Otto Loistl
em.o.Univ.Prof. Dkfm.Dr.rer.pol. Otto Loistl- Telephone:
- +43 1 31336 4171
- Email:
- otto.loistl@wu.ac.at
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Publications
Forthcoming
| n.a. | Loistl, Otto, Petrag, Robert. Erscheinend. Asset Management Standards; Russische Übersetzung - betreut von Palgrave. in Vorbereitung. | (Details) | |
| Loistl, Otto, Lasker, George E., Simovic, Vladimir (Hrsg.). Erscheinend. Catallactics Quantitative Behavioral Modeling of Human Actions and Interaction on Markets; Vol.I of Selected and Revised Papers of the First Three Special Focus Symposia on Catallactics. to appear 2006/07. | (Details) |
Book (monograph)
| 2006 | Loistl, Otto, Petrag, Robert. 2006. Asset Management Standards. 2.vollst.üa.Auflage. Basingstoke: Palgrave McMillan. | (Details) | |
| 2003 | Loistl, O. / Petrag, R.. 2003. Asset Management Standards: Corporate Governance for Asset Management. Palgrave Macmillan, Basingstoke | (Details) | |
| Loistl, O. / Petrag, R.. 2003. Asset Management Standards: Regelungen in den USA und in der EU. 2. überarb. u. akt. Aufl., Stuttgart | (Details) | ||
| 2000 | Loistl, O./Vetter, O.. 2000. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 3.01, Jänner, 130 Seiten | (Details) | |
| 1998 | Diehl, U./ Loistl, O./ Rehkugler, H.. 1998. Effiziente Kapitalmarktkommunikation. Stuttgart | (Details) | |
| 1996 | Loistl, O./ Betz, I.. 1996. Chaostheorie. Zur Theorie nichtlinearer dynamischer Systeme. 3. erg. Aufl., München | (Details) | |
| Loistl, O./ Löderbusch, B./ Weßels, T./ Schepers, N.. 1996. Computergestütztes Wertpapiermanagement. 5. überarb. u. akt. Aufl., München | (Details) | ||
| Booth, G.G./ Broussard, J.P./ Loistl, O.. 1996. German Stock Returns and the Information Content of DVFA Earnings. 2. korr. Aufl., 2. Druck, Beiträge zur Wertpapieranalyse No. 30, Dreieich | (Details) | ||
| Loistl, O./Vetter, O.. 1996. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 2.0, 50 Seiten | (Details) | ||
| Loistl, O./Vetter, O.. 1996. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 2.4.1, November, 74 Seiten | (Details) | ||
| 1994 | Loistl, O.. 1994. Kapitalmarkttheorie. 3. überarb. u. erw. Aufl., München | (Details) | |
| 1993 | Loistl, Otto, Kobinger, Martin. 1993. DVFA-Beiträge zur Wertpapieranalyse, Nr.28: Index-Arbitrage, insbesondere mit DAX-Futures. 2. korr. Aufl. DVFA (Darmstadt): Eigenverlag. | (Details) | |
| Loistl, Otto, Lingemann, Carlhans. 1993. Software für Futures and Options. Marktübersicht. München: Oldenbourg. | (Details) | ||
| 1990 | Loistl, Otto. 1990. Externes Rechnungswesen. München: Oldenbourg. | (Details) | |
| Loistl, Otto, Graf, Michael. 1990. Steuerbelastungsvergleich ComparTax. Programm und Anwenderhandbuch zur Ermittlung der optimalen Unternehmensform. . Berlin: Neue Wirtschafts-Briefe (NWB). | (Details) | ||
| 1989 | Loistl, O. / Landes, T.. 1989. The Dynamic Pricing of Financial Assets. Hamburg | (Details) |
Journal article
| 2007 | Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. European Journal of Finance 13 (8): 717-739. | (Details) | |
| Loistl, Otto. 2007. Zur Bewertung von Strukturierten Produkten: Von Mark to Market über Mark to Model bis Mark to Myth und zurück zu Mark to Value. Der Wirtschaftstreuhänder (VWT) (06): 16-20. | (Details) | ||
| 2004 | Loistl, O./Schossmann, B./Veverka, A.. 2004. Tick Size and Spreads: The Case of Nasdaq's Decimalization. European Journal of Operational Research, 155, 2, 317-334 | (Details) | |
| 2002 | Loistl, O. / Schossmann, B. / Vetter, O. / Veverka, A.. 2002. A Comparison of Transaction Costs on Xetra and on Nasdaq. Quantitative Finance, 2, 3, 199-216 | (Details) | |
| Loistl, O./ Petrag, R.. 2002. Enrons Enigma und Riesters Rente. Finanzbetrieb, 4, 3, 162-169, Frankfurt | (Details) | ||
| Loistl, O. / Hafner, B.. 2002. Wording der Analystenempfehlungen ist an der Tätigkeit ihrer Adressaten zu bewerten. Die Bank, 9, 640-646 | (Details) | ||
| 2001 | Loistl, Otto / Schossmann, B. / Vetter, O.. 2001. XETRA Efficiency Evaluation and NASDAQ Modelling by KapSyn. European Journal of Operation Research (EJOR) - Feature Issue Financial Modelling, 135, 2, 270-295 | (Details) | |
| 2000 | Haffner, C. / Loistl, Otto. 2000. Barrier Optionen - Teil 2 - Anwendung. Finanz Betrieb (FB), 2, 303-311 | (Details) | |
| Bassen, A. / Böcking, H.J. / Loistl, Otto / Strenger, Ch.. 2000. Die Analyse von Unternehmen mit der 'Scorecard for German Corporate Governance'. Finanz Betrieb (FB), 2, 693-698 | (Details) | ||
| 1999 | Haffner, C. / Loistl, Otto. 1999. Barrier Optionen - Teil 1 - Einsatzmöglichkeiten und Risikomanagement. Finanz Betrieb (FB), Jg.1, Dezember 99, S. 433-439 | (Details) | |
| Loistl, Otto. 1999. Die Entwicklung des Wertpapierhandels. Wirtschaftspolitische Blätter 6, S. 629-640 | (Details) | ||
| Booth, G.G. / Broussard, J.P. / Loistl, Otto. 1999. Earnings and stock returns: evidence from Germany. The European Accounting Review, Vol. 8, No. 3, S. 565-568 | (Details) | ||
| Loistl, Otto. 1999. Was die Börse erwartet. Agenda, RWE Magazin, H. 1, 9-13 | (Details) | ||
| 1998 | Loistl, Otto, Booth, G. Geoffrey, Broussard, John Paul. 1998. Price Discovery in German Stock and Future Markets . Managerial Finance 24 (4): 3-18. | (Details) | |
| Booth, G.G. / Loistl, Otto / So, R.W.. 1998. An Examination of Intraday Common Volatility in the German Derivatives Markets. Journal of Multinational Financial Management, No.7 Vol. 4, S. 305-316 | (Details) | ||
| Dipplinger, R. / Loistl, Otto / Neufeld, T.. 1998. Bewertung des Daimler Mandatory Covertible. Die Bank, Heft Feb. 98, S.120-122 | (Details) | ||
| 1997 | Booth, G.G. / Broussard, J.P. / Loistl, Otto. 1997. Earnings and Stock Returns: Evidence from Germany. The European Accounting Review, Vol. 6, No. 4, S. 589-603 | (Details) | |
| 1995 | Loistl, Otto. 1995. Empirisch fundierte Messung der Kursrelevanz. Die Bank, April 1995, S. 232-237 | (Details) | |
| 1993 | Loistl, Otto (Hrsg.). 1993. Effiziente Kommunikation zwischen Unternehmen und der Investment Community. DVFA-Beiträge zur Wertpapieranalyse No. 29, Dreieich | (Details) | |
| 1992 | Landes, T./ Loistl, O. . 1992. Complexity Models in Financial Markets. Applied Stochastic Models and Data Analysis Special Issue in Finance, Vol. 19, No. 4, S. 291-228 | (Details) | |
| 1989 | Loistl, Otto. 1989. The Continuous Quotations at an Auction Market. Rivista di matematica per le scienze economiche e sociali 12 (1): 73-89. | (Details) | |
| 1976 | Loistl, Otto. 1976. The Erroneous Approximation of Expected Utility by Means of a Taylor's Series Expansion: Analytic and Computational Results. American Economic Review 66 (5): 904-910. | (Details) |
Chapter in edited volume
| 2008 | Loistl, Otto, Casey, Christopher. 2008. Risikoadjustierte Kapitalkosten und ihre empirische Ermittlung.. In: Jahrbuch für Controlling und Rechnungswesen 2008., Hrsg. Seicht Gerhard, 300-400. Wien: Leykam. | (Details) | |
| Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Cross-Sectional Liquidity Interactions from Intraday Perspectives. In: "New Developments in Financial Modelling", Hrsg. Soares/Pina/Catalao-Lopes, 213-244. Cambridge: Cambridge Scholars Publishing. | (Details) | ||
| 2004 | Loistl, O.. 2004. Wirtschaftspolitische Implikationen von Basel II. In: Grasser, K. H. (Hrsg.): Der Weg zum modernen Leistungsstaat: Festschrift Alfred Finz zum 60. Geburtstag. 145-164, Wien | (Details) | |
| 2002 | Loistl, Otto, Vollrath, R.. 2002. Equity-Story.. In Wertorientiertes Start-Up-Management, Hrsg. Hommel, U./ Knecht, T. , 526-539. München: Vahlen. | (Details) | |
| 2001 | Bytzik, Peter, Loistl, Otto, Schiebel, Alexander. 2001. IAS 39 - Bewertungsmodelle für Finanzinstrumente. In: Wirtschaftsprüfer-Jahrbuch 2001, Hrsg. Institut Österreichischer Wirtschaftsprüfer, 397-454. Wien: Linde. | (Details) | |
| Loistl, O.. 2001. Aktuelle Entwicklung der Kapitalmarkttheorie (2.1.1). In: Achleitner, A. K./ Thoma, G. F. (Hrsg.): Handbuch Corporate Finance, 2. Auflage, Köln | (Details) | ||
| Casey, C./ Loistl, O.. 2001. Erfolgs- und Finanzanalyse. In: Breuer, R.-E. (Hrsg.): Finanzierungshandbuch. 609-648, 3. Auflage, Wiesbaden | (Details) | ||
| Bitzyk, P. / Loistl, O. / Schiebel, A.. 2001. IAS 39 - Bewertungsmodelle für Finanzinstrumente (Fair-Value-Bewertung). In: Institut österreichischer Wirtschaftsprüfer (Hrsg.): Jahrbuch der Wirtschaftsprüfer, 397-454, Wien | (Details) | ||
| Loistl, O. / Mohamed-Bakry, S.. 2001. Investor Relations am Neuen Markt im Urteil der Finanzanalysten. Eine empirische Untersuchung. In: Achleitner, A. / Bassen, A. (Hrsg.): Investor Relations am Neuen Markt. 119-141, Stuttgart | (Details) | ||
| 2000 | Loistl, O.. 2000. Globalisierung des Börsenhandels in der Endphase. In: Seicht, Gerhard (Hrsg.): Jahrbuch für Controlling und Rechnungswesen. 97-116, Wien | (Details) | |
| 1999 | Loistl, O.. 1999. Kapitalmarkttheorie. In: Achleitner, A. K. (Hrsg.): Handbuch Corporate Finance, Neuwied, Kap. 3.3, 45 Seiten | (Details) | |
| Loistl, O./ Vetter, O.. 1999. Stochastic Modelling of Stock Markets to Assessing Trading Efficiency. In: Skulimowski, A.M.J. (Hrsg.): Financial Modeling, Cracow, S. 17 - 44 | (Details) | ||
| 1998 | Booth, G. G. / Loistl, O.. 1998. Aktienkursprognosen auf der Basis von Jahresabschlußdaten. In: Kleeberg, J./ Rehkugler, H. (Hrsg.): Handbuch Portfoliomanagement, Bad Soden, S. 304-311 | (Details) | |
| 1997 | Loistl, Otto. 1997. Finanzanalysten als Investorenvertreter und Insiderproblematik: Kurserheblichkeit als essentielles Tatbestandsmerkmal. In Insiderrecht für Finanzanalysten, Hrsg. Carsten P. Claussen, Eberhard Schwark , 80-106. Köln: O.Schmidt. | (Details) | |
| Loistl, O.. 1997. Beteiligungspapiere. In: Thießen, F. (Hrsg.): Enzyklopädie des Geld-, Bank- und Börsenwesens, Frankfurt, S. 2092-2097 | (Details) | ||
| Loistl, O.. 1997. Wertpapiere. In: Thießen, F. (Hrsg.): Enzyklopädie des Geld-, Bank- und Börsenwesens, Frankfurt, S. 2091-2092 | (Details) | ||
| 1996 | Loistl, O.. 1996. German Capital Markets. In: American German Business Guide 1996/97. Membership Directory and Yearbook of the American Chamber of Commerce in Germany, Frankfurt/Main, 106-107 | (Details) | |
| Loistl, O.. 1996. Implementation Issues: Transaction Costs in German Equity Markets. In: Squires, J.R.(Ed.): Global Portfolio Management. Proceedings of the AIMR Seminar 'Exploring the Frontiers of Global Portfolio Mangement', Charlottesville Va., S.84-95 | (Details) | ||
| 1995 | Loistl, O.. 1995. Analyse von Rentenwerten. In: Gerke, W./ Steiner, M.(Hrsg.): Handwörterbuch des Bank- und Finanzwesens, 2. Aufl., Stuttgart, Sp.1640-1646 | (Details) | |
| Claussen, C.P./ Loistl, O.. 1995. Insiderhandelsverbot und ad-hoc-Publizität in Frage und Antwort. In: Claussen, C.P./ Loistl, O. (Hrsg.): Das neue Kapitalmarktrecht in Frage und Antwort, DVFA-Beiträge zur Wertpapierananlyse No. 31, Dreieich, S. 7-37 | (Details) | ||
| Booth, G.G./ Chowdhury, M./ Hatem, J.J./ Loistl, O.. 1995. The Nature of the Predictability of German Stock Returns. In: Ghosh, D.K.(Ed.): New Advances in Financial Economics, Oxford, New York, Tokyo, S.39-57 | (Details) | ||
| 1993 | Casey, C./ Loistl, O.. 1993. Anleihenmanagement in Theorie und Praxis. In: Casey, C./ Loistl, O./ Schneider, C. (Hrsg.): Computergestützte Finanzierungsentscheidungen. 9-39, Wien | (Details) | |
| Casey, C./ Landes, T./ Loistl, O.. 1993. Ansätze zur Schätzung der Zinsstruktur. In: Casey, C./ Loistl, O./ Schneider, C. (Hrsg.): Computergestützte Finanzierungsentscheidungen. 189-206, Wien | (Details) | ||
| Loistl, O.. 1993. Zur Regulierung der Kapitalmarktkommunikation. Zusammenfassung und Ausblick. In: Loistl, O. (Hrsg.) (1993): Effiziente Kommunikation zwischen Unternehmen und der Investment Community, DVFA-Beiträge zur Wertpapieranalyse No. 29, Dreieich, S. 121-131 | (Details) |
Edited book (editorship)
| 2006 | Loistl, Otto, Simovic, Vladimir, Hütl, Michael, Hrsg. 2006. Pre-Conference Proceedings of the 4th Special Focus Symposium on Catallactics: Quantitative-Behavioral Modelling of Human Actions and Interactions on Markets, held in Baden-Baden on the 18th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2006. . Zagreb: Eigenverlag. | (Details) | |
| 2005 | Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2005. Pre-Conference Proceedings of the 3rd Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on the 17th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2005. . Zagreb: Eigenverlag. | (Details) | |
| 2004 | Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2004. Pre-Conference Proceedings of the 2nd Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on the 16th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2004. . Zagreb: Eigenverlag. | (Details) | |
| 2003 | Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2003. Pre-Conference Proceedings of the Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on 15th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2003. . Zagreb: Eigenverlag. | (Details) | |
| 2001 | Loistl, O./ van der Wijst, N.(Hrsg.). 2001. Financial Modelling, Feature Issue. European Journal of Operation Research (EJOR), 135, 2 | (Details) | |
| 1995 | Claussen, C.P./ Loistl, O. (Hrsg.). 1995. Das neue Kapitalmarktrecht in Frage und Antwort. DVFA-Beiträge zur Wertpapierananlyse No. 31, Dreieich | (Details) | |
| 1993 | Loistl, Otto, Hrsg. 1993. DVFA-Beiträge zur Wertpapieranalyse, Nr. 29: Effiziente Kommunikation zwischen Unternehmen und der Investment Community. Referate gehalten auf dem gleichnamigen DVFA-Symposium am 21. Oktober 1993 im Hause der Deutsche Bank AG, Frankfurt am Main.. DVFA (Darmstadt): Eigenverlag. | (Details) | |
| Casey, C./ Loistl, O./ Schneider, C. (Hrsg.). 1993. Computergestützte Finanzierungsentscheidungen. Wien | (Details) |
Contribution to conference proceedings
| 2004 | Loistl, O./Veverka, A.. 2004. Entropy and the Capital Market's Efficiency. 16th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July | (Details) | |
| 1998 | Loistl, O./ Vetter, O.. 1998. Stochastic Modelling of Stock Markets to Assessing Trading Efficiency. 23rd Meeting of the Euro Working Group on Financial Modelling, Cracow, October , 20 Seiten | (Details) |
Paper presented at an academic conference or symposium
| 2008 | Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book. Asian-FA Annual Conference, Yokohama, Tokyo, Japan, 06.07.-09.07.. | (Details) | |
| Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach. EFMA 2008 Annual Meeting, European Financial Management Association (EFMA), Athen, Griechenland, 25.06.-28.06.. | (Details) | ||
| Loistl, Otto, Gartner, Martin, Kührer, Martin, Mitev, Miroslav, Zellner, Stephan. 2008. Integration of Research, Portfolio Construction and Strategy Implementation for Systematic Investment Strategies in the Time of Algo-Trading. 27th SUERF Colloquium: New Trends in Asset Management, Munich, Deutschland, 12.June-14.June. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Zellner, Stephan. 2008. High-Watermark Fees, Free Rides and Equal Treatment of Investors. Campus for Finance Research Conference, Vallendar, Deutschland, 16.1.-17.1.. | (Details) | ||
| Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach. 11th Conference of the Swiss Society for Financial Market Research, Zürich, Schweiz, 11. April. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2008. Chain-Structures in Xetra Order Data. Campus For Finance -- Research Conference, Vallendar, Deutschland, 16.01.-17.01.. | (Details) | ||
| 2007 | Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Chains of Liquidity in Xetra Orders. XLI Euro Working Group on Financial Modelling, Lissabon, Portugal, 08.11.-10.11.. | (Details) | |
| Hütl, Michael, Loistl, Otto, Zellner, Stephan. 2007. High-Watermark Fees, Free Rides and Equal Treatment of Investors. XLI Euro Working Group on Financial Modeling, Lisbon, Portugal, 08.11.-10.11.. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Zellner, Stephan . 2007. High-Watermark Fees, Free Rides and Equal Treatment of Investors. Austrian Working Group on Banking and Finance, Innsbruck, Österreich, 23.11.-24.11.. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trades and Order Book Forecasts. The 27th Annual International Symposium on Forecasting, New York, Vereinigte Staaten/USA, 24.06.-27.06.. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. XL Euro Working Group on Financial Modelling, Rotterdam, Niederlande, 10.05.-12.05.. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. Scottish Economic Society Annual Conference, Perth, Großbritannien, 02.04.-04.04.. | (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) | ||
| Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2007. Cross-Sectional Liquidity Interactions from an Intraday Perspective. XLI Euro Working Group on Financial Modeling (EWGFM), Lisbon, Portugal, 08.11.-10.11.. | (Details) | ||
| Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Algorithmic Trading Patterns in Xetra Order. CNSI-2007, Zadar, Kroatien, 25.OKtober-27.Oktober. | (Details) | ||
| Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Algorithmic Trading Patterns in Xetra Orders. 1st International Conference on Advances in System Research, Zadar, Kroatien, 25.October-27.October. | (Details) | ||
| Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Austrian Economics in the Age of Event Stream Processing and Algorithmic Trading. InterSymp2007, Baden-Baden, Deutschland, 30.July-04.August. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2007. Discrete choice modelling of financial markets by means of a doubly stochastic Markov process. VIII Workshop on Quantitative Finance, Venedig, Italien, 25.01.-26.01.. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Best Execution and the Xetra Order Book. Campus For Finance -- Research Conference, Vallendar, Deutschland, 10.01.-11.01.. | (Details) | ||
| 2006 | Loistl, Otto, Hütl, Michael, Kopp, Emanuel Albin, Prix, Johannes. 2006. Quantitative-Behavioral Capital Market Modeling by Means of Doubly Stochastic Markov Process. 13th European Mathematical Psychology Group Meeting, Brest, Frankreich, 11. September - 13. September. | (Details) | |
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. A Quantitative-Behavioural Approach to Modelling Stock Market''s Microstructure . 5th International Conference on Computational Intelligence in Economics and Finance , Kaohsiung, Taiwan, 8.Oktober - 11.Oktober. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. A Quantitative-Behavioural Finance Approach to Modelling Stock Markets Microstructure by Means of Doubly Stochastic Markov Process. IFSAM VIIIth World Congress 2006, Berlin, Deutschland, 28.September - 30.September. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Financial Market Micro Jumps modelled by Doubly Stochastic Markov Process. AMAMEF Workshop on Financial Modelling with Jump Processes, Palaiseau, Frankreich, 6.September - 8.September. | (Details) | ||
| Loistl, Otto, Prix, Johannes, Hütl, Michael. 2006. Empirical Evaluation of Open Limit Order Books. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (18h International Conference on Systems Research, Informatics and Cybernetics), Baden-Baden, Deutschland, 7. - 8. August. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Kopp, Emanuel Albin, Prix, Johannes. 2006. Quantitative-Behavioral Capital Market Modeling. INFER Conference on Bounded Rationality in Economics and Finance, Loughborough, Großbritannien, 01.12.-02.12.. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2006. Foundations for forecasting the open order book. International Symposium on Forecasting 2006, Santander, Spanien, 11.06.2006-14.06.2006. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Quantitative-Behavioural Modelling of High-Frequency Market Data by Means of Doubly Stochastic Markov Process. 13th International Conference on Forecasting Financial Markets, Aix-en-Provence, Frankreich, 31. Mai - 2. Juni 2006. | (Details) | ||
| Prix, Johannes, Loistl, Otto, Hütl, Michael. 2006. A Framework for Evaluating Order Book Forecasts. 5th Annual International Conference 'Forecasting Financial Markets and Economic Decision-making', Lodz, Polen, 11.Mai 2006 - 13. Mai 2006. | (Details) | ||
| Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Doubly Stochastic Markov Process: A Causal Approach to Modelling Cadlag Market Event Time Series. 9th Conference of the Swiss Society for Financial Market Research, Zürich, Schweiz, April 7, 2006 . | (Details) | ||
| Kopp, Emanuel Albin, Loistl, Otto, Hütl, Michael. 2006. Intraday Herding in the Xetra Order Book. 21. Workshop der Austrian Working Group on Banking and Finance (AWG), Klagenfurt, Österreich, 24.11.-25.11.. | (Details) | ||
| Loistl, Otto, Hütl, Michael, Prix, Johannes. 2006. A Quantitative-Behavioural Approach to Limit Order Book Analysis - Theoretical Foundation and Empirical Simulation. InterSymp2006, Baden-Baden, Deutschland, 07.August-12.August. | (Details) | ||
| Loistl, Otto, Hütl, Michael, Prix, Johannes. 2006. Empirical Evaluation of Open Limit Order Book Models. InterSymp2006, Baden-Baden, Deutschland, 07.August-12.August. | (Details) | ||
| 2005 | Hütl, Michael, Loistl, Otto, Prix, Johannes. 2005. Doubly Stochastic Markov Process and Random Utility: A General Framework for Market Microstructure Modelling. 20th Austrian Working Group on Banking and Finance, Graz, Österreich, November. | (Details) | |
| Huber, S., Leisch, F., Loistl, O., Veverka, A.. 2005. Multidimensional Homogenous Markov Processes with Logit Transition Probabilities: General Framework for Market Microstructure Modelling. 17th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, August | (Details) | ||
| 2004 | Loistl, O., Veverka, A.. 2004. Entropy and the Capital Market's Efficiency. 16th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July | (Details) | |
| 2003 | Loistl, O./Veverka, A.. 2003. Catallactics. Towards the Unification of Different Approaches to Capital Market Modelling. 15th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July | (Details) | |
| 2001 | Diercks, S./Loistl, O./Veverka, A.. 2001. Die Kombination technischer und fundamentaler Indikatoren zur Steigerung der Performance. Trading Tage 2001, Frankfurt am Main, Deutschland, Oktober | (Details) |
Working/discussion paper, preprint
| 2008 | Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto. 2008. The Influence of Real-Time Stock-Specific Messages on Liquidity, Returns, and Trading Behavior. | (Details) | |
| Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Measuring Stock and Market Sentiment from Full-displayed Limit Order Book Data. | (Details) | ||
| 2007 | Loistl, Otto, Hütl, Michael, Kopp, Emanuel Albin. 2007. Modelling Individual Actions and Interactions on the Microstructure Level. | (Details) | |
| 2006 | Loistl, Otto. 2006. Isomorphic Analytical Modelling of Real Stock Exchanges' Microstructure, 40 Seiten. | (Details) | |
| 2002 | Loistl, O./Veverka, A. . 2002. Optimal Stock Market Design. Experimental Evidence from Xetra. Working Paper | (Details) | |
| Loistl, O./Schossmann, B./Veverka, A. . 2002. Tick Size Changes and Nasdaq Market Quality. Working Paper | (Details) | ||
| 2001 | Kührer, M./Loistl, O./Veverka, A.. 2001. A Holistic Approach to Portfolio Management. Working Paper | (Details) |
Encyclopedia article
| 2002 | Loistl, O./Casey, C.. 2002. Fundamentalanalyse. In: Gerke, W. (Hrsg.): Börsenlexikon. 335-343, Wiesbaden | (Details) | |
| 2001 | Loistl, O.. 2001. Analyse von Rentenwerten. In: Gerke, W./ Steiner, M. (Hrsg.): Handwörterbuch des Bank- und Finanzwesens, 3. Aufl., Stuttgart, S.1826-1836 | (Details) |
Book or article review
| 2006 | Loistl, Otto. 2006. Besprechung von Uncertainty and Information: Foundations of Generalized Information Theory , von George J. Klir. Systems Research and Behavioral Science 273-276. | (Details) |
Lecture notes/article in lecture notes
| 2006 | Loistl, Otto, Casey, Christopher. 2006. Bewertung von Fixed Income Instrumenten. 3.Auflage Wien: Eigenverlag. | (Details) | |
| Loistl, Otto, Casey, Christopher. 2006. Portfoliomanagement. 3.Auflage Wien: Eigenverlag. | (Details) | ||
| Loistl, Otto, Casey, Christopher, Veverka, Alexander. 2006. Upravljanje portfoliom . Skripta uz obvezna predavanja. Investicijsko bankarstvo I. . Universität Zagreb. Zagreb: Eigenverlag. | (Details) | ||
| 2005 | Loistl, Otto, Casey, Christopher. 2005. Bewertung von Fixed Income Instrumenten. 2.Auflage Wien: Eigenverlag. | (Details) | |
| Loistl, Otto, Casey, Christopher. 2005. Portfoliomanagement. 2.Auflage Wien: Eigenverlag. | (Details) | ||
| 2004 | Loistl, Otto, Casey, Christopher. 2004. Finanzierung und Investition II. 3. Block. Wien: Eigenverlag. | (Details) | |
| Loistl, O. . 2004. Bewertung von Fixed Income Instrumenten. Eigenverlag, Wien | (Details) | ||
| Loistl, O.. 2004. Portfoliomanagement. Eigenverlag, Wien | (Details) | ||
| 2002 | Loistl, O. . 2002. Investmentbanking anhand von Rechenbeispielen I (WS) und II (SS). Eigenverlag, Wien | (Details) | |
| 2001 | Loistl, O.. 2001. Investition und Finanzierung. Skriptum | (Details) |
Multimedia
| 2000 | Loistl, O./Vetter, O. . 2000. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 3.01, 130 Seiten | (Details) | |
| 1999 | Loistl, O.. 1999. Kap-Syn Simulationsprogramm, Vers. 3.0. online seit September 1999 | (Details) | |
| Loistl, O./ Vetter, O.. 1999. KapSyn, Computerprogramm zur Effizienzmessung von Börsenorganisationen. Version 3.0 | (Details) |
Magazine/newspaper article
| 2003 | Loistl, O./Veverka, A.. 2003. Ostbörsen im Aufwind. WU Alumni-News, Nr. 40, Februar, S. 5. | (Details) | |
| 2002 | Loistl, O.. 2002. Wir müssen unsere Chinese Walls nach US-Beispiel nachrüsten. Finanzplatz, Nr. 4, Juli | (Details) | |
| 2001 | Loistl, O./Veverka, A.. 2001. Xetra als Joker der Wiener Börse?. WU Alumni-News Nr. 31, April, S. 8 | (Details) | |
| 2000 | Loistl, O./Veverka, A.. 2000. Reinigendes Kursgewitter: New Economy Perlen erstrahlen in neuem Glanz. WU Alumni-News Nr. 29, November, S. 5 | (Details) | |
| 1999 | Loistl O.. 1999. Corporate Governance auf modernem Stand. in: Börsen-Zeitung Nr. 190, Sonderbeilage, S. B4 | (Details) | |
| Loistl, O.. 1999. Die fundamentalen Faktoren entscheiden. Handelsblatt, Nr. 221, 15. Nov., S. 60 | (Details) | ||
| 1990 | Loistl, Otto. 1990. Nobelpreise für die Mode von Gestern. Aktien-Express: Unabhängige Informationsdienst für Kapitalanleger, 01.11. | (Details) |
Unpublished lecture
| 2001 | Loistl, O. . 2001. Biotechnologie für Investoren. Presentation on the topic "Ausbildung zum Biotechnologie-Analysten - Ein Erfahrungsbericht", 6 April, Vienna | (Details) | |
| Loistl, O. . 2001. Investieren auf Basis Künstlicher Intelligenz. Presentation on the topic "Die Sinnhaftigkeit von europäischen Asset Management Standards", 5 April, Vienna | (Details) |
Projects
- 2007
- 19th International Conference on System Research, Informatic and Cybernetics (2007-2007) (Details)
- 1st International Conference on Advances and Systems Research (2007-2007) (Details)
- 2006
- 18th International Conference on System Research, Informatic and Cybernetics (2006-2006) (Details)
- 2003
- International workshop on financial modelling (2003-2003) (Details)
- InterSymp. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (2003-2008) (Details)
- 2001
- Asset management standards: Corporate governance for asset management (2001-2002) (Details)
- Further investigation of the catallactic market model (2001-2004) (Details)
- Cooperation workshop with investment professionals (2001-2002) (Details)
- Basel II: Cooperation workshop with investment professionals (2001-2003) (Details)
- 1994
- Scientific Support of DAX and REX (1994-2000) (Details)
- Creation of a Guideline for DAX-Calculation (1994-1994) (Details)