Classification: 5360: Financial mathematics

Publications

Book (monograph)

2019 Frühwirth, Manfred. 2019. Behavioral Corporate Finance – Grenzen der Rationalität in der betrieblichen Finanzierung - Band I: Standard Corporate Finance, in Druck. 1. Wien: Bankverlag Wien. (Details)

Journal article

2017 Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2017. Transparency and Liquidity in the Structured Product Market. Review of Asset Pricing Studies 7 (2), 316-348. (Details)
2016 Nils, Friewald, Hennessy, Christopher, Jankowitsch, Rainer. 2016. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. Review of Financial Studies 29 (5), 1254-1290. (Details)
2014 Zhang, Boyu and Li, Cong and De Silva, Hannelore and Bednarik, Peter and Sigmund, Karl . 2014. The Evolution of Sanctioning Institutions: an experimental approach to the social contract. Experimental Economics 17 (2): S. 285-303. (Details)
2011 Dorfleitner, Gregor, Schneider, Paul, Veza, Tanja. 2011. Flexing the default barrier. Quantitative Finance 11 (12): 1729-1743. (Details)
2010 Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2010. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis 45 (6): 1517-1547. (Details)
  Frühwirth, Manfred, Kobialka, Marek. 2010. The Impact of Imputed Interest on Equity Provisions on the Capital Structure of Austrian Firms. Euro-Mediterranean Economics and Finance Review 5 (3): 55-70. (Details)

Chapter in edited volume

2007 Littich, Edith. 2007. Finanzierung von NPOs. In: Handbuch der Nonprofit Organisation. Strukturen und Management, Hrsg. Badelt, C./Meyer, M./Simsa, R, 322-339. Stuttgart: Schäffer Poeschel. (Details)

Paper presented at an academic conference or symposium

2017 Weinmayer, Karl, Rammerstorfer, Margarethe, Gasser, Stephan. 2017. DEA Portfolio Modeling - The Case of Socially Responsible Investing. Southern Finance Association, Key West, Vereinigte Staaten/USA, 15.11. - 18.11. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Annual Meeting of the Southern Finance Association, Key West, Vereinigte Staaten/USA, 15.11.-18.11. (Details)
2016 Gasser, Stephan, Rammerstorfer, Margarethe, Weinmayer, Karl. 2016. DEA Portfolio Modeling - The Case of Socially Responsible Investing. The 29th Australasian Finance & Banking Annual Meeting, Sydney, Australien, 14.12-16.12. (Details)
2013 Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. European Financial Management Association Annual Meetings, Reading, Großbritannien, 26.06-29.06. (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti G.. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. Meielisalp Workshop and Summer School, Leissigen, Schweiz, 30.06-04.07. (Details)
2012 Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 4th IFABS Conference, Valencia, Spanien, 18.06.-20.06.. (Details)
  Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2012. Exploring the Performance of Government Debt Issuance. 10th INFINITI Conference, Dublin, Irland, 11.06.-12.06.. (Details)
2011 Eisl, Alexander, Elendner, Hermann, Pichler, Stefan. 2011. Measuring the Performance of Debt Management Offices. Southern Finance Association, Key West, Vereinigte Staaten/USA, 16.11-19.11. (Details)

Working/discussion paper, preprint

2017 Löhndorf, Nils, Wozabal, David. 2017. Indifference pricing of natural gas storage contracts. open access (Details)

Research report, expert opinion

2011 Littich, Edith, Schober, Christian, Schober, Doris. 2011. NPO-Finanzierungsbefragung 2010. Wien: Institute for Finance, Banking and Insurance. (Details)

Lecture notes/article in lecture notes

2018 Frühwirth, Manfred. 2018. Course Materials for Financial Management and Controlling in the Professional MBA of WU Executive Academy. Course Materials for Financial Management and Controlling in the Professional MBA of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Course Materials for Financial Management in the Global Executive MBA of WU Executive Academy. Course Materials for Financial Management in the Global Executive MBA of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Course Materials for the Executive MBA Bucharest of WU Executive Academy. Course Materials for the Executive MBA Bucharest of WU Executive Academy. Wien: Eigenverlag. (Details)
  Frühwirth, Manfred. 2018. Unterrichtsmaterialien zu Behavioral Corporate Finance. Unterrichtsmaterialien zu Behavioral Corporate Finance. Wien: Eigenverlag. (Details)
2015 Frühwirth, Manfred. 2015. Unterrichtsmaterialien zu Entscheidungsmanagement. Unterrichtsmaterialien zu Entscheidungsmanagement. Wien: Eigenverlag. (Details)

Magazine/newspaper article

2018 Frühwirth, Manfred. 2018. Alles unter Kontrolle? Alles Illusion! TOP-GEWINN, 14.12.18 (Details)
  Frühwirth, Manfred. 2018. Herdenverhalten: Werden Sie nicht zum Lemming! TOP-GEWINN, 15.11.18 (Details)
  Frühwirth, Manfred. 2018. "Status Quo Bias": Lassen Sie Ihr Portfolio nicht verstauben! TOP-GEWINN, 15.10.18 (Details)
  Frühwirth, Manfred. 2018. Wer seine Investments ständig kontrolliert, fokussiert sich viel zu stark auf Verluste. TOP-GEWINN, 14.09.18 (Details)
  Frühwirth, Manfred. 2018. Verlustaversion: Wir verkaufen bei Gewinn zu früh, begrenzen Verluste zu spät. TOP-GEWINN, 15.08.18 (Details)
  Frühwirth, Manfred. 2018. Selbstüberschätzung kommt vor dem Fall. TOP-GEWINN, 15.06.18 (Details)
  Frühwirth, Manfred. 2018. Der Extrapolationsfehler: Ein kühler Kopf ist besser als eine heiße Hand. TOP-GEWINN, 16.05.18 (Details)

Unpublished lecture

2018 Frühwirth, Manfred. 2018. Die größten Anlegerfehler. GEWINN-Messe 2018, Wien, 18.10.18 (Details)
  Frühwirth, Manfred. 2018. Inflationsindexierte Anleihen als Alternative zu Immobilienanlagen. Fortbildungswochenende des CARI (Collegium Academicum Rerum Immobilium), Pöllauberg, 15.04.18 (Details)
2017 Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Humboldt-Universität zu Berlin, Berlin, 30.11. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, ESSEC Business School, Paris, 24.04. (Details)
  Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti. 2017. The Rules of the Rating Game: Market Perception of Corporate Ratings. Research Seminar, Goethe University Frankfurt, Frankfurt, 21.04. (Details)

Projects

2005
Mathematics and Credit Risk (2005-2009) (Details)
2004
Active credit portfolio management (2004-2005) (Details)
2003
International workshop on financial modelling (2003-2003) (Details)
2001
Further investigation of the catallactic market model (2001-2004) (Details)
Asset management standards: Corporate governance for asset management (2001-2002) (Details)
Basel II: Cooperation workshop with investment professionals (2001-2003) (Details)
Cooperation workshop with investment professionals (2001-2002) (Details)
Empirical analysis of models for pricing sovereign bonds (2001-2002) (Details)
1998
DCF valuation (1998-2002) (Details)
1997
Multiperiod asset returns (1997-1998) (Details)
  • Casey, Christopher (Former researcher)
  • De Silva, Hannelore (Details)
  • Dorfleitner, Gregor (Former researcher)
  • Friewald, Nils (Former researcher)
  • Frühwirth, Manfred (Details)
  • Haring, Nikolai (Former researcher)
  • Jankowitsch, Rainer (Details)
  • Littich, Edith (Details)
  • Pfister, Alexander (Former researcher)
  • Pichler, Stefan (Details)
  • Prix, Johannes (Former researcher)
  • Summer, Christopher (Former researcher)
  • Veza, Tanja (Former researcher)
  • Weinmayer, Karl (Details)
  • Zisser, Kerstin (Former researcher)