Project Details
Financing body
Austrian Science Fund
Description
Finance-PhD Ausbildung; gefördert vom FWF
| Status | Finished |
|---|---|
| Effective start/end date | 1/03/14 → 28/02/18 |
Collaborative partners
- Vienna University of Economics and Business (lead)
- University of Vienna (Project partner)
- Institute for Advances Studies (Project partner)
Research output
- 3 Journal article
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Hidden Regret in Insurance Markets
Huang, R., Mürmann, A. & Tzeng, L., 2016, In: Journal of Risk and Insurance. 83, 1, p. 181 - 216Publication: 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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Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation
Filipovic, D., Kremslehner, R. & Mürmann, A., 2015, In: Journal of Risk and Insurance. 82, 2, p. 261 - 288Publication: Scientific journal › Journal article › peer-review