Nikolaus Hautsch

Research activity per year

Non-Standard Errors
Fincap Team, Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johanneson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. & 31 others, Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J. R., Black, B. S., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Deev, O., Gehrig, T., Hartmann, S., Hautsch, N., Kaiser, G., Lindner, T., Simion, G., Voigt, S. & Weiss, P., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390
Publication: Scientific journal › Journal article › peer-review

Open Access
Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
Hautsch, N. & Voigt, S., 2019, In: Journal of Econometrics. 212, 1, p. 221 - 240
Publication: Scientific journal › Journal article › peer-review

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Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N., Scheuch, C. & Voigt, S., 2018.
Publication: Working/Discussion Paper › Working Paper/Preprint

Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets
Hautsch, N. (Contributor), Scheuch, C. (Contributor) & Voigt, S. (Contributor)
19 Jun 2020 → 22 Jun 2020
Activity: Talk or presentation › Science to science
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N. (Contributor), Scheuch, C. (Contributor) & Voigt, S. (Contributor)
6 Oct 2019 → 8 Oct 2019
Activity: Talk or presentation › Science to science
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N. (Contributor), Scheuch, C. (Contributor) & Voigt, S. (Contributor)
9 Sept 2019 → 11 Sept 2019
Activity: Talk or presentation › Science to science
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N. (Contributor), Scheuch, C. (Contributor) & Voigt, S. (Contributor)
3 Sept 2019 → 5 Sept 2019
Activity: Talk or presentation › Science to science
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Hautsch, N. (Contributor), Scheuch, C. (Contributor) & Voigt, S. (Contributor)
21 Aug 2019 → 24 Aug 2019
Activity: Talk or presentation › Science to science

Vienna Graduate School of Finance
Mürmann, A. (PI - Project head), Frey, R. (Researcher), Gehrig, T. (Researcher), Hautsch, N. (Researcher), Jankowitsch, R. (Researcher), Laux, C. (Researcher), Loranth, G. (Researcher), Pichler, S. (Researcher), Strobl, G. (Researcher), Sögner, L. (Researcher), Wagner, C. (Researcher) & Zechner, J. (Researcher)
1/09/18 → 31/08/22
Project: Research funding

Collaborations and top research areas from the last five years