Otto Randl
Univ.Prof. Dipl.-Ing.Dr. Otto Randl- Telephone:
- +43 1 31336 5076
- Email:
- otto.randl@wu.ac.at
Affiliation
CV
-
2016
- University of Calgary, visiting researcher (August) 2015
- University of Texas at Austin, visiting scholar (February) since 2013
- WU Vienna University of Economics and Business 2009-2012
- Danube University Krems, lecturer Managerial Statistics 2009-2010
- Vienna University of Technology, lecturer Business Valuation 2009-2012
- WU Vienna University of Economics and Business, lecturer International Financial Management 2009-2012
- ZZ Vermögensverwaltung GmbH, Head of Research & Development 2005-2009
- Anaxo Financial Services GmbH, Asset Management 2003-2005
- Institut für strategische Kapitalmarktforschung GmbH, Managing Director 2002-2003
- Civil Service 2000
- CSEF - Università degli Studi di Salerno, resident researcher (February) 1998-2002
- Dr.rer.soc.oec., University of Vienna 1998-2002
- University of Vienna, research assistant, assistant professor 1992-1998
- Dipl.-Ing., Vienna University of Technology
Researcher Identifier
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No researcher identifier found.
Awards and Honors
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No awards found.
Classifications
Expertise
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No expertises found.
Activities
| Reviewer for a scientific journal | ||
|---|---|---|
| 2015 | The European Journal of Finance | |
| 2015 | Risks | |
| 2014 | Journal of Banking and Finance | |
| Invitation to Research Seminar | ||
| 2018 | Free University of Bozen-Bolzano - Invited Presentation | |
| Organisation of Research Seminar | ||
| 2013-2016 | Vienna Graduate School of Finance (VGSF) - Organisation of the Finance Research Seminar | |
| Reviewer for an international conference | ||
| 2017 | SGF Conference | |
| 2017 | FMA European Conference | |
| 2016 | Midwest Finance Association (MFA) | |
| 2015-2017 | WU Gutmann Center Symposium | |
| 2015-2016 | German Finance Association (DGF) | |
| 2015-2017 | European Winter Finance Summit | |
| 2015-2016 | European Finance Association (EFA) | |
| 2014-2017 | Western Finance Association (WFA) | |
| Organization scientific meeting (Conference etc.) | ||
| since 2018 | Vienna Symposiun on Foreign Exchange Markets - Organizer | |
| Attendance scientific meeting (Conference etc.) | ||
| 2019 | European Finance Association (EFA) - Discussant, "The Short Duration Premium", by Andrei Goncalves | |
| 2019 | 6th IB & Finance Paper Development Workshop - Discussant, "Information asymmetry and underpricing in the global debt market", by Thomas Lindner | |
| 2019 | 26th Annual Meeting of the German Finance Association (DGF) - Discussant, "Active factor completion strategies", by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother | |
| 2018 | German Finance Association (DGF) - Discussant | |
| 2018 | European Finance Association (EFA) - Discussant, "Crossing a Rubicon into Active Money Management Realities: Performance Measurement when funds follow opaque strategies", by Gurdip Bakshi, John Crosby, Xiaohui Gao | |
| 2011 | Endowment Asset Management Programme, University of Cambridge Judge Business School - Participation | |
Publications
Journal article
| 2021 | Cejnek, Georg, Randl, Otto, Zechner, Josef. 2021. The COVID-19 Pandemic and Corporate Dividend Policy. Journal of Financial and Quantitative Analysis (JFQA). 1-53. | (Details) | |
| 2019 | Cejnek, Georg, Randl, Otto. 2019. Dividend Risk Premia. Journal of Financial and Quantitative Analysis (JFQA). 1-79. | (Details) | |
| 2018 | Randl, Otto, Zechner, Josef. 2018. Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation. German Economic Review. 19 (3), 260-279. | (Details) | |
| 2016 | Cejnek, Georg, Randl, Otto. 2016. Risk and Return of Short-Duration Equity Investments. Journal of Empirical Finance. 36 181-198. | (Details) | |
| 2014 | Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2014. A Survey of University Endowment Management Research. Journal of Investment Management 12 (3): 90-117. | (Details) | |
| 2013 | Randl, Otto. 2013. Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 61 (9), 619-623. | (Details) | |
| 2012 | Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2012. Universitätsendowments Eine Bestandsaufnahme der theoretischen und empirischen Forschung. Journal für Betriebswirtschaft (JfB) 62 (3-4): 225-260. | (Details) | |
| 2008 | Halling, Michael, Pagano, Marco, Randl, Otto, Zechner, Josef. 2008. Where is the market? Evidence from cross-listings in the United States. Review of Financial Studies. 21 (2), 725-761. | (Details) | |
| 2006 | Lehar, Alfred, Randl, Otto. 2006. Chinese Walls in German Banks. Review of Finance 10 (2): 301-320. | (Details) | |
| 2004 | Halling, Michael, Mosburger, Georg, Randl, Otto. 2004. Die prämienbegünstigte Zukunftsvorsorge: Ein attraktives Investment? Financial Markets and Portfolio Management 18 (4): 399-418. | (Details) | |
| 2002 | Lehar, Alfred, Randl, Otto. 2002. Besonderheiten von Analystenvorhersagen in Universalbanken. ÖBA 5 366-370. | (Details) | |
| 2001 | Pagano, Marco, Randl, Otto, Röell, Ailsa A., Zechner, Josef. 2001. What makes stock exchanges succeed? Evidence from cross-listing decisions. European Economic Review 45 S. 770-782. | (Details) |
Chapter in edited volume
| 2015 | Dangl, Thomas, Randl, Otto, Zechner, Josef. 2015. Risk Control in Asset Management: Motives and Concepts. In: Innovations in Quantitative Risk Management, Hrsg. Glau, Kathrin, Scherer, Matthias, Zagst, Rudi, 239-266. Cham Heidelberg New York Dordrecht London: Springer. | (Details) |
Paper presented at an academic conference or symposium
| 2021 | Melone, Alessandro, Randl, Otto, Sögner, Leopold, Zechner, Josef. 2021. Stock-oil comovement: fundamentals or financialization? German Finance Association (DGF), Innsbruck, Österreich, 01.10.-02.10. | (Details) | |
| Cejnek, Georg, Randl, Otto, Zechner, Josef. 2021. The COVID-19 Pandemic and Corporate Dividend Policy. JFQA Covid Symposium, virtual, Vereinigte Staaten/USA, 30.04. | (Details) | ||
| 2019 | Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2019. Equilibrium policy portfolios when some assets are non-tradable. 26th Annual Meeting of the German Finance Association (DGF), Essen, Deutschland, 27.09.-28.09. | (Details) | |
| 2017 | 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) | ||
| Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. Annual Meeting of the German Finance Association (DGF), Ulm, Deutschland, 06.10.-07.10. | (Details) | ||
| 2016 | 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) | |
| Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. Austrian Working Group on Banking and Finance, Klagenfurt, Österreich, 25.11.-26.11. | (Details) | ||
| 2015 | Cejnek, Georg, Randl, Otto. 2015. Risk and Return of Short-Duration Equity Investments. Economics Research Seminar, Ljubljana, Slowenien, 20151021. Invited Talk | (Details) | |
| Randl, Otto. 2015. Discussion of "Specialized human capital, unemployment risk, and the value premium" by Stephan Jank. 22nd Annual Meeting of the German Finance Association (DGF), Leipzig, Deutschland, 25.09.-26.09.. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2015. Risk and Return of Short-Duration Equity Investments. 22nd Annual Meeting of the German Finance Association (DGF), Leipzig, Deutschland, 25.09.-26.09. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2015. Risk and Return of Short-Duration Equity Investments. 42nd Annual Meeting of the European Finance Association (EFA), Wien, Österreich, 19.08-22.08. | (Details) | ||
| Randl, Otto. 2015. Discussion of "Do Small and Large Shareholders Have a Say on Pay?", by Miriam Schwartz-Ziv and Russ Wermers. Dynamic Corporate Policies and Asset Prices Workshop in Honor of Josef Zechner, Wien, Österreich, 30.06. | (Details) | ||
| Randl, Otto. 2015. Discussion of "Owner's Portfolio Diversification and Firm Investment: Evidence from Public and Private Firms", by E. Lyandres, M. Marchica, R. Michaely, and R. Mura. FMA European Conference, Venice, Italien, 11.06.-12.06. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2015. Risk and Return of Short-Duration Equity Investments.. FMA European Conference, Venice, Italien, 11.06.-12.06. | (Details) | ||
| Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2015. A Survey of University Endowment Management Research. 77th Annual Meeting of the German Academic Association for Business Research (VHB), Wien, Österreich, 27.05.-29.05.. | (Details) | ||
| Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2015. Policy Portfolios When Some Assets are Non-Tradeable. 77th Annual Meeting of the German Academic Association for Business Research (VHB), Wien, Österreich, 27.05.-29.05.. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2015. Risk and Return of Short-Duration Equity Investments. 77th Annual Meeting of the German Academic Association for Business Research (VHB), Wien, Österreich, 27.05.-29.05.. | (Details) | ||
| 2014 | Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2014. Policy Portfolios When Some Assets are Non-Tradeable. Austrian Working Group on Banking and Finance, Wien, Österreich, 21.11.-22.11. | (Details) | |
| Randl, Otto. 2014. Discussion of "The Role of Major Data Providers in Disseminating Information in Financial Markets" by Nic Schaub. EFA 2014 Doctoral Tutorial, Lugano, Schweiz, 27.08. | (Details) | ||
| Dockner, Engelbert, Halling, Petra, Randl, Otto. 2014. Fund Promotion and Individual Investors' Fund Flows. European Finance Association 41st Annual Meeting, Lugano, Schweiz, 29.08. | (Details) | ||
| Randl, Otto. 2014. Discussion of "Regional Economic Activity and Stock Returns" by Esad Smajlbegovic. WFA 2014, Monterey, Vereinigte Staaten/USA, 16.06. | (Details) | ||
| Randl, Otto. 2014. Discussion of "The Cross-Listing Decision and the Home Bias in International Equity Investments" by Olga Dodd and Bart Frijns. 2014 FMA European Conference, Maastricht, Niederlande, 13.06. | (Details) | ||
| Dockner, Engelbert, Halling, Petra, Randl, Otto. 2014. Fund Promotion and Individual Investors' Fund Flows. 2014 FMA European Conference, Maastricht, Niederlande, 13.06. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2014. Risk and Return of Short-Duration Equity Investments. French Finance Association Conference (AFFI), Aix en Provence, Frankreich, 20.05-21.05. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2014. Risk and Return of Short Duration Equity Investments. Frontiers of Finance, Warwick Business School, Großbritannien, 25.04. | (Details) | ||
| 2013 | Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Promotion and Individual Investors' Fund Flows. Austrian Working Group on Banking and Finance, Wien, Österreich, 22.11.-23.11. | (Details) | |
| Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Promotion and Individual Investors' Fund Flows. Universität Wien Brown Bag Seminar, Wien, Österreich, 16.10. | (Details) | ||
| Randl, Otto. 2013. Discussion of "Downside market risk of carry trades" by V. Dobrynskaya. European Financial Management Association annual meetings, Reading, Großbritannien, 28.06. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2013. Implications of Index Construction Methodologies for Price and Dividend Indices. European Financial Management Association annual meetings, Reading, Großbritannien, 27.06.. | (Details) | ||
| 2012 | Cejnek, Georg, Randl, Otto. 2012. Price and Dividend Implications of Index Composition Changes. Austrian Working Group on Banking and Finance, Innsbruck, Österreich, 23.11.-24.11. | (Details) | |
| 2007 | Randl, Otto. 2007. Discussion of "Understanding Common Factors in Domestic and International Bond Spreads". Gutmann Center Symposium on Credit Risk and the Management of Fixed Income Portfolios, Wien, Österreich, 01.06. | (Details) | |
| 2004 | Randl, Otto. 2004. Discussion of "Flows, Performance, and Managerial Incentives in Hedge Funds". Gutmann Center Symposium on Hedge Funds, Wien, Österreich, 29.11. | (Details) | |
| Randl, Otto. 2004. Discussion of "Managerial Incentives and Risk-Taking". BSI Gamma Corporate Governance Conference, Wien, Österreich, 11.11.. | (Details) | ||
| Halling, Michael, Pagano, Marco, Randl, Otto, Zechner, Josef. 2004. Where is the market? Evidence from cross-listings. Workshop Economic Geography and European Finance, Oxford, Großbritannien, 16.09.-19.09. | (Details) | ||
| 2001 | Lehar, Alfred, Randl, Otto. 2001. Chinese Walls in German Banks. CCEFM Workshop, Wien, Österreich, 19.10. | (Details) | |
| Lehar, Alfred, Randl, Otto. 2001. Chinese Walls in German Banks. Northern Finance Association Annual Meetings, Halifax, Kanada, 28.09.-30.09. | (Details) | ||
| 2000 | Randl, Otto. 2000. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. 14. Workshop der Austrian Working Group on Banking and Finance, Innsbruck, Österreich, 01.12.-02.12.. | (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) |
Working/discussion paper, preprint
| 2019 | Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2019. Equilibrium Policy Portfolios When Some Assets are Non-Tradable. | (Details) | |
| 2018 | Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto. 2018. Does Corporate Social Responsibility Impact Risk? | (Details) | |
| 2016 | Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. | (Details) | |
| 2014 | Cejnek, Georg, Randl, Otto. 2014. Risk and Return of Short Duration Equity Investments. | (Details) | |
| 2013 | Randl, Otto. 2013. Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? | (Details) | |
| Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2013. A Survey of University Endowment Management Research. WU Working Paper. | (Details) | ||
| Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Fund Promotion and Individual Investor Fund Flows. WU Working Paper. | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2013. Implications of Index Construction Methodologies for Price and Dividend Indices. WU Working Paper. | (Details) | ||
| 2006 | Dangl, Thomas, Halling, Michael, Randl, Otto. 2006. Equity Return Prediction: Are Coefficients Time-Varying? Working Paper. | (Details) | |
| 2005 | Halling, Michael, Popa, Cristian, Randl, Otto. 2005. Stochastic Optimization, Tree Structures and Portfolio Choice. Working Paper. | (Details) | |
| 2002 | Randl, Otto. 2002. Visibility Effects of Equity Cross-listings. Working Paper. | (Details) |
Research report, expert opinion
| 2005 | Halling, Michael, Randl, Otto. 2005. Die prämienbegünstigte Zukunftsvorsorge: Ein attraktives Investment? Wien: Abschlussbericht OeNB Projekt 10621. | (Details) |
Habilitation
| 2017 | Randl, Otto. 2017. Risk Premia and Information Processing in Financial Markets. Habilitationsschrift, WU Vienna University of Economics and Business. | (Details) |
Magazine/newspaper article
| 2018 | Randl, Otto. 2018. Asymmetrische Renditeprofile und Fundamentaldaten. Kapitalstock-Produktivität in Zins-, Wirtschafts- und FX-Zyklen steuern. 14. Kapitalmarktgespräche. 20.07.18 | (Details) | |
| 2017 | Randl, Otto. 2017. Endowment Management und Dynamik der Risikoprämien. Festschrift 20 Jahre ZZ Vermögensverwaltung, 09.11.17 | (Details) | |
| 2001 | Lehar, Alfred, Randl, Otto. 2001. "Chinese Walls" in deutschen Banken. Gutmann Journal 1, 13-15 | (Details) |
Unpublished lecture
| 2019 | Randl, Otto. 2019. Informationsverarbeitung auf Währungsmärkten. 15. Kapitalmarktgespräche, Wien, 31.05.19 | (Details) | |
| 2018 | Randl, Otto. 2018. Asymmetrische Renditeprofile und Fundamentaldaten. Palais Coburg Finanzmarktsymposium, Wien, 16.11.18 | (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) | ||
| 2017 | Randl, Otto. 2017. Dividend Risk Premia. Habilitationsvortrag und Habilitationskolloquium, Vienna, 21.11.17 | (Details) | |
| Randl, Otto. 2017. Trends in der FX-Forschung. 12. Palais Coburg Finanzsymposium, Wien, 09.11.17 | (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, 08.11.17 | (Details) | ||
| Randl, Otto. 2017. Dynamische Strategien zur Risikobegrenzung: Chancen und Risiken. Abschlussfeier des 13. Jahrgangs des Portfoliomanagement Programms, Wien, 24.05.17 | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2017. Dividend Risk Premia. University of Bologna Finance Research Seminar, Bologna, 09.05.17 | (Details) | ||
| 2016 | Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. Humboldt-Universität zu Berlin Finance Brown Bag Seminar, Berlin, 24.10.16 | (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, 19.09.16 | (Details) | ||
| Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. University of Calgary Finance Brown Bag Seminar, Calgary, 10.08.16 | (Details) | ||
| Randl, Otto. 2016. Policy Portfolios When Some Assets are Non-Tradeable. Advanced Topics Seminar, Wien, 11.03.16 | (Details) | ||
| 2015 | Randl, Otto. 2015. Foreign exchange derivatives and management of currency risk. International finance lectures at the University of Ljubljana (CEEPUS program). Ljubjljana, 22.10. | (Details) | |
| Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2015. Policy Portfolios When Some Assets are Non-Tradeable. Advanced Topics Seminar, BFI Wien, 24.03. | (Details) | ||
| Dockner, Engelbert, Halling, Petra, Randl, Otto. 2015. Fund Promotion and Individual Investors' Fund Flows.. UT Austin McCombs School of Business Brown Bag Seminar, Austin, USA, 17.02. | (Details) | ||
| 2014 | Cejnek, Georg, Randl, Otto. 2014. Foreign Exchange Strategies in Asset Management. Advanced Topics Seminar, BFI, 14.03. | (Details) | |
| 2013 | Cejnek, Georg, Randl, Otto. 2013. The Market for Dividends. Advanced Topics Seminar, BFI Wien, 21.03. | (Details) | |
| Cejnek, Georg, Randl, Otto. 2013. Foreign Exchange Strategies in Asset Management. Advanced Topics Seminar, BFI Wien, 15.03. | (Details) | ||
| 2012 | Randl, Otto. 2012. Währungen ohne Werterhalt - Konsequenzen negativer Realzinsen. 8. Kapitalmarktgespräche, Palais Coburg, Wien, 18.05. | (Details) | |
| Cejnek, Georg, Randl, Otto. 2012. Endowment Asset Management. Portfolio Management Programm der Universität Zürich, Vitznau, Schweiz, 17.04. | (Details) | ||
| Randl, Otto. 2012. Foreign Exchange. Advanced Topics Seminar, BFI Wien, 29.03. | (Details) | ||
| 2011 | Kucera, Juraj, Randl, Otto. 2011. Währungsdynamik: Fundamentaldaten oder Marktpsychologie? Palais Coburg Finanzsymposium, Wien, 10.11. | (Details) | |
| Randl, Otto. 2011. Das Endowment Management Programm. 7. Kapitalmarktgespräche, Palais Coburg, Wien, 03.06. | (Details) | ||
| Randl, Otto. 2011. Währungsdynamik: Fundamentaldaten oder Marktpsychologie? 7. Kapitalmarktgespräche, Palais Coburg, Wien, 03.06. | (Details) | ||
| Randl, Otto. 2011. Foreign Exchange. Advanced Topics Seminar, BFI Wien, 15.04. | (Details) | ||
| 2010 | Randl, Otto. 2010. Währungen als Spiegelbild des weltweiten Wirtschaftsgefüges. 6. Kapitalmarktgespräche, Palais Coburg, Wien, 13.05. | (Details) | |
| 2009 | Randl, Otto. 2009. Theorie der Börsenspekulation. 5. Kapitalmarktgespräche, Palais Coburg, Wien, 21.05. | (Details) | |
| 2004 | Randl, Otto. 2004. Dynamische Portfoliooptimierung. Bank Austria Creditanstalt Investors Circle, Wien, 24.11. | (Details) |
Miscellaneous
| 2002 | Rauh, Wolfgang, Stögner, Robert, Grubits, Christian, Mailer, Markus, Matiasek, Florian, Randl, Otto. 2002. Die verkehrssichere Gemeinde - Benchmarks und Maßnahmen. Wissenschaft und Verkehr 3/2002. | (Details) |