163-163. New York, Manhattan: None. open access (Details)

Paper presented at an academic conference or symposium

2019 Rudloff, Birgit. 2019. Dynamic Multivariate Programming. SIAM Conference on Financial Mathematics & Engineering, Toronto, Kanada, 05.06.2019. (Details)
  Rudloff, Birgit. 2019. Dynamic Multivariate Programming. Set Optimization for Applications, Jena, Deutschland, Febr. 11-15. (Details)
  Rudloff, Birgit. 2019. Dynamic Multivariate Programming. Seminar University of Vienna, Wien, Österreich, 14.06.2019. (Details)
  Mürmann, Alexander. 2019. Optimal Endowment Investing. Seminarvortrag Georgia State University, Atlanta, Vereinigte Staaten/USA, 08.04. (Details)
  Mürmann, Alexander. 2019. Optimal Endowment Investing. Risk Theory Society Meeting, Tuscaloosa, Alabama, Vereinigte Staaten/USA, 05.04.-07.04. (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2019. The Linkage between Primary and Secondary Markets for Eurozone Sovereign Debt: Free Flow or Bottleneck? Manufacturing and Service Operations Management Conference, Singapore, Singapur, 30.06.-02.07. (Details)
  Chaderina, Maria, Weiß, Patrick, Zechner, Josef. 2019. The Maturity Premium. Finance Seminar, London, CASS Business School, Großbritannien, 13.03. (Details)
  Reschenhofer, Christoph. 2019. The parametrization of an international equity portfolio: A decomposition of global momentum returns. Cologne Colloquium on Financial Markets, Köln, Deutschland, 01.04.2019. (Details)
  Rudloff, Birgit. 2019. time consistency on the mean-risk asset allocation problem. QuantMinds International, Wien, Österreich, 14.05.2019. (Details)
2018 Molnar, Matthias. 2018. Asymmetric Habits in Asset Pricing. International Conference on Economic Modeling and Data Science (EcoMod 2018), Università Ca' Foscari, Venedig, Italien, 04.07.-06.07. (Details)
  Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2018. Credit Risk Applications of Multivariate Ordinal Regression Models Using the R Package mvord. Data Science in Finance with R (DSF-R 2018), Vienna, Austria, 13.09-14.09. (Details)
  Ochs, Christian. 2018. Discussion: High Frequency Trading and the Dynamics of Price Informativeness by Draus, S. Annual Meeting of the German Finance Association (DGF), Trier, Germany, 21.09.-22.09. (Details)
  Rudloff, Birgit. 2018. Dynamic Multivariate Programming. Vienna Workshop of Computational Optimization, Vienna, Österreich, 17-19 of December 2018. (Details)
  Massa, Massimo, Rzeznik, Aleksandra, Hvidkjaer, Soeren. 2018. Informed Trading and Co-Illiquidity. Brown Bag Seminar at Schulich School of Business, Toronto, Canada, 19.10. (Details)
  Wagner, Christian. 2018. Low Risk Anomalies? Frontiers of Factor Investing, Lancaster, Großbritannien, 23.04.-24.04. (Details)
  Zechner, Josef. 2018. Makroökonomie/Veranlagung/Finanzmärkte – strategische Ansätze. Denkwerkstatt St. Lambrecht, St. Lambrecht, Österreich, 25.04. (Details)
  Wagner, Christian. 2018. Margin Requirements and Equity Option Returns. AFA, Philadelphia, Vereinigte Staaten/USA, 05.01.-07.01. (Details)
  Rzeznik, Aleksandra. 2018. Mutual fund flight-to-liquidity. Asian Finance Association, Tokyo, Japan, 25.06.-27.06. (Details)
  Mürmann, Alexander. 2018. Optimal Endowmnent Investing. CEAR/ MRIC Behavioral Insurance Workshop, München, Deutschland, 10.12.-11.12. (Details)
  Frey, Rüdiger. 2018. Optimal liquidation under partial information with price impact. A Symposium on Optimal Stopping, ​Rice University, Houston, Texas, United States/USA, 25.06.-29.06. Invited Talk (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. FRIC Conference, Copenhagen, Denmark, 16.08.-17.08. (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. Brown Bag Seminar at BI, Oslo, Norway, 24.05. (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. European Finance Association, Warsaw, Poland, 23.08-25.08. (Details)
  Christoffersen, Susan, Keim, David, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. Northern Finance Association, Charlevoix, Canada, 21.09.-23.09. (Details)
  Frey, Rüdiger. 2018. Sovereign-Bond Backed Securities as a new Safe Asset for the Eurozone: a Dynamic Credit Risk Perspective. 10th World Congress of the Bachelier Finance Society, Dublin, Irland, 16.07.-20.07. (Details)
  Mürmann, Alexander. 2018. The Dark Side of Liquid Bonds in Fire Sales. Risk Theory Society Meeting, Atlanta, Vereinigte Staaten/USA, 20.04.-22.04. (Details)
  Eisl, Alexander, Ochs, Christian, Subrahmanyam, Marti G. 2018. The Linkage between Primary- and Secondary Markets for Eurozone Sovereign Debt: Free Flow or Bottleneck? Applied Finance Conference 2018, New York, United States/USA, 11.05.-11.05. (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2018. The Linkage between Primary- and Secondary Markets for Eurozone Sovereign Debt: Free Flow or Bottleneck? Annual Meeting of the German Finance Association (DGF), Trier, Deutschland, 21.09.-22.09. (Details)
  Reschenhofer, Christoph. 2018. The parametrization of an international equity portfolio: A decomposition of global momentum returns. German Finance Association, Trier, Deutschland, 21.09-22.09. (Details)
  Rudloff, Birgit. 2018. Time consistency of the mean risk problem. Innovative Research in Mathematical Finance, Conference in honor of Yuri Kabanov, Marseille, Frankreich, 3.-7. September 2018. Invited Talk (Details)
  Rudloff, Birgit. 2018. Time consistency of the mean-risk problem. IWAP 9TH INTERNATIONAL WORKSHOP ON APPLIED PROBABILITY, Budapest, Ungarn, 18-21.06.2018. (Details)
  Rudloff, Birgit. 2018. Time consistency of the mean-risk problem. Bachelier Finance Society 10th world congress, Dublin, Irland, 16.-20. July 2018. (Details)
  Rudloff, Birgit. 2018. Time consistency of the mean-risk problem. LMU Mathematics Institute, Oberseminar Finanz- und Versicherungsmathematik, Munich, Deutschland, 02.07.2018. (Details)
  Wagner, Christian. 2018. What is the Expected Return on a Stock? EFA, Warsaw, Polen, 22.08.-25.08. (Details)
2017 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2017. A joint model of firm failure and credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (Details)
  Molnar, Matthias. 2017. Cross-country fiscal policy spillovers and capital-skill complementarity in currency unions. International Conference on Economic Modeling and Data Science (EcoMod2017), University of Ljubljana, Ljubljana, Slowenien, 05.07.2017-07.07.2017. (Details)
  Molnar, Matthias. 2017. Cross-country fiscal policy spillovers and capital-skill complementarity in currency unions. Arnoldshain Seminar XV, Wirtschaftsuniversität (WU) Wien, Wien, Österreich, 04.09.-06.09. (Details)
  Weinmayer, Karl, Rammerstorfer, Margarethe, Gasser, Stephan. 2017. DEA Portfolio Modeling - The Case of Socially Responsible Investing. Southern Finance Association, Key West, Vereinigte Staaten/USA, 15.11. - 18.11. (Details)
  Wagner, Christian. 2017. Debt Refinancing and Equity Returns. European Winter Finance Summit, Zürs, Österreich, 12.03.-15.03.17. (Details)
  Ochs, Christian. 2017. Discussion: Convex Incentives in Financial Markets: An Agent-based Analysis by Fabretti, A., Gärling, T., Herzel, S., and Holmen, M. Annual Meeting of the Southern Finance Association, Florida, United States/USA, 15.11.-18.11. (Details)
  Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. Annual Meeting of the German Finance Association (DGF), Ulm, Deutschland, 06.10.-07.10. (Details)
  Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. SGF Conference 2017, Zürich, Schweiz, 31.03. (Details)
  Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. Annual Meeting of the American Finance Association (AFA), Chicago, Vereinigte Staaten/USA, 06.01.-08.01. (Details)
  Wagner, Christian. 2017. Does Central Bank Tone Move Asset Prices? AFA, Chicago, Vereinigte Staaten/USA, 06.01.-08.01. (Details)
  Vana, Laura. 2017. Dynamic modeling of credit risk measures. CFE 2017, London, United Kingdom, 16.12-18.12. (Details)
  Rudloff, Birgit. 2017. Dynamic programming for multivariate problems involving risk measures. VGSCO Colloquium, Wien, Österreich, 06.12.2017. (Details)
  Rudloff, Birgit. 2017. Dynamic programming for multivariate problems involving risk measures. Risk and Stochastics Conference, LSE, United Kingdom, 20-21.04.2017. Invited Talk (Details)
  Rudloff, Birgit. 2017. Dynamic programming for multivariate problems involving risk measures. Mathematical Finance, Probability, and Partial Differential Equations Conference, Rutgers University, United States/USA, 17.-19.05.2017. Invited Talk (Details)
  Frey, Rüdiger. 2017. EM Algorithm for Diffusion and Point Process Information: Theory, Numerical Experiments and Applications to Credit Risk. Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences, EPFL Lausanne, Switzerland, 29.05.-02.06. Invited Talk (Details)
  Lutz, Chandler, Rzeznik, Aleksandra, Sand, Ben. 2017. Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust. Urban Economic Association, Copenhagen, Denmark, 26.05.-27.05. (Details)
  Lutz, Chandler, Rzeznik, Aleksandra, Sand, Ben. 2017. Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust. Canadian Economic Association, St. Francis Xavier Univeristy, Canada, 02.07.-04.07. (Details)
  Wagner, Christian. 2017. Low Risk Anomalies? AFA, Chicago, Vereinigte Staaten/USA, 06.01.-08.01. (Details)
  Wagner, Christian. 2017. Margin Requirements and Equity Option Returns. EFA, Mannheim, Deutschland, 23.08.-26.08. (Details)
  Wagner, Christian. 2017. Margin Requirements and Equity Option Returns. SFS Cavalcade, Nashville, Vereinigte Staaten/USA, 15.05.-18.05. (Details)
  Rudloff, Birgit. 2017. Mengen- und Vektoroptimierung in der Finanzmathematik. Women in Optimization, Trier, Germany, 20-22.03.2017. Invited Talk (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. JSM 2017, Baltimore, Vereinigte Staaten/USA, 29.07-03.08. (Details)
  Rzeznik, Aleksandra. 2017. Mutual fund flight-to-liquidity. Research talk at the Bank of Canada, Ottawa, Canada, 23.02.-23.02. (Details)
  Rzeznik, Aleksandra. 2017. Mutual fund flight-to-liquidity. American Finance Association Conference, Chicago, United States/USA, 06.01.-08.01. (Details)
  Ochs, Christian, Eisl, Alexander, Pichler, Stefan. 2017. Optimal Capital Buffers of Sovereign Debt Management Offices. Annual Meeting of the Southern Finance Association, Florida, Vereinigte Staaten/USA, 15.11.-18.11. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2017. Optimal Capital Buffers of Sovereign Debt Management Offices. Annual Meeting of the German Finance Association (DGF), Ulm, Deutschland, 06.10.-07.10. (Details)
  Frey, Rüdiger. 2017. Optimal Liquidation under partial information with price impact. 3rd Berlin-Princeton-Singapore workshop on Quantitative Finance. (Keynote lecture), Humboldt University, Berlin, Deutschland, 19.04.-22.04. Invited Talk (Details)
  Reschenhofer, Christoph. 2017. The parametrization of an international equity portfolio: A decomposition of global momentum returns. Austrian Working Group on Banking and Finance, Obergurgl, Österreich, 24.11.-25.11. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Annual Meeting of the Southern Finance Association, Key West, Vereinigte Staaten/USA, 15.11.-18.11. (Details)
  Frey, Rüdiger. 2017. Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Credit Risk. 21st International Congress on Insurance: Mathematics and Economics - IME 2017, TU Wien, Vienna, Österreich, 03.07.-05.07. (Details)
  Simion, Giorgia. 2017. What Drives the Concentration of Households’ Investments in Bank Bonds? European Financial Management Association Annual Meeting, Athens, Greece, 28.06-01.07. (Details)
  Simion, Giorgia. 2017. What Drives the Concentration of Households’ Investments in Bank Bonds? Behavioral Finance and Working Group Conference, Bucharest, Romania, 25.06-28.06. (Details)
  Simion, Giorgia. 2017. What Drives the Concentration of Households’ Investments in Bank Bonds? Behavioral Finance and Working Group Conference, London, United Kingdom, 12.06-13.06. (Details)
  Wagner, Christian. 2017. What is the Expected Return on a Stock? WFA, Whistler, Kanada, 25.06.-28.06. (Details)
  Wagner, Christian. 2017. What is the Expected Return on a Stock? SED, Edinburgh, Großbritannien, 22.06.-24.06. (Details)
  Wagner, Christian. 2017. What is the Expected Return on a Stock? CEPR Symposium, London, Großbritannien, 14.09.-15.09.17. (Details)
  Chaderina, Maria, Mürmann, Alexander, Scheuch, Christoph. 2017. Which Bonds to Sell in Fire Sales? Liquidity versus Commonality of Holdings. Seminarvortrag Universität Hohenheim, Hohenheim, Deutschland, 13.07. (Details)
  Mürmann, Alexander, Chaderina, Maria, Scheuch, Christoph. 2017. Which Bonds to Sell in Fire Sales? Liquidity versus Commonality of Holdings. 44th Annual Meeting of the European Group of Risk and Insurance Economists (EGRIE), London, Großbritannien, 17.09.-20.09. (Details)
2016 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2016. A joint model of firm failure and credit ratings. CFE 2016 10th International Conference on Computational and Financial Econometrics, Sevilla, Spain, 09.12.-11.12. (Details)
  Rudloff, Birgit. 2016. A recursive algorithm for dynamic multivariate risk measures and a set-valued Bellman¿s principle. Brown Bag Seminar, WU Wien, Vienna, Österreich, June 22, 2016. (Details)
  Mürmann, Alexander. 2016. Asymmetric Information in Automobile Insurance: Evidence from Telematic Data. Seminarvortrag EPFL, Lausanne, Schweiz, 21.06. (Details)
  Karrenbrock, Pia. 2016. Banking regulation: regulatory mania? An empirical analysis of the influence of externally imposed regulations on banks for management control system choices. 5th ACMAR Doctoral Colloquium, Vallendar, Deutschland, 09.03.-10.03. (Details)
  Simion, Giorgia, Rigoni, Ugo, Cavezzali, Elisa, Veller, Andrea. 2016. Basel Liquidity Regulation and Credit Risk Market Perception: Evidence from Large European Banks. Multinational Financial Society Annual Meeting, Stockholm, Sweden, 26.06-29.06. (Details)
  Simion, Giorgia, Rigoni, Ugo, Cavezzali, Elisa, Veller, Andrea. 2016. Basel Liquidity Regulation and Credit Risk Market Perception: Evidence from Large European Banks. Finance Brown Bag Seminar at Georgia State University, Atlanta, United States/USA, 09.11. (Details)
  Simion, Giorgia, Rigoni, Ugo, Cavezzali, Elisa, Veller, Andrea. 2016. Basel Liquidity Regulation and Credit Risk Market Perception: Evidence from Large European Banks. Mathematical and Statistical Methods for Actuarial Finance Conference, Paris, France, 30.03-01.04. (Details)
  Simion, Giorgia, Rigoni, Ugo, Cavezzali, Elisa, Veller, Andrea. 2016. Basel Liquidity Regulation and Credit Risk Market Perception: Evidence from Large European Banks. European Financial Management Association Annual Meeting, Basel, Switzerland, 29.06-02.07. (Details)
  Nettekoven, Michaela. 2016. Course Design and Exam Results: An empirical analysis. 10th annual International Technology, Education and Development Conference, Valencia, Spanien, 07.03.-09.03. (Details)
  Gasser, Stephan, Rammerstorfer, Margarethe, Weinmayer, Karl. 2016. DEA Portfolio Modeling - The Case of Socially Responsible Investing. The 29th Australasian Finance & Banking Annual Meeting, Sydney, Australien, 14.12-16.12. (Details)
  Wagner, Christian. 2016. Debt Refinancing and Equity Returns. EFA, Oslo, Norwegen, 17.08.-20.08. (Details)
  Wagner, Christian. 2016. Debt Refinancing and Equity Returns' WFA, Park City, Vereinigte Staaten/USA, 20.06.-23.06. (Details)
  Randl, Otto. 2016. Discussion of "Do Pension Plans Strategically Use Regulatory Freedom?" by Michael Kisser, John Kiff, and Mauricio Soto. Austrian Working Group on Banking and Finance, Klagenfurt, Österreich, 25.11.-26.11. (Details)
  Ochs, Christian, Eisl, Alexander. 2016. Discussion: "Do Long-Term Investors Improve Corporate Decision Making?" by Harford J.,Kecskes A., and Mansi, S. Global Finance Conference 2016, Fresno, Vereinigte Staaten/USA, April. (Details)
  Ochs, Christian. 2016. Discussion: "Dynamic Credit-Collections Optimization" by Cherazi, N. and Weber, T. 29th Australasian Finance and Banking Conference 2016, Sydney, Australien, December. (Details)
  Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. Austrian Working Group on Banking and Finance, Klagenfurt, Österreich, 25.11.-26.11. (Details)
  Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? INQUIRE, London, Großbritannien, 28.11.-28.11. (Details)
  Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? WFA, Park City, Vereinigte Staaten/USA, 20.06.-23.06. (Details)
  Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? SFS Cavalcade, Toronto, Kanada, 15.05.-18.05. (Details)
  Wagner, Christian. 2016. Exchange Rates and Sovereign Risk. AEA, San Francisco, Vereinigte Staaten/USA, 03.01.-05.01. (Details)
  Schneider, Paul and Wagner, Christian and Zechner, Josef. 2016. Low Risk Anomalies? Bank of England, London, Großbritannien, 18.3. (Details)
  Wagner, Christian. 2016. Low Risk Anomalies? EFA, Oslo, Norwegen, 17.08.-20.08. (Details)
  Rudloff, Birgit. 2016. Measures of systemic risk. 9th World Congress of the Bachelier Finance Society, New York City, United States/USA, 15-19 July 2016. (Details)
  Rudloff, Birgit. 2016. Measures of systemic risk. Workshop on Risk Measures, XVA Analysis, Capital Allocation and Central Counterparties, Shanghai Jiao Tong University, China, 27-29.10.2016. Invited Talk (Details)
  Rudloff, Birgit. 2016. Measures of Systemic Risk. Joint Mathematics Meeting, Seattle, United States/USA, 06.-09.01. Invited Talk (Details)
  Rudloff, Birgit. 2016. Multivariate Risks. Scientific Day of the German Actuarial Society, Bremen, Germany, 29.04.2016. Invited Talk (Details)
  Rudloff, Birgit. 2016. Multivariate Risks. Conference "Robust Finance and Beyond" ZiF, Bielefeld, Germany, 30.05-03.06. 2016. Invited Talk (Details)
  Rudloff, Birgit. 2016. Multivariate Risks and its connection to set- and vector optimization. Workshop Set Optimization for Applications, Vienna, Österreich, 19-23.09.2016. (Details)
  Rzeznik, Aleksandra. 2016. Mutual fund flight-to-liquidity. Northern Finance Association Conference, Mont Tremblant, Canada, 16.09.-18.09. (Details)
  Vana, Laura and Schwendinger, Florian and Hochreiter, Ronald. 2016. Portfolio Optimization modeling. RFinance 2016, Chicago, United States/USA, 20.05.-21.05. (Details)
  Rudloff, Birgit. 2016. Set-valued Risk Measures. Workshop Random Sets in Action, Bern, Switzerland, June 8-10, 2016. Invited Talk (Details)
  Frey, Rüdiger. 2016. Shall I sell or shall I wait: optimal liquidation under partial information with market impact. World Congress, Bachelier Finance Society, New York, Vereinigte Staaten/USA, 17.07. (Details)
  Frey, Rüdiger. 2016. Shall I sell or shall I wait: optimal liquidation under partial information with market impact. Nachwuchstagung der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik, Schloss Reisensburg, Günzburg, Deutschland, 23.09. Invited Talk (Details)
  Rudloff, Birgit. 2016. Some News on Bellman's principle. Workshop on Set Optimization, Abstract Convexity and Applications in Economics, Brunico, Italy, 07.03.2016. Invited Talk (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2016. Sovereign Debt Issuance under Fiscal Budget Uncertainty and Market Frictions. 29th Australasian Finance and Banking Conference 2016, Sydney, Australien, December. (Details)
  Rudloff, Birgit. 2016. Systemic Risk. Seminar JKU Linz, Linz, Austria, June 21, 2016. Invited Talk (Details)
  Rettl, Daniel A., Stomper, Alex, Zechner, Josef. 2016. The Stability of Dividends and Wages: Effects of Competitor Inflexibility. Western Finance Association Annual Meeting 2016, Park City, Utah 84098, Vereinigte Staaten/USA, 20.06.-23.06. (Details)
  Wagner, Christian. 2016. What is the Expected Return on a Stock? IFSID Converence on Derivatives, Montreal, Kanada, 15.09.-16.09. (Details)
2015 Frey, Rüdiger. 2015. Book launch: "Quantitative Risk Management" (Revised Edition), with Alexander McNeil and Paul Embrechts. ETH Risk Day 2015, Zürich, Schweiz, 11.09. (Details)
  Frey, Rüdiger. 2015. Correlation and Contagion as Sources of Systemic Risk. 22nd Annual Meeting of the German Finance Association (DGF), University of Leipzig, Leipzig, Deutschland, 25.09.-26.09. (Details)
  Zechner, Josef. 2015. Die Nachhaltigkeit der Pensionssysteme auf europäischer Ebene. Fondstage der Vereinigung Österreichischer Investmentgesellschaften, Krems, Österreich, 21.10.-23.10. (Details)
  Wagner, Christian. 2015. Does Central Bank Tone Move Asset Prices? EFA, Wien, Österreich, 20.-22.08. (Details)
  Wagner, Christian. 2015. Low Risk Anomalies? IFSID, Montreal, Kanada, 15.09.-16.09. (Details)
  Wagner, Christian. 2015. Low Risk Anomalies? Imperial College Hedge Fund Conference, London, Großbritannien, 03.12.-03.12. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2015. Measures of systemic risk. Mathematics Research Community in Financial Mathematics, Snowbird, Vereinigte Staaten/USA, 15.-20.06. Invited Talk (Details)
  Rudloff, Birgit, Feinstein, Zachary, Weber, Stefan, Ararat, Cagin. 2015. Measures of systemic risk and their dual representations. Workshop on Knightian Uncertainty in Strategic Interactions and Markets, ZIF, Bielefeld, Deutschland, 10.-13.06. Invited Talk (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2015. Measures of systemic risk. Conference on Mathematical Finance and PDEs, Rutgers University, New Brunswick, United States/USA, 01.05. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2015. Measures of systemic risk. Seminar at Department of Mathematics, Politecnico di Milano, Italy, 15.07. (Details)
  Vana, Laura, Grün, Bettina, Hornik, Kurt. 2015. Modeling creditworthiness using a generalized linear mixed effects approach. CFE 2015 9th International Conference on Computational and Financial Econometrics, London, United Kingdom, 02.12-04.12. (Details)
  Rudloff, Birgit. 2015. Multivariate Risiken. Research Seminar Otto-von-Guericke-Universität Magdeburg, Magdeburg, Germany, 23.01.2015. (Details)
  Rudloff, Birgit. 2015. Multivariate Risiken. Research Seminar at Brandenburgische Technische Universität Cottbus, Cottbus, Germany, 17.01.2015. (Details)
  Rudloff, Birgit. 2015. Multivariate Risks. Research Seminar at Vienna University of Economics and Business, Vienna, Austria, 21.01.2015. (Details)
  Rzeznik, Aleksandra. 2015. Mutual fund flight-to-liquidity. PhD Nordic Finance Workshop , Helsinki, Finland, 21.05.-22.05. (Details)
  Rzeznik, Aleksandra. 2015. Mutual fund flight-to-liquidity. USC Marshall PhD Conference in Finance, Los Angeles, United States/USA, 12.06.-12.06. (Details)
  Rudloff, Birgit, Hamel, Andreas, Wang, Sophie. 2015. Optimal Investment under Transaction Costs. Mathematics Research Community in Financial Mathematics, Snowbird, Vereinigte Staaten/USA, 15.-20.06. Invited Talk (Details)
  Laux, Christian, Rauter, Thomas. 2015. Procyclicality of US Bank Leverage. Austrian Research Society (ÖFG), Workshop: Accounting, Information, and Financial Crises, Graz, Österreich, 04.11.-05.11. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2015. Systemic risk. Bozen-Bolzano Risk School, Bolzano, Italy, 22.-23.09. Invited Talk (Details)
  Rudloff, Birgit, Feinstein, Zachary, Weber, Stefan. 2015. Systemic risk. PhD Seminar, WU Wien, Austria, 07.10. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2015. Systemic risk and beyond: scalar versus multivariate approaches. ISOR colloquium, University of Vienna, Austria, 30.11. (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2015. Systemic Risk and Beyond: Scalar vs Multivariate Approaches. Jour Fixe on Robust Finance: Strategic Power, Knightian Uncertainty, and the Foundations of Economic Policy Advice, ZIF, Bielefeld, Deutschland, 03.06. Invited Talk (Details)
  Rudloff, Birgit, Ulus, Firdevs, Vanderbei, Robert. 2015. Vector Optimization. PhD Seminar, WU Wien, Austria, 21.10. (Details)
2014 Feinstein, Zachary, Rudloff, Birgit. 2014. A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. SIAM Conference on Financial Mathematics & Engineering, Chicago, United States/USA, 13.-15.11. (Details)
  Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. UZH-SNB Workshop on Asset Prices and Exchange Rates, Zürich, Schweiz, 20.05.-21.05. (Details)
  Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. Adam Smith Asset Pricing Workshop, London, Großbritannien, 21.03.-22.03. (Details)
  Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. INQUIRE Europe Seminar, Stockholm, Schweden, 12.10.-14.10. (Details)
  Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. European Winter Finance Summit, Zermatt, Schweiz, 16.03.-19.03. (Details)
  Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. EFA, Lugano, Schweiz, 27.08.-30.08. (Details)
  Gjedsted Nielsen, Mads, Rzeznik, Aleksandra. 2014. House prices and taxes. European Economic Association & Econometric Society Parallel Meetings, Toulous, France, 25.08.-29.08. (Details)
  Gjedsted Nielsen, Mads, Rzeznik, Aleksandra. 2014. House prices and taxes. World Finance Conference, Venice, Italy, 02.07.-04.07. (Details)
  Rudloff, Birgit. 2014. Measures of systemic risk. CEQURA Conference on Advances in Financial & Insurance Risk Management, Munich, Germany, 01.10.-02.10. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2014. Measures of systemic risk. Conference "Set Optimization meets Finance" Free University of Bolzano, Italy, 08.-12.09. (Details)
  Rudloff, Birgit. 2014. Measures of Systemic Risk. Seminar at Collegio Carlo Alberto, Torino, Italy, 05.11.-07.11. (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2014. Measures of systemic risk. Workshop "Recent advances in mathematical finance" University of Padova, Italien, 22.09. Invited Talk (Details)
  Feinstein, Zachary, Rudloff, Birgit, Weber, Stefan. 2014. Measures of systemic risk. 10th Princeton-Cambridge Conference, Cambridge University, Großbritannien, 26.-27.09. Invited Talk (Details)
  Rudloff, Birgit. 2014. Multivariate Risks. Seminar at University Siegen, Siegen, Germany, 02.09.2014. (Details)
  Rudloff, Birgit. 2014. Multivariate Risks. Seminar at University Kassel, Kassel, Germany, 06.06.2014. (Details)
  Rudloff, Birgit. 2014. Multivariate Risks. Seminar at Hausdorff Center for Mathematics, University of Bonn, Bonn, Germany, 27.11.2014. (Details)
  Löhne, Andreas, Rudloff, Birgit. 2014. On the dual of the solvency cone. Workshop "The Future of Risk Measurement" Leibniz University Hannover, Deutschland, 11.12. Invited Talk (Details)
2013 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. European Financial Management Association Annual Meetings, Reading, Großbritannien, 26.06-29.06. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Meielisalp Workshop and Summer School, Leissigen, Schweiz, 30.06-04.07. (Details)
  Rudloff, Birgit. 2013. A generalized Bellman principle for set-valued functions with applications in finance. ORFE Faculty Seminar, Princeton University, Princeton, United States/USA, 08.05. (Details)
  Rudloff, Birgit. 2013. Dynamic risk measures and price bounds in markets with transaction costs. Seminar at Frankfurt Institute of Advanced Studies & House of Finance, Germany, Frankfurt, Germany, 18.01. (Details)
  Rudloff, Birgit. 2013. Dynamic risk measures in markets with transaction costs. Seventh Bachelier Colloquium, Metabief, France, 13.01.-20.01. (Details)
  Rudloff, Birgit. 2013. Multivariate Risiken: illiquide Märkte und systemisches Risiko. Seminar at Goethe University, Frankfurt, Deutschland, 27.06.2013. (Details)
  Rudloff, Birgit. 2013. Multivariate Risks. Seminar at Technical University Chemnitz, Chemnitz, Germany, 28.10.2013. (Details)
  Rudloff, Birgit. 2013. Multivariate risks: illiquid markets and systemic risk. Seminar at Stevens Institute of Technology, Hoboken, United States/USA, 12.12.2013. (Details)
  Rudloff, Birgit. 2013. Risk measures. guest lecture at RTG Summer School in Financial Mathematics, Princeton University, Princeton, United States/USA, 17.06.-28.06. (Details)
  Rudloff, Birgit. 2013. Risk measures for multivariate risks. Seminar at the Department of Mathematics, University of Trento, Trento, Italy, 04.07. (Details)
  Rudloff, Birgit. 2013. Risk measures for multivariate risks. Seminar at University of Verona, Verona, Italy, 03.07. (Details)
  Rudloff, Birgit. 2013. Superhedging and risk measures under transaction costs. Financial Mathematics Seminar, University of Pittsburgh, Pittsburgh, United States/USA, 26.03. (Details)
  Rudloff, Birgit. 2013. Time consistency of dynamic risk measures in markets with transaction costs. Probability/Mathematical Finance Seminar, Carnegie Mellon University, Pittsburgh, United States/USA, 25.03. (Details)
  Rudloff, Birgit. 2013. Time consistency of risk measures in markets with transaction costs. ICSP 2013 - Internat. Conference on Stochastic Programming, Bergamo, Italy, 08.07.-12.07. (Details)
2012 Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 4th IFABS Conference, Valencia, Spanien, 18.06.-20.06.. (Details)
  Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 10th INFINITI Conference, Dublin, Irland, 11.06.-12.06.. (Details)
  Rudloff, Birgit. 2012. Märkte mit Transaktionskosten: dynamische Risikomaße und Preisschranken. Seminar at Philipps-University Marburg, Marburg, Germany, 29.11.2012. (Details)
  Rudloff, Birgit. 2012. Multivariate Risks. Seminar at Technical University Dresden, Dresden, Germany, 24.10.2013. (Details)
  Rudloff, Birgit. 2012. Set-valued Dynamic Risk Measures in Markets with Transaction Costs. SIAM Conference on Financial Mathematics and Engineering, Minneapolis, United States/USA, July 2012. (Details)
  Rudloff, Birgit. 2012. Superhedging and risk measures under transaction costs. Research presentation at Bloomberg, New York City, Vereinigte Staaten/USA, 18.10.2012. (Details)
  Rudloff, Birgit. 2012. Superhedging and risk measures under transaction costs. Sixth Bachelier Colloquium, Metabief, France, 15-22.01.2012. Invited Talk (Details)
  Rudloff, Birgit. 2012. Superhedging in markets with transaction costs. Joint Mathematics Meeting/AMS Meeting, Boston, United States/USA, 04.01.2012. Invited Talk (Details)
  Rudloff, Birgit. 2012. Superhedging under transaction costs. Conference Set Optimization meets Finance, Lutherstadt Wittenberg, Germany, 08.2012. (Details)
  Ledermüller, Karl. 2012. The Voice of the Job Market. 2nd DEHEMS International Conference on Employability of Graduates & Higher Education Management Systems, Ljubljana, Slowenien, 29.09. (Details)
  Rudloff, Birgit. 2012. Time Consistency and Calculation of Risk Measures in Markets with Transaction Costs. Probability, Control and Finance: A Conference in Honor of the 60th Birthday of Ioannis Karatzas, Columbia University, NYC, United States/USA, 05.06.2012. Invited Talk (Details)
2011 Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2011. Measuring the Performance of Debt Management Offices. Southern Finance Association, Key West, Vereinigte Staaten/USA, 16.11-19.11. (Details)
  Rudloff, Birgit. 2011. An Algorithm for Calculating the Set of Superhedging Portfolios and Strategies in Markets with Transaction Costs. 7th Princeton-Cambridge Conference, Princeton, Vereinigte Staaten/USA, July 2011. (Details)
  Rudloff, Birgit. 2011. An Algorithm to Calculate Dynamic Coherent Risk Measures in Markets with Transaction Costs. 3rd Humboldt-Princeton Conference, Berlin, Deutschland, October 2011. Invited Talk (Details)
  Rudloff, Birgit. 2011. Calculation of Risk measures in markets with transaction costs. 35th SIAM Southeastern Atlantic Section Conference, University of North Carolina at Charlotte, United States/USA, March 2011. Invited Talk (Details)
  Rudloff, Birgit. 2011. Calculation of superhedging prices and risk measures in markets with transaction costs. Research Seminar at Humboldt University, Berlin, Deutschland, July 2011. (Details)
  Rudloff, Birgit. 2011. Superhedging and portfolio optimization in markets with transaction costs. INFORMS, Charlotte, United States/USA, 15.11.2011. Invited Talk (Details)
  Rudloff, Birgit. 2011. Superhedging in markets with transaction costs. Mathematical Finance and PDE’s Conference, Rutgers University, New Brunswick, United States/USA, 04.11.2011. (Details)
2010 Bühlmaier, Matthias. 2010. Takeovers and the Media. Third European Economic Review Talented Economists Clinic (EERTEC3), Florenz, Italien, 05.05.-07.05.. (Details)
  Rudloff, Birgit. 2010. Hedging and Risk Measurement under Proportional Transaction Costs. Fields Institute: Thematic Program on Quantitative Finance, Workshop on Computational Methods in Finance, Toronto, Kanada, 22.03.2010. Invited Talk (Details)
  Rudloff, Birgit. 2010. Hedging and Risk Measurement under Proportional Transaction Costs. University of Michigan, Financial Mathematics Seminar, Michigan, Vereinigte Staaten/USA, 01.04.2010. (Details)
  Rudloff, Birgit. 2010. Risikomaße und Hedging. Mathematical Finance Seminar, Technical University Munich, Munich, Germany, 09.02.2010. (Details)
  Rudloff, Birgit. 2010. Risk measures for multivariate random variables in markets with transaction costs. Analysis, Stochastics, and Applications Conference, Vienna, Österreich, 15.07.2010. (Details)
  Rudloff, Birgit. 2010. Risk measures for multivariate variables in markets with random solvency cones. AMS Spring Eastern Sectional Meeting, Newark, United States/USA, 22.05.2010. (Details)
  Rudloff, Birgit. 2010. Risk measures in a multiasset model with transaction costs. INFORMS, Austin, Texas, Vereinigte Staaten/USA, 07.11.2010. Invited Talk (Details)
  Rudloff, Birgit. 2010. Risk measures in a multiasset model with transaction costs. Boston University, Statistics and Probability Seminar, Boston, United States/USA, 19.10.2010. (Details)
  Rudloff, Birgit. 2010. Risk measures in a multiasset model with transaction costs. 6th Oxford-Princeton Workshop, Oxford, United Kingdom, 08.10.2010. Invited Talk (Details)
2009 Bühlmaier, Matthias. 2009. Debt, Equity, and Information. 12th Conference of the Swiss Society for Financial Market Research (SGF), Genf, Schweiz, 03.04.-03.04.. (Details)
  Rudloff, Birgit. 2009. Dualitätsmethoden in der Finanzmathematik. Mathematical Finance Seminar, University of Würzburg, Würzburg, Germany, 19.03.2009. (Details)
  Rudloff, Birgit. 2009. Hedging under Proportional Transaction Costs. 2nd Princeton-Humboldt Conference, Princeton, Vereinigte Staaten/USA, 31.10.2009. (Details)
  Rudloff, Birgit. 2009. Hedging under Proportional Transaction Costs. SPA Berlin 2009: 33rd Conference on Stochastic Processes and Their Applications, Berlin, Deutschland, July 2009. (Details)
  Rudloff, Birgit. 2009. Hedging under Proportional Transaction Costs. VIII Brazilian Workshop on Continuous Optimization, Rio de Janeiro, Brazil, July 2009. (Details)
  Rudloff, Birgit. 2009. Optimal Investment Strategies Under Bounded Risk. University of Toronto, Seminar of Actuarial Science and Mathematical Finance, Toronto, Canada, 17.04.2009. (Details)
  Rudloff, Birgit. 2009. Portfolio Optimization Under Bounded Risk. IMPA, Mathematical Economics Seminar, Rio de Janeiro, Brasilien, 21.06.2010. (Details)
  Rudloff, Birgit. 2009. Utility Maximization under Risk Constraints. oint Mathematics Meeting/AMS Meeting, Washington, D.C. Vereinigte Staaten/USA, 07.01.2009. (Details)
2008 Eller, Markus, Haiss, Peter, Steiner, Katharina. 2008. Foreign Direct Investment in the Financial Sector and Economic Growth in Central and Eastern Europe: The Crucial Role of the Efficiency Channel. MFA, Midwest Finance Association, 57th Annual Meeting, San Antonio, Vereinigte Staaten/USA, 27.02.-01.03.. (Details)
  Eichengreen, Barry, Steiner, Katharina. 2008. Is Poland at Risk of a Boom-and-Bust Cycle in the Run-Up to Euro Adoption?. Common Currency and its Future – Lessons for the New Member States, Warschau, Polen, 15.10.2008. (Details)
  Bühlmaier, Matthias. 2008. Debt, Equity, and Information. Annual Meeting of the Southern Economic Association, Washington, D.C., Vereinigte Staaten/USA, 20.11.-23.11.. (Details)
  Bühlmaier, Matthias. 2008. Debt, Equity, and Information. Joint Congress of the European Economic Association and the Econometric Society (EEA-ESEM), Mailand, Italien, 27.08.-31.08.. (Details)
  Bühlmaier, Matthias. 2008. Debt, Equity, and Information. Far Eastern and South Asian Meeting of the Econometric Society, Singapur, Singapur, 16.07.-18.07.. (Details)
  Bühlmaier, Matthias. 2008. Debt, Equity, and Information. North American Summer Meeting of the Econometric Society, Pittsburgh, Vereinigte Staaten/USA, 19.06.-22.06.. (Details)
  Bühlmaier, Matthias. 2008. Debt, Equity, and Information. Annual Meeting of the French Finance Association, Lille, Frankreich, 21.05.-22.05.. (Details)
  Rudloff, Birgit. 2008. Convex Hedging in Incomplete Markets and its connection to testing hypotheses. Rutgers University, Mathematical Finance and Probability Seminar, New Brunswick, United States/USA, 02.12.2008. (Details)
  Rudloff, Birgit. 2008. Convex Hedging in Incomplete Markets and the Neyman-Pearson Lemma. University of Montreal, Seminar of Actuarial and Financial Mathematics, Montreal, Canada, 18.04.2008. (Details)
  Rudloff, Birgit. 2008. Optimal Investment Strategies Under Bounded Risk. Second SIAM Conference on Financial Mathematics and Engineering, New Brunswick, United States/USA, 22.11.2008. (Details)
  Rudloff, Birgit. 2008. Research presentation. Seminar, Princeton University, Princeton, United States/USA, 05.11.2008. (Details)
  Rudloff, Birgit. 2008. Utility Maximization under Bounded Risk. 4th Cambridge - Princeton Conference, Cambridge, United Kingdom, 19.08.2008. Invited Talk (Details)
2007 Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja. 2007. The Delivery Option in Credit Default Swaps. 5th Infiniti Conference on International Finance, Dublin, Irland, 11.06.-12.06. (Details)
  Kopp, Emanuel Albin, Loistl, Otto, Hütl, Michael. 2007. An Intraday Event Study on Herding in the Xetra Order Book. AFFI 4th International Conference (IFC4), L'Association Francaise de Finance (AFFI), Hammamet, Tunesien, 15.03.-17.03.. (Details)
  Rudloff, Birgit. 2007. A Generalized Neyman-Pearson Lemma and its Connection with Hedging in Incomplete Markets. Columbia University, Probability Seminar, New York City, United States/USA, 14.12.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. Princeton University, Stochastic Analysis Seminar, Princeton, United States/USA, 21.02.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. University of Texas at Austin, Mathematical Finance Seminar, Austin, United States/USA, 27.04.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. AMaMeF Advanced Mathematical Methods for Finance Conference, Vienna, Österreich, 19.09.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. 1st Humboldt - Princeton Conference, Berlin, Deutschland, 28.10.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. Oxford - Princeton Workshop on Financial Mathematics, Oxford, United Kingdom, 18.05.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. Cornell University, Financial Engineering Seminar, Cornell, United States/USA, 04.05.2007. (Details)
  Rudloff, Birgit. 2007. Convex Hedging in incomplete markets. Boston University, Stochastics and Finance Seminar, Boston, United States/USA, 05.07.2007. (Details)
2006 Rudloff, Birgit. 2006. Convex Hedging in Incomplete Markets and Generalizations. Princeton University, ORFE Colloquia, Princeton, United States/USA, 12.04.2006. (Details)
  Rudloff, Birgit. 2006. Convex Hedging in Incomplete Markets and Generalizations. ICAM2006 International Congress on the Applications of Mathematics, Santiago de Chile, Chile, 16.03.2006. (Details)
  Rudloff, Birgit. 2006. Convex Hedging in Incomplete Markets and Generalizations. IMPA, Mathematical Economics Seminar, Rio de Janeiro, Brasilien, 11.01.2006. (Details)
2005 Rudloff, Birgit. 2005. Coherent Hedging in incomplete markets. IMPA, Finance Seminar, Rio de Janeiro, Brazil, 11.03.2005. (Details)
  Rudloff, Birgit. 2005. Convex Hedging and Generalizations. Martin-Luther-University Halle-Wittenberg, Research Seminar, Halle, Deutschland, 10.11.2005. (Details)
  Rudloff, Birgit. 2005. Convex Hedging in incomplete markets. Second Brazilian Conference on Statistical Modelling in Insurance and Finance, Maresias, Brazil, 02.09.2005. (Details)
  Rudloff, Birgit. 2005. Convex Hedging in incomplete markets. ETH Zurich, Research Colloquium, Zurich, Switzerland, November 2005. (Details)
  Rudloff, Birgit. 2005. Convex Hedging in Incomplete Markets and Generalizations. University of São Paulo, Financial Mathematics Seminar, São Paulo, Brazil, 09.09.2005. (Details)
  Rudloff, Birgit. 2005. Convex Hedging in Incomplete Markets and Generalizations. Vienna University of Technology, Financial and Actuarial Mathematics Seminar, Vienna, Austria, 15.11.2005. (Details)
  Rudloff, Birgit. 2005. Kohärentes und Konvexes Hedging. MLU Halle-Wittenberg, Research Seminar, Halle, Germany, 02.06.2005. (Details)
2004 Rudloff, Birgit. 2004. Hedgefehlerminimierung mittels kohärenter Risikomaße und Konvexer Analysis. MLU Halle-Wittenberg, Research Seminar, Halle, Germany, 15.04.2004. (Details)
  Rudloff, Birgit. 2004. Kohärentes Hedging in unvollständig Finanzmärkten. German Mathematical Society (DMV) Conference, Heidelberg, Germany, 14.09.2004. (Details)
  Rudloff, Birgit. 2004. Kohärentes Hedging in unvollständig Finanzmärkten. Workshop on Stochastic Analysis, Klingenthal, Germany, 27-29.09.2004. (Details)
  Rudloff, Birgit. 2004. Kohärentes Hedging in unvollständig Finanzmärkten. MLU Halle-Wittenberg, Research Seminar, Halle, Germany, 11.11.2004. (Details)

Poster presented at an academic conference or symposium

2018 Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto. 2018. Does Corporate Social Responsibility Impact Risk? German Finance Association (DGF), Trier, Deutschland, 21.09-22.09. (Details)
2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models using the R package MultOrd. useR!2017, Brussels, Belgien, 04.07-07.07. (Details)

Working/discussion paper, preprint

2019 Rudloff, Birgit, Ulus, Firdevs. 2019. Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization. (Details)
  Schmeling, Maik, Wagner, Christian. 2019. Does Central Bank Tone Move Asset Prices? (Details)
  Rammerstorfer, Margarethe, Amon, Julian. 2019. Ecological Portfolios - Evidence from screening, divestment and alternatives. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Hummel, Katrin, Hummel, Katrin. 2019. Implied Cost of Capital, Risk and Return via content analysis. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Weinmayer, Karl, Hummel, Katrin. 2019. Investor Awareness - CSR concerns and Textual Analysis. (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2019. Low Risk Anomalies? (Details)
  Eisl, Alexander, Ochs, Christian, Staghoj, Jonas, Subrahmanyam, Marti G. 2019. Sovereign Issuers, Incentives and Liquidity: An Event Study of the Danish Sovereign Bond Market. (Details)
2018 Molnar, Matthias. 2018. Asymmetric Habits in Asset Pricing. (Details)
  Molnar, Matthias. 2018. Asymmetric Habits, Asset Returns, and the Business Cycle. (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2018. Debt Refinancing and Equity Returns. (Details)
  Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto. 2018. Does Corporate Social Responsibility Impact Risk? (Details)
  Della Corte, Pasquale, Sarno, Lucio, Schmeling, Maik, Wagner, Christian. 2018. Exchange Rates and Sovereign Risk. (Details)
  Massa, Massimo, Rzeznik, Aleksandra, Hvidkjaer, Soeren. 2018. Informed Trading and Co-Illiquidity. (Details)
  Hitzemann, Steffen, Hofmann, Michael, Uhrig-Homburg, Marliese, Wagner, Christian. 2018. Margin Requirements and Equity Option Returns. (Details)
  Rzeznik, Aleksandra. 2018. Mutual fund flight-to-liquidity. (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2018. Scalar multivariate risk measures with a single eligible asset. (Details)
  Reschenhofer, Christoph. 2018. The parametrization of an international equity portfolio: A decomposition of global momentum returns. (Details)
  Rettl, Daniel A., Stomper, Alex, Zechner, Josef. 2018. The Stability of Dividends and Wages: Effects of Competitor Inflexibility. (Details)
  Feinstein, Zachary, Rudloff, Birgit. 2018. Time consistency for scalar multivariate risk measures. (Details)
  Kovacova, Gabriela, Rudloff, Birgit. 2018. Time consistency of the mean-risk problem. (Details)
2017 Choi, Jaewon, Hackbarth, Dirk, Zechner, Josef. 2017. Granularity of Corporate Debt. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings. Research Report Series, Institute for Statistics and Mathematics, Report 132. open access (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2017. The Linkage between Primary- and Secondary Markets for European Sovereign Debt: Free Flow or Bottleneck? (Details)
2016 Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. (Details)
  Ararat, Çagin and Rudloff, Birgit. 2016. Dual representations for systemic risk measures. (Details)
  Gjedsted Nielsen, Mads, Rzeznik, Aleksandra. 2016. House prices and taxes. (Details)
  Chandler, Lutz, Rzeznik, Aleksandra, Sand, Ben. 2016. Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2016. Optimal Capital Buffers of Sovereign Debt Management Offices. (Details)
2015 Mürmann, Alexander, Rauter, Thomas. 2015. Prestige and Loan Pricing. (Details)
2014 Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2014. Policy Portfolios When Some Assets are Non-Tradeable. (Details)
2011 Schiefer, Jan, Hartmann, Monika, Gschwandtner, Adelina 2011 Industry, firm, year, and country effects on profitability in EU food processing (Details)
2009 Ecchia, Giulio, Gelter, Martin, Pasotti, Piero. 2009. Corporate Governance, Corporate and Employment Law, and the Costs of Expropriation. ECGI - Law Working Paper No. 128/2009; Harvard Olin Fellows' Discussion Paper No. 29, 5/2009. (Details)
2008 Gelter, Martin. 2008. The Dark Side of Shareholder Influence: Toward a Holdup Theory Of Stakeholders in Comparative Corporate Governance. ECGI Law Working Paper No. 96/2008. (Details)

Research report, expert opinion

2016 Davoine, Thomas, Molnar, Matthias, Reiter, Michael. 2016. Cross-Country Long-Run Spillover Effects and Coordination of Fiscal Policy: a Quantitative Exploration for Europe. FIRSTRUN:Horizon 2020 Framework Programme of the European Union. (Details)
  Jankowitsch, Rainer, Pichler, Stefan. 2016. Negativzinsen. Wien:WU Wirtschaftsuniversität Wien. (Details)
2011 Littich, Edith, Schober, Christian, Schober, Doris. 2011. NPO-Finanzierungsbefragung 2010. Wien: Institute for Finance, Banking and Insurance. (Details)

Lecture notes/article in lecture notes

2018 Frühwirth, Manfred. 2018. Course Materials for Financial Management and Controlling in the Professional MBA of WU Executive Academy. Course Materials for Financial Management and Controlling in the Professional MBA of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Course Materials for Financial Management in the Global Executive MBA of WU Executive Academy. Course Materials for Financial Management in the Global Executive MBA of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Course Materials for the Executive MBA Bucharest of WU Executive Academy. Course Materials for the Executive MBA Bucharest of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Unterrichtsmaterialien zu Behavioral Corporate Finance. Unterrichtsmaterialien zu Behavioral Corporate Finance. Wien: Eigenverlag. (Details)
2015 Frühwirth, Manfred. 2015. Unterrichtsmaterialien zu Entscheidungsmanagement. Unterrichtsmaterialien zu Entscheidungsmanagement. Wien: Eigenverlag. (Details)

Habilitation

2017 Randl, Otto. 2017. Risk Premia and Information Processing in Financial Markets. Habilitationsschrift, WU Vienna University of Economics and Business. (Details)
2016 Rudloff, Birgit. 2016. Multivariate Risks. Habilitationsschrift, Vienna University of Economics and Business. (Details)

Dissertation

2018 Molnar, Matthias. 2018. International fiscal policy spillovers, asset prices, and business cycles: essays on applied macroeconomics. Dissertation, University of Vienna. open access (Details)
2006 Rudloff, Birgit. 2006. Hedging in Incomplete Markets and Testing Compound Hypotheses via Convex Duality. Dissertation, Martin-Luther-University Halle-Wittenberg. (Details)

Master thesis

2017 Reschenhofer, Christoph. 2017. Can Risk Premia in Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach. Masterarbeit, Finance, Banking and Insurance. (Details)
2016 Radakovics, Stefan. 2016. The Information Content of ITS Data for the Creditworthiness of Large European Banks ¿ With Focus on Financially Healthy Countries. Masterarbeit, Vienna University of Economics and Business. (Details)

Diploma thesis

2003 Rammerstorfer, Margarethe. 2003. Effizienzanalyse österreichischer Kinderheime. Diplomarbeit, WU Wien. (Details)
2002 Rudloff, Birgit. 2002. Valuation of Default Correlations and Application to Pricing synthetic CDO's. Diplomarbeit, Martin-Luther-University Halle-Wittenberg. (Details)

Bachelor thesis

2014 Reschenhofer, Christoph. 2014. Entry and Competition Based on Market Size for Retail Stores in Austria. Bachelorarbeit, Institute for Industrial Economics. (Details)

Magazine/newspaper article

2019 Schmeling, Maik, Wagner, Christian. 2019. Central bank tone moves asset prices. VoxEU, 22.02.19 (Details)
2018 Frühwirth, Manfred. 2018. Alles unter Kontrolle? Alles Illusion! TOP-GEWINN, 14.12.18 (Details)
  Frühwirth, Manfred. 2018. Herdenverhalten: Werden Sie nicht zum Lemming! TOP-GEWINN, 15.11.18 (Details)
  Frühwirth, Manfred. 2018. "Status Quo Bias": Lassen Sie Ihr Portfolio nicht verstauben! TOP-GEWINN, 15.10.18 (Details)
  Frühwirth, Manfred. 2018. Wer seine Investments ständig kontrolliert, fokussiert sich viel zu stark auf Verluste. TOP-GEWINN, 14.09.18 (Details)
  Frühwirth, Manfred. 2018. Verlustaversion: Wir verkaufen bei Gewinn zu früh, begrenzen Verluste zu spät. TOP-GEWINN, 15.08.18 (Details)
  Randl, Otto. 2018. Asymmetrische Renditeprofile und Fundamentaldaten. Kapitalstock-Produktivität in Zins-, Wirtschafts- und FX-Zyklen steuern. 14. Kapitalmarktgespräche. 20.07.18 (Details)
  Frühwirth, Manfred. 2018. Selbstüberschätzung kommt vor dem Fall. TOP-GEWINN, 15.06.18 (Details)
  Frühwirth, Manfred. 2018. Der Extrapolationsfehler: Ein kühler Kopf ist besser als eine heiße Hand. TOP-GEWINN, 16.05.18 (Details)
2017 Randl, Otto. 2017. Endowment Management und Dynamik der Risikoprämien. Festschrift 20 Jahre ZZ Vermögensverwaltung, 09.11. (Details)

Unpublished lecture

2019 Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2019. The Linkage between Primary- and Secondary Markets for Eurozone Sovereign Debt: Free Flow or Bottleneck? Presentation at the Bank of England, London, 27.06.19 (Details)
  Randl, Otto. 2019. Informationsverarbeitung auf Währungsmärkten. 15. Kapitalmarktgespräche, Wien, 31.05.19 (Details)
  Chaderina, Maria, Weiß, Patrick, Zechner, Josef. 2019. The Maturity Premium. Forschungsseminar, Budapest, 24.04.19 (Details)
  Chaderina, Maria, Weiß, Patrick, Zechner, Josef. 2019. The Maturity Premium. Forschungsseminar, Budapest, 24.04.19 (Details)
  Reschenhofer, Christoph. 2019. Portfolio Management Programm Macro-Outlook Winner Präsentation. Portfolio Management Programm, Berlin, 15.03.19 (Details)
  Mürmann, Alexander. 2019. Podiumsdiskussion: Die Zukunft der KFZ-Versicherung vor dem Hintergrund gesellschaftlicher, technologischer und rechtlicher Veränderungen. Vorlesungstag an der Universität Leipzig, Leipzig, 12.03.19 (Details)
2018 Randl, Otto. 2018. Asymmetrische Renditeprofile und Fundamentaldaten. Palais Coburg Finanzmarktsymposium, Wien, 16.11.18 (Details)
  Zechner, Josef. 2018. Keynote speech: Capital structure and asset pricing. 3rd SDU Finance Workshop, University of Southern Denmark, Odense, 15.11.18 (Details)
  Chaderina, Maria, Weiß, Patrick, Zechner, Josef. 2018. The Maturity Premium. Finance Research Seminar, Lugano, 08.11.18 (Details)
  Frühwirth, Manfred. 2018. Die größten Anlegerfehler. GEWINN-Messe 2018, Wien, 18.10.18 (Details)
  Zechner, Josef. 2018. Passive Investment Strategien: Schlimmer als Marxismus? Börsianer Messe 2018, Wien, 20.09.18 (Details)
  Mürmann, Alexander. 2018. Die dunkle Seite von liquiden Unternehmensanleihen bei Panikverkäufen. Insurance Day 2018, Wien, 11.09.18 (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2018. The Linkage between Primary- and Secondary Markets for Eurozone Sovereign Debt: Free Flow or Bottleneck? Presentation at the United Kingdom Debt Management Office, London, 28.06.18 (Details)
  Randl, Otto. 2018. Asymmetrische Renditeprofile und Fundamentaldaten. 14. Palais Coburg Kapitalmarktgespräche, Wien, 01.06.18 (Details)
  Randl, Otto. 2018. Auswirkungen von Zugangsbeschränkungen auf Risikoprämien und Asset Allocation. Portfolio Management Programm Abschlussfeier 2018, Wien, 30.05.18 (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2018. Debt Refinancing and Equity Returns. Stockholm School of Economics, Stockholm, 02.05.18 (Details)
  Schmeling, Maik, Wagner, Christian. 2018. Does Central Bank Tone Move Asset Prices? Helsinki Finance Seminar, Helsinki, 02.05.18 (Details)
  Schmeling, Maik, Wagner, Christian. 2018. Does Central Bank Tone Move Asset Prices? University of Aarhus, Aarhus, 02.05.18 (Details)
  Martin, Ian, Wagner, Christian. 2018. What is the Expected Return on a Stock? University of Southern Denmark, Odense, 02.05.18 (Details)
  Martin, Ian, Wagner, Christian. 2018. What is the Expected Return on a Stock? Manchester Business School, Manchester, 02.05.18 (Details)
  Frühwirth, Manfred. 2018. Inflationsindexierte Anleihen als Alternative zu Immobilienanlagen. Fortbildungswochenende des CARI (Collegium Academicum Rerum Immobilium), Pöllauberg, 15.04.18 (Details)
  Reschenhofer, Christoph. 2018. Portfolio Management Programm Macro-Outlook Winner Präsentation. Portfolio Management Programm, Berlin, 16.03.18 (Details)
  Rettl, Daniel A., Stomper, Alex, Zechner, Josef. 2018. The Stability of Dividends and Wages: Effects of Competitor Inflexibility. Research Seminar, European School of Management and Technology (ESMT Berlin), 01.02. (Details)
2017 Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Humboldt-Universität zu Berlin, Berlin, 30.11. (Details)
  Randl, Otto. 2017. Dividend Risk Premia. Habilitationsvortrag und Habilitationskolloquium, Vienna, 21.11. (Details)
  Mürmann, Alexander. 2017. Steigende Transparenz: Chancen und Herausforderung für Versicherbarkeit. Der digitalisierte Kunde. Das Spannungsfeld zwischen technischer Machbarkeit und ihren ethischen Grenzen. Österreichische Gesellschaft für Versicherungsfachwissen. Haus der Industrie. Wien, 21.11. (Details)
  Randl, Otto. 2017. Trends in der FX-Forschung. 12. Palais Coburg Finanzsymposium, Wien, 09.11. (Details)
  Randl, Otto. 2017. Discussion of The Missing Risk Premium In Exchange Rates by Magnus Dahlquist and Julien Penasse. WINNER Best Paper Award Ceremony, Vienna, 08.11. (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2017. Low Risk Anomalies? Research Seminar, University of Geneva, 05.10. (Details)
  Frey, Rüdiger. 2017. Summer School "Quantitative Risk Management" (August 21 to August 24, 2017) organized by the Centre des Recherches Mathematiques and Mc Gill University, Montréal as part of the thematic semester "Risk in Complex Systems" Summer School "Quantitative Risk Management" Montréal, Canada, 21.08. (Details)
  Randl, Otto. 2017. Dynamische Strategien zur Risikobegrenzung: Chancen und Risiken. Abschlussfeier des 13. Jahrgangs des Portfoliomanagement Programms, Wien, 24.05. (Details)
  Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. University of Bologna Finance Research Seminar, Bologna, 09.05. (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2017. Debt Refinancing and Equity Returns. Catolica/Nova, Lisbon, 02.05.17 (Details)
  Hitzemann, Steffen, Hofmann, Michael, Uhrig-Homburg, Marliese, Wagner, Christian. 2017. Margin Requirements and Equity Option Returns. Chinese University of Hong Kong, Hong Kong, 02.05.17 (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, ESSEC Business School, Paris, 24.04. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Goethe University Frankfurt, Frankfurt, 21.04. (Details)
2016 Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. Humboldt-Universität zu Berlin Finance Brown Bag Seminar, Berlin, 24.10. (Details)
  Randl, Otto, Zechner, Josef. 2016. Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation. University of the Sinos Valley PhD student seminar, Webconference, 19.09. (Details)
  Frey, Rüdiger. 2016. - 29th International Summer School of the Swiss Association of Actuaries on Quantitative Risk Management, University of Lausanne, 15.-19.8.2016 (Lecturer, with Alex McNeil, Paul Embrechts and Marius Hofert), Lausanne, Switzerland, 15.08. (Details)
  Cejnek, Georg and Randl, Otto. 2016. Dividend Risk Premia. University of Calgary Finance Brown Bag Seminar, Calgary, 10.08. (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2016. Debt Refinancing and Equity Returns. USI Lugano, Lugano, 02.05.16 (Details)
  Schmeling, Maik, Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? Norges Bank, Oslo, 02.05.16 (Details)
  Schmeling, Maik, Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? Sveriges Riksbank, Stockholm, 02.05.16 (Details)
  Schmeling, Maik, Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? Bank of England, London, 02.05.16 (Details)
  Schmeling, Maik, Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? Bank for International Settlements, Basel, 02.05.16 (Details)
  Schmeling, Maik, Wagner, Christian. 2016. Does Central Bank Tone Move Asset Prices? Federal Reserve Board of Governors, Washington DC, 02.05.16 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2016. Low Risk Anomalies? UBS Quantitative Investment Conference, London, 02.05.16 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2016. Low Risk Anomalies? Spring Seminar of the Q Group, Washington DC, 02.05.16 (Details)
  Martin, Ian, Wagner, Christian. 2016. What is the Expected Return on a Stock? NHH Norwegian School of Economics, Bergen, 02.05.16 (Details)
  Martin, Ian, Wagner, Christian. 2016. What is the Expected Return on a Stock? 4nations cup, Copenhagen, 02.05.16 (Details)
  Martin, Ian, Wagner, Christian. 2016. What is the Expected Return on a Stock? University of Zurich, Zürich, 02.05.16 (Details)
  Randl, Otto. 2016. Policy Portfolios When Some Assets are Non-Tradeable. Advanced Topics Seminar, Wien, 11.03. (Details)
2015 Schneider, Paul, Wagner, Christian, Zechner, Josef. 2015. Low Risk Anomalies? Finance Research Seminar, Stockholm School of Economics, Sweden, 23.10. (Details)
  Frey, Rüdiger. 2015. Book launch: "Quantitative Risk Management" (Revised Edition), with Alexander McNeil and Paul Embrechts. Quantitative Risk Management Workshop and Book Launch, WU Wien, Wien, 10.06. (Details)
  Schmeling, Maik, Wagner, Christian. 2015. Does Central Bank Tone Move Asset Prices? Vienna Graduate School of Finance, Vienna, 02.05.15 (Details)
  Della Corte, Pasquale, Sarno, Lucio, Schmeling, Maik, Wagner, Christian. 2015. Exchange Rates and Sovereign Risk. Institute for Strategic Capital Market Research, Vienna, 02.05.15 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2015. Low Risk Anomalies? Copenhagen Business School, Kopenhagen, 02.05.15 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2015. Low Risk Anomalies? ESMT Berlin, Berlin, 02.05.15 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2015. Low Risk Anomalies? Research Seminar, Hong Kong University of Science and Technology, Hong Kong, 17.04. (Details)
  Choi, Jaewon, Hackbarth, Dirk, Zechner, Josef. 2015. Corporate Debt Maturity Profiles. Research Seminar, National University of Singapore, Singapore, 15.04. (Details)
  Choi, Jaewon, Hackbarth, Dirk, Zechner, Josef. 2015. Corporate Debt Maturity Profiles. Research Seminar, Nanyang Technological University, Singapore, 14.04. (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2015. Low Risk Anomalies? Research Seminar, Singapore Management University, 13.04. (Details)
  Choi, Jaewon, Hackbarth, Dirk, Zechner, Josef. 2015. Corporate Debt Maturity Profiles. Research Seminar, Frankfurt School of Finance & Management, Germany, 25.03. (Details)
2014 Della Corte, Pasquale, Sarno, Lucio, Schmeling, Maik, Wagner, Christian. 2014. Exchange Rates and Sovereign Risk. London School of Economics, London, 02.05.14 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2014. Low Risk Anomalies? Imperial College London, London, 02.05.14 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2014. Low Risk Anomalies? Cass Business School, London, 02.05.14 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2014. Low Risk Anomalies? WU Vienna, Wien, 02.05.14 (Details)
  Schneider, Paul, Wagner, Christian, Zechner, Josef. 2014. Low Risk Anomalies? Warwick Business School, Coventry, 02.05.14 (Details)
2013 Sarno, Lucio, Schneider, Paul, Wagner, Christian. 2013. The Economic Value of Predicting Bond Risk Premia. University of Innsbruck, Innsbruck, 02.05.13 (Details)
2011 Paulesich, Reinhard. 2011. EASEY1 Online Ratingvorbereitung Vorhaben in Kooperation mit der TU und WU Bratislava im Programm ETC AT SK EOR - C. ÖGUT Plattform "Ethisch ökologische Veranlagung", Wien, 25.01. (Details)
2009 Eberhartinger, Eva, Fellner, Gerlinde. 2009. Why don't they minimize their tax? An experimental approach to cross border hybrid finance.. SFB Research Seminar, Wien, 27.11. (Details)
2006 Gelter, Martin. 2006. Aktionärsmacht, Kapitalstruktur und der Schutz von Stakeholderinteressen. Workshop Economics & Law der Wirtschaftsuniversität Wien, Rust, 26.01. (Details)

Miscellaneous

2017 Frey, Rüdiger. 2017. Panelist, panel discussion "Ultra-low interest rates in insurance business" at Conference Insurance, Mathematics and Economics, TU Wien, July 2017. (Details)
2016 Frey, Rüdiger. 2016. Modul Marktrisiko im Universitätslehrgang Finanzmarktaufsicht 15/17. Executive Academy, WU Wien (10. und 11.10.2016) . (Details)

Software

2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. (Details)

Projects

2018
asset prices and macroeconomics (2018-2022) (Details)
Modeling and forecasting exchange rates in an unified econometric framework (2018-2020) (Details)
2011
PhD Programm: Vienna Graduate School of Finance (2011-2014) (Details)
2008
Price Dispersion in OTC Markets and Corporate Bond Liquidity (2008-2009) (Details)
2006
Validation of Rating Systems (2006-2007) (Details)
2005
Mathematics and Credit Risk (2005-2009) (Details)
Multivariate volatility models and applications (Details)
2004
Rating validation for rating systems (2004-2005) (Details)
Active credit portfolio management (2004-2005) (Details)
Rating Methodology for Corporates using Logit-Models (2004-2004) (Details)
2003
International workshop on financial modelling (2003-2003) (Details)
2001
DIECOFIS - Development of a system of indicators on competitiveness and fiscal impact on enterprises performance (2001-2003) (Details)
Asset management standards: Corporate governance for asset management (2001-2002) (Details)
Basel II: Cooperation workshop with investment professionals (2001-2003) (Details)
Cooperation workshop with investment professionals (2001-2002) (Details)
Analysis of Euro-government yield-spreads (2001-2005) (Details)
Empirical analysis of models for pricing sovereign bonds (2001-2002) (Details)
1999
Forecasting foreign exchange rates using high frequency data (1999-2002) (Details)
Estimating the term structure for USA, UK, Japan, Germany and Austria using daily bond prices (1999-1999) (Details)
1998
DCF valuation (1998-2002) (Details)
Innovative electronic financial services (1998-2000) (Details)
Software project modelling (1998-1999) (Details)
1997
Tax optimized insolvency - accounting and taxation of an insolvent international enterprise (1997-1999) (Details)
Income determination and managing for profit in groups (1997-2010) (Details)
1994
Estimation and testing the multifactor Cox-Ingersoll-Ross model of the term structure (1994-1999) (Details)
  • Bogner, Stefan (Details)
  • Bühlmaier, Matthias (Former researcher)
  • Casey, Christopher (Former researcher)
  • De Silva, Hannelore (Details)
  • Dockner, Engelbert (Details)
  • Dorfleitner, Gregor (Former researcher)
  • Fellner, Gerlinde (Former researcher)
  • Frey, Rüdiger (Details)
  • Friewald, Nils (Former researcher)
  • Frühwirth, Manfred (Details)
  • Geyer, Alois (Details)
  • Gschwandtner, Adelina (Former researcher)
  • Hirk, Rainer (Details)
  • Hornik, Kurt (Details)
  • Jankowitsch, Rainer (Details)
  • Kappel, Wolfgang (Former researcher)
  • Karrenbrock, Pia (Former researcher)
  • Kiener, Richard (Details)
  • Kopp, Emanuel Albin (Former researcher)
  • Krischmann, Markus (Former researcher)
  • Littich, Edith (Details)
  • Molnar, Matthias (Details)
  • Mösenbacher, Hannes (Former researcher)
  • Mürmann, Alexander (Details)
  • Nagel, Thomas (Details)
  • Nagler, Florian (Former researcher)
  • Nettekoven, Michaela (Details)
  • Ochs, Christian (Details)
  • Pfister, Alexander (Former researcher)
  • Pichler, Stefan (Details)
  • Rammerstorfer, Margarethe (Details)
  • Randl, Otto (Details)
  • Rauter, Thomas (Former researcher)
  • Reschenhofer, Christoph (Details)
  • Rudloff, Birgit (Details)
  • Rzeznik, Aleksandra (Former researcher)
  • Schneider, Paul (Former researcher)
  • Simion, Giorgia (Details)
  • Sorger, Helmut (Former researcher)
  • Summer, Christopher (Former researcher)
  • Vana, Laura (Details)
  • Wagner, Christian (Details)
  • Weinmayer, Karl (Details)
  • Winkler, Gerhard (Details)
  • Zechner, Josef (Details)