Research output per year
Research output per year
Publications
- 1 - 50 out of 74 results
Search results
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2023
Deciphering Monetary Policy Shocks
Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 6 Jan 2023.Publication: Contribution to conference › Conference poster
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Households' Expectations of Returns on Gold
Schleritzko, M., 1 Feb 2023, (In preparation).Publication: Working/Discussion Paper
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2022
Deciphering monetary policy shocks
Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 1 Aug 2022, VoxEU.Publication: Popular science articles (i.e. magazines) › Popular science article
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Deciphering Monetary Policy Shocks
Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 23 Sep 2022.Publication: Contribution to conference › Conference poster
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Deciphering Monetary Policy Shocks
Schleritzko, M., 15 Apr 2022.Publication: Working/Discussion Paper
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Impact of the COVID-19 Pandemic on the U.S. Corporate Bond Market
Jankowitsch, R., Pauer, F. & Rinde, E., 19 Sep 2022, 46 p.Publication: Working/Discussion Paper
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Non-standard errors in portfolio sorts
Walter, D., Weber, R. & Weiss, P., 2022, (In preparation).Publication: Working/Discussion Paper
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Revisiting Discount Rates: New Evidence from Surveys
Schleritzko, M. & Gnan, P., 28 Sep 2022.Publication: Working/Discussion Paper
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2021
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2020
App-based feedback on safety to novice drivers: learning and monetary incentives
Peer, S., Mürmann, A. & Sallinger, K., 2020, In: Transportation Research Part F: Traffic Psychology and Behaviour. 71, p. 198 - 219Publication: Scientific journal › Journal article › peer-review
Open AccessFile10 Downloads (Pure) -
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models
Melone, A. & Favero, C. A., 2020.Publication: Working/Discussion Paper
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Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior
Geyer, A., Kremslehner, D. & Mürmann, A., 2020, In: Journal of Risk and Insurance. 87, 4, p. 969 - 995Publication: Scientific journal › Journal article › peer-review
Open AccessFile5 Downloads (Pure) -
Editorial for the Special Issue on "Covid-19: the economics of pandemic risks and insurance"
Mürmann, A. & Rothschild, C., 2020, In: Geneva Risk and Insurance Review (former: Geneva Papers on Risk and Insurance Theory). 45, 2, p. 75 - 79Publication: Scientific journal › Journal article › peer-review
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File30 Downloads (Pure)
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2019
Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
Hautsch, N. & Voigt, S., 2019, In: Journal of Econometrics. 212, 1, p. 221 - 240Publication: Scientific journal › Journal article › peer-review
File18 Downloads (Pure) -
Perceived Precautionary Savings Motives: Evidence from FinTech
D`Acunto, F., Rauter, T., Scheuch, C. & Weber, M., 2019.Publication: Working/Discussion Paper
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2018
A dynamic network model to measure exposure diversification in the Austrian interbank market
Hledik, J. & Rastelli, R., 8 Aug 2018, Vienna.Publication: Working/Discussion Paper
File3 Downloads (Pure) -
Correlated Assets and Contagious Defaults
Hledik, J., 16 Aug 2018, Vienna.Publication: Working/Discussion Paper
File2 Downloads (Pure) -
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N., Scheuch, C. & Voigt, S., 2018.Publication: Working/Discussion Paper
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The Dark Side of Liquid Bonds in Fire Sales
Chaderina, M., Mürmann, A. & Scheuch, C., 2018.Publication: Working/Discussion Paper
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The dark side of stress tests: Negative effects of information disclosure
Goncharenko, R., Pinto, R. & Hledik, J., 2018, In: Journal of Financial Stability. 37, p. 49 - 59Publication: Scientific journal › Journal article › peer-review
Open AccessFile14 Downloads (Pure) -
2017
Corporate Bond Portfolios and Macroeconomic Uncertainty
Bredendiek, M., Ottonello, G. & Valkanov, R., 2017.Publication: Working/Discussion Paper
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Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms
Mürmann, A., Rauter, T. & Scheuch, C., 2017.Publication: Working/Discussion Paper
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Structural Changes in Corporate Bond Underpricing
Ottonello, G. & Nagler, F., 2017.Publication: Working/Discussion Paper
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Why Do Mutual Funds Hold Cash?
Chaderina, M. & Scheuch, C., 2017.Publication: Working/Discussion Paper
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2016
Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence
Chaderina, M. & Tengulov, A., 2016.Publication: Working/Discussion Paper
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Inflation Forecasts Extracted from Nominal and Real Yield Curves
Geyer, A., Hanke, M. & Weissensteiner, A., 2016, In: Quarterly Review of Economics and Finance. 60, May, p. 180 - 188Publication: Scientific journal › Journal article › peer-review
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The Black-Litterman Approach and Views from Predictive Regressions: Theory and Implementation
Geyer, A. & Lucivjanska, K., 2016, In: Journal of Portfolio Management. 42, 4, p. 38 - 48Publication: Scientific journal › Journal article › peer-review
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The Rules of the Rating Game: Market Perception of Corporate Ratings
Ottonello, G., Jankowitsch, R. & Subrahmanyam, M., 2016.Publication: Working/Discussion Paper
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2015
Correlation and Contagion as Sources of Systemic Risk. Working Paper
Frey, R. & Hledik, J., 2015, (Institute for Statistics and Mathematics, WU Vienna University of Economics and Business).Publication: Working/Discussion Paper
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Debt Refinancing and Equity Returns
Friewald, N., Nagler, F. & Wagner, C., 1 Nov 2015.Publication: Working/Discussion Paper
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2014
Dealer Inventory and the Cross-Section of Corporate Bond Returns
Friewald, N. & Nagler, F., 1 Nov 2014.Publication: Working/Discussion Paper
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No-arbitrage bounds for financial scenarios
Geyer, A., Hanke, M. & Weissensteiner, A., 1 Mar 2014, In: European Journal of Operational Research (EJOR). 236, 2, p. 657 - 663Publication: Scientific journal › Journal article › peer-review
Open AccessFile2 Downloads (Pure) -
No-Arbitrage ROM Simulation
Geyer, A., Hanke, M. & Weissensteiner, A., 2014, In: Journal of Economic Dynamics & Control. 45, p. 66 - 79Publication: Scientific journal › Journal article › peer-review
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Regulating Bank CEO Compensation and Active Boards
Kolm, J., Laux, C. & Loranth, G., 1 Aug 2014.Publication: Working/Discussion Paper
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Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk
Nagler, F., 1 Nov 2014.Publication: Contribution to conference › Conference poster
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Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk
Nagler, F., 1 Feb 2014.Publication: Working/Discussion Paper
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The Determinants of Recovery Rates in the US Corporate Bond Market
Jankowitsch, R., Nagler, F. & Subrahmanyam, M. G., 2014, In: Journal of Financial Economics. 114, 1, p. 155 - 177Publication: Scientific journal › Journal article › peer-review
Open AccessFile14 Downloads (Pure) -
2013
Complexity reduction of explicit model predictive control via separation
Kvasnica, M., Hledik, J., Rauova, I. & Fikar, M., 1 Apr 2013, In: Automatica.Publication: Scientific journal › Journal article › peer-review
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Scenario Tree Generation and Multi-Asset Financial Optimization Problems
Geyer, A., Hanke, M. & Weissensteiner, A., 1 Oct 2013, In: Operations Research Letters. 41, 5, p. 494 - 498Publication: Scientific journal › Journal article › peer-review
Open AccessFile7 Downloads (Pure) -
Sovereign Bond Risk Premiums. WU Working Paper
Dockner, E., Mayer, M. & Zechner, J., 2013.Publication: Working/Discussion Paper
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2011
Arbitrage-free Scenario Trees for Financial Optimization
Geyer, A., Hanke, M. & Weissensteiner, A., 1 Dec 2011.Publication: Working/Discussion Paper
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Grundlagen der Finanzierung, verstehen-berechnen-entscheiden
Geyer, A., Hanke, M., Littich, E. & Nettekoven, M., 1 Dec 2011, 4. Auflage ed. Wien: Linde Verlag.Publication: Book/Editorship/Report › Book (monograph)
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Inflation Forecasts Using a Nelson-Siegel Representation of Nominal and Real Yields
Geyer, A., Hanke, M. & Weissensteiner, A., 1 Dec 2011.Publication: Working/Discussion Paper
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Optimal portfolio management in incomplete markets
Hledik, J., 1 Dec 2011Publication: Thesis › Master's thesis
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Recovery Rates of Defaulted US Corporate Bonds
Nagler, F., 1 Dec 2011Publication: Thesis › Master's thesis
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2010
Asset Securitization and Optimal Retention
Kiff, J. & Kisser, M., 1 Jul 2010, (IMF Working Paper WP/10/74).Publication: Working/Discussion Paper
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Efficiency, Leverage and Exit: The Role of Information Asymmetry in Concentrated Industries Human Capital Investment and the Completion of Risky R&D Projects Migration Options for Skilled Labor and Optimal Investment in Human Capital
Siyahhan, B., 1 Jul 2010, Augasse 2-6, A-1090 Wien, Austria.Publication: Thesis › Doctoral thesis
File10 Downloads (Pure) -