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Otto Loistl

em.o.Univ.Prof. Dkfm.Dr.rer.pol. Otto Loistl
Telephone:
+43 1 31336 4171
Email:
Contact information and photo taken from and editable at WU Directory.

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Activities

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Publications

Forthcoming

n.a. Loistl, Otto, Petrag, Robert. Erscheinend. Asset Management Standards; Russische Übersetzung - betreut von Palgrave. in Vorbereitung. (Details)
  Loistl, Otto, Lasker, George E., Simovic, Vladimir (Hrsg.). Erscheinend. Catallactics Quantitative Behavioral Modeling of Human Actions and Interaction on Markets; Vol.I of Selected and Revised Papers of the First Three Special Focus Symposia on Catallactics. to appear 2006/07. (Details)

Book (monograph)

2006 Loistl, Otto, Petrag, Robert. 2006. Asset Management Standards. 2.vollst.üa.Auflage. Basingstoke: Palgrave McMillan. (Details)
2003 Loistl, O. / Petrag, R.. 2003. Asset Management Standards: Corporate Governance for Asset Management. Palgrave Macmillan, Basingstoke (Details)
  Loistl, O. / Petrag, R.. 2003. Asset Management Standards: Regelungen in den USA und in der EU. 2. überarb. u. akt. Aufl., Stuttgart (Details)
2000 Loistl, O./Vetter, O.. 2000. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 3.01, Jänner, 130 Seiten (Details)
1998 Diehl, U./ Loistl, O./ Rehkugler, H.. 1998. Effiziente Kapitalmarktkommunikation. Stuttgart (Details)
1996 Loistl, O./ Betz, I.. 1996. Chaostheorie. Zur Theorie nichtlinearer dynamischer Systeme. 3. erg. Aufl., München (Details)
  Loistl, O./ Löderbusch, B./ Weßels, T./ Schepers, N.. 1996. Computergestütztes Wertpapiermanagement. 5. überarb. u. akt. Aufl., München (Details)
  Booth, G.G./ Broussard, J.P./ Loistl, O.. 1996. German Stock Returns and the Information Content of DVFA Earnings. 2. korr. Aufl., 2. Druck, Beiträge zur Wertpapieranalyse No. 30, Dreieich (Details)
  Loistl, O./Vetter, O.. 1996. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 2.0, 50 Seiten (Details)
  Loistl, O./Vetter, O.. 1996. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 2.4.1, November, 74 Seiten (Details)
1994 Loistl, O.. 1994. Kapitalmarkttheorie. 3. überarb. u. erw. Aufl., München (Details)
1993 Loistl, Otto, Kobinger, Martin. 1993. DVFA-Beiträge zur Wertpapieranalyse, Nr.28: Index-Arbitrage, insbesondere mit DAX-Futures. 2. korr. Aufl. DVFA (Darmstadt): Eigenverlag. (Details)
  Loistl, Otto, Lingemann, Carlhans. 1993. Software für Futures and Options. Marktübersicht. München: Oldenbourg. (Details)
1990 Loistl, Otto. 1990. Externes Rechnungswesen. München: Oldenbourg. (Details)
  Loistl, Otto, Graf, Michael. 1990. Steuerbelastungsvergleich ComparTax. Programm und Anwenderhandbuch zur Ermittlung der optimalen Unternehmensform. . Berlin: Neue Wirtschafts-Briefe (NWB). (Details)
1989 Loistl, O. / Landes, T.. 1989. The Dynamic Pricing of Financial Assets. Hamburg (Details)

Journal article

2007 Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. European Journal of Finance 13 (8): 717-739. (Details)
  Loistl, Otto. 2007. Zur Bewertung von Strukturierten Produkten: Von Mark to Market über Mark to Model bis Mark to Myth und zurück zu Mark to Value. Der Wirtschaftstreuhänder (VWT) (06): 16-20. (Details)
2004 Loistl, O./Schossmann, B./Veverka, A.. 2004. Tick Size and Spreads: The Case of Nasdaq's Decimalization. European Journal of Operational Research, 155, 2, 317-334 (Details)
2002 Loistl, O. / Schossmann, B. / Vetter, O. / Veverka, A.. 2002. A Comparison of Transaction Costs on Xetra and on Nasdaq. Quantitative Finance, 2, 3, 199-216 (Details)
  Loistl, O./ Petrag, R.. 2002. Enrons Enigma und Riesters Rente. Finanzbetrieb, 4, 3, 162-169, Frankfurt (Details)
  Loistl, O. / Hafner, B.. 2002. Wording der Analystenempfehlungen ist an der Tätigkeit ihrer Adressaten zu bewerten. Die Bank, 9, 640-646 (Details)
2001 Loistl, Otto / Schossmann, B. / Vetter, O.. 2001. XETRA Efficiency Evaluation and NASDAQ Modelling by KapSyn. European Journal of Operation Research (EJOR) - Feature Issue Financial Modelling, 135, 2, 270-295 (Details)
2000 Haffner, C. / Loistl, Otto. 2000. Barrier Optionen - Teil 2 - Anwendung. Finanz Betrieb (FB), 2, 303-311 (Details)
  Bassen, A. / Böcking, H.J. / Loistl, Otto / Strenger, Ch.. 2000. Die Analyse von Unternehmen mit der 'Scorecard for German Corporate Governance'. Finanz Betrieb (FB), 2, 693-698 (Details)
1999 Haffner, C. / Loistl, Otto. 1999. Barrier Optionen - Teil 1 - Einsatzmöglichkeiten und Risikomanagement. Finanz Betrieb (FB), Jg.1, Dezember 99, S. 433-439 (Details)
  Loistl, Otto. 1999. Die Entwicklung des Wertpapierhandels. Wirtschaftspolitische Blätter 6, S. 629-640 (Details)
  Booth, G.G. / Broussard, J.P. / Loistl, Otto. 1999. Earnings and stock returns: evidence from Germany. The European Accounting Review, Vol. 8, No. 3, S. 565-568 (Details)
  Loistl, Otto. 1999. Was die Börse erwartet. Agenda, RWE Magazin, H. 1, 9-13 (Details)
1998 Loistl, Otto, Booth, G. Geoffrey, Broussard, John Paul. 1998. Price Discovery in German Stock and Future Markets . Managerial Finance 24 (4): 3-18. (Details)
  Booth, G.G. / Loistl, Otto / So, R.W.. 1998. An Examination of Intraday Common Volatility in the German Derivatives Markets. Journal of Multinational Financial Management, No.7 Vol. 4, S. 305-316 (Details)
  Dipplinger, R. / Loistl, Otto / Neufeld, T.. 1998. Bewertung des Daimler Mandatory Covertible. Die Bank, Heft Feb. 98, S.120-122 (Details)
1997 Booth, G.G. / Broussard, J.P. / Loistl, Otto. 1997. Earnings and Stock Returns: Evidence from Germany. The European Accounting Review, Vol. 6, No. 4, S. 589-603 (Details)
1995 Loistl, Otto. 1995. Empirisch fundierte Messung der Kursrelevanz. Die Bank, April 1995, S. 232-237 (Details)
1993 Loistl, Otto (Hrsg.). 1993. Effiziente Kommunikation zwischen Unternehmen und der Investment Community. DVFA-Beiträge zur Wertpapieranalyse No. 29, Dreieich (Details)
1992 Landes, T./ Loistl, O. . 1992. Complexity Models in Financial Markets. Applied Stochastic Models and Data Analysis Special Issue in Finance, Vol. 19, No. 4, S. 291-228 (Details)
1989 Loistl, Otto. 1989. The Continuous Quotations at an Auction Market. Rivista di matematica per le scienze economiche e sociali 12 (1): 73-89. (Details)
1976 Loistl, Otto. 1976. The Erroneous Approximation of Expected Utility by Means of a Taylor's Series Expansion: Analytic and Computational Results. American Economic Review 66 (5): 904-910. (Details)

Chapter in edited volume

2008 Loistl, Otto, Casey, Christopher. 2008. Risikoadjustierte Kapitalkosten und ihre empirische Ermittlung.. In: Jahrbuch für Controlling und Rechnungswesen 2008., Hrsg. Seicht Gerhard, 300-400. Wien: Leykam. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Cross-Sectional Liquidity Interactions from Intraday Perspectives. In: "New Developments in Financial Modelling", Hrsg. Soares/Pina/Catalao-Lopes, 213-244. Cambridge: Cambridge Scholars Publishing. (Details)
2004 Loistl, O.. 2004. Wirtschaftspolitische Implikationen von Basel II. In: Grasser, K. H. (Hrsg.): Der Weg zum modernen Leistungsstaat: Festschrift Alfred Finz zum 60. Geburtstag. 145-164, Wien (Details)
2002 Loistl, Otto, Vollrath, R.. 2002. Equity-Story.. In Wertorientiertes Start-Up-Management, Hrsg. Hommel, U./ Knecht, T. , 526-539. München: Vahlen. (Details)
2001 Bytzik, Peter, Loistl, Otto, Schiebel, Alexander. 2001. IAS 39 - Bewertungsmodelle für Finanzinstrumente. In: Wirtschaftsprüfer-Jahrbuch 2001, Hrsg. Institut Österreichischer Wirtschaftsprüfer, 397-454. Wien: Linde. (Details)
  Loistl, O.. 2001. Aktuelle Entwicklung der Kapitalmarkttheorie (2.1.1). In: Achleitner, A. K./ Thoma, G. F. (Hrsg.): Handbuch Corporate Finance, 2. Auflage, Köln (Details)
  Casey, C./ Loistl, O.. 2001. Erfolgs- und Finanzanalyse. In: Breuer, R.-E. (Hrsg.): Finanzierungshandbuch. 609-648, 3. Auflage, Wiesbaden (Details)
  Bitzyk, P. / Loistl, O. / Schiebel, A.. 2001. IAS 39 - Bewertungsmodelle für Finanzinstrumente (Fair-Value-Bewertung). In: Institut österreichischer Wirtschaftsprüfer (Hrsg.): Jahrbuch der Wirtschaftsprüfer, 397-454, Wien (Details)
  Loistl, O. / Mohamed-Bakry, S.. 2001. Investor Relations am Neuen Markt im Urteil der Finanzanalysten. Eine empirische Untersuchung. In: Achleitner, A. / Bassen, A. (Hrsg.): Investor Relations am Neuen Markt. 119-141, Stuttgart (Details)
2000 Loistl, O.. 2000. Globalisierung des Börsenhandels in der Endphase. In: Seicht, Gerhard (Hrsg.): Jahrbuch für Controlling und Rechnungswesen. 97-116, Wien (Details)
1999 Loistl, O.. 1999. Kapitalmarkttheorie. In: Achleitner, A. K. (Hrsg.): Handbuch Corporate Finance, Neuwied, Kap. 3.3, 45 Seiten (Details)
  Loistl, O./ Vetter, O.. 1999. Stochastic Modelling of Stock Markets to Assessing Trading Efficiency. In: Skulimowski, A.M.J. (Hrsg.): Financial Modeling, Cracow, S. 17 - 44 (Details)
1998 Booth, G. G. / Loistl, O.. 1998. Aktienkursprognosen auf der Basis von Jahresabschlußdaten. In: Kleeberg, J./ Rehkugler, H. (Hrsg.): Handbuch Portfoliomanagement, Bad Soden, S. 304-311 (Details)
1997 Loistl, Otto. 1997. Finanzanalysten als Investorenvertreter und Insiderproblematik: Kurserheblichkeit als essentielles Tatbestandsmerkmal. In Insiderrecht für Finanzanalysten, Hrsg. Carsten P. Claussen, Eberhard Schwark , 80-106. Köln: O.Schmidt. (Details)
  Loistl, O.. 1997. Beteiligungspapiere. In: Thießen, F. (Hrsg.): Enzyklopädie des Geld-, Bank- und Börsenwesens, Frankfurt, S. 2092-2097 (Details)
  Loistl, O.. 1997. Wertpapiere. In: Thießen, F. (Hrsg.): Enzyklopädie des Geld-, Bank- und Börsenwesens, Frankfurt, S. 2091-2092 (Details)
1996 Loistl, O.. 1996. German Capital Markets. In: American German Business Guide 1996/97. Membership Directory and Yearbook of the American Chamber of Commerce in Germany, Frankfurt/Main, 106-107 (Details)
  Loistl, O.. 1996. Implementation Issues: Transaction Costs in German Equity Markets. In: Squires, J.R.(Ed.): Global Portfolio Management. Proceedings of the AIMR Seminar 'Exploring the Frontiers of Global Portfolio Mangement', Charlottesville Va., S.84-95 (Details)
1995 Loistl, O.. 1995. Analyse von Rentenwerten. In: Gerke, W./ Steiner, M.(Hrsg.): Handwörterbuch des Bank- und Finanzwesens, 2. Aufl., Stuttgart, Sp.1640-1646 (Details)
  Claussen, C.P./ Loistl, O.. 1995. Insiderhandelsverbot und ad-hoc-Publizität in Frage und Antwort. In: Claussen, C.P./ Loistl, O. (Hrsg.): Das neue Kapitalmarktrecht in Frage und Antwort, DVFA-Beiträge zur Wertpapierananlyse No. 31, Dreieich, S. 7-37 (Details)
  Booth, G.G./ Chowdhury, M./ Hatem, J.J./ Loistl, O.. 1995. The Nature of the Predictability of German Stock Returns. In: Ghosh, D.K.(Ed.): New Advances in Financial Economics, Oxford, New York, Tokyo, S.39-57 (Details)
1993 Casey, C./ Loistl, O.. 1993. Anleihenmanagement in Theorie und Praxis. In: Casey, C./ Loistl, O./ Schneider, C. (Hrsg.): Computergestützte Finanzierungsentscheidungen. 9-39, Wien (Details)
  Casey, C./ Landes, T./ Loistl, O.. 1993. Ansätze zur Schätzung der Zinsstruktur. In: Casey, C./ Loistl, O./ Schneider, C. (Hrsg.): Computergestützte Finanzierungsentscheidungen. 189-206, Wien (Details)
  Loistl, O.. 1993. Zur Regulierung der Kapitalmarktkommunikation. Zusammenfassung und Ausblick. In: Loistl, O. (Hrsg.) (1993): Effiziente Kommunikation zwischen Unternehmen und der Investment Community, DVFA-Beiträge zur Wertpapieranalyse No. 29, Dreieich, S. 121-131 (Details)

Edited book (editorship)

2006 Loistl, Otto, Simovic, Vladimir, Hütl, Michael, Hrsg. 2006. Pre-Conference Proceedings of the 4th Special Focus Symposium on Catallactics: Quantitative-Behavioral Modelling of Human Actions and Interactions on Markets, held in Baden-Baden on the 18th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2006. . Zagreb: Eigenverlag. (Details)
2005 Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2005. Pre-Conference Proceedings of the 3rd Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on the 17th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2005. . Zagreb: Eigenverlag. (Details)
2004 Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2004. Pre-Conference Proceedings of the 2nd Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on the 16th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2004. . Zagreb: Eigenverlag. (Details)
2003 Loistl, Otto, Simovic, Vladimir, Veverka, Alexander, Hrsg. 2003. Pre-Conference Proceedings of the Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions, held in Baden-Baden on 15th International Conference on Systems Research, Informatics, and Cybernetics - INTERSYMP-2003. . Zagreb: Eigenverlag. (Details)
2001 Loistl, O./ van der Wijst, N.(Hrsg.). 2001. Financial Modelling, Feature Issue. European Journal of Operation Research (EJOR), 135, 2 (Details)
1995 Claussen, C.P./ Loistl, O. (Hrsg.). 1995. Das neue Kapitalmarktrecht in Frage und Antwort. DVFA-Beiträge zur Wertpapierananlyse No. 31, Dreieich (Details)
1993 Loistl, Otto, Hrsg. 1993. DVFA-Beiträge zur Wertpapieranalyse, Nr. 29: Effiziente Kommunikation zwischen Unternehmen und der Investment Community. Referate gehalten auf dem gleichnamigen DVFA-Symposium am 21. Oktober 1993 im Hause der Deutsche Bank AG, Frankfurt am Main.. DVFA (Darmstadt): Eigenverlag. (Details)
  Casey, C./ Loistl, O./ Schneider, C. (Hrsg.). 1993. Computergestützte Finanzierungsentscheidungen. Wien (Details)

Contribution to conference proceedings

2004 Loistl, O./Veverka, A.. 2004. Entropy and the Capital Market's Efficiency. 16th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July (Details)
1998 Loistl, O./ Vetter, O.. 1998. Stochastic Modelling of Stock Markets to Assessing Trading Efficiency. 23rd Meeting of the Euro Working Group on Financial Modelling, Cracow, October , 20 Seiten (Details)

Paper presented at an academic conference or symposium

2008 Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book. Asian-FA Annual Conference, Yokohama, Tokyo, Japan, 06.07.-09.07.. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach. EFMA 2008 Annual Meeting, European Financial Management Association (EFMA), Athen, Griechenland, 25.06.-28.06.. (Details)
  Loistl, Otto, Gartner, Martin, Kührer, Martin, Mitev, Miroslav, Zellner, Stephan. 2008. Integration of Research, Portfolio Construction and Strategy Implementation for Systematic Investment Strategies in the Time of Algo-Trading. 27th SUERF Colloquium: New Trends in Asset Management, Munich, Deutschland, 12.June-14.June. (Details)
  Hütl, Michael, Loistl, Otto, Zellner, Stephan. 2008. High-Watermark Fees, Free Rides and Equal Treatment of Investors. Campus for Finance Research Conference, Vallendar, Deutschland, 16.1.-17.1.. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Systematic Liquidity in the Xetra Order Book: A Multi-Stage Approach. 11th Conference of the Swiss Society for Financial Market Research, Zürich, Schweiz, 11. April. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2008. Chain-Structures in Xetra Order Data. Campus For Finance -- Research Conference, Vallendar, Deutschland, 16.01.-17.01.. (Details)
2007 Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Chains of Liquidity in Xetra Orders. XLI Euro Working Group on Financial Modelling, Lissabon, Portugal, 08.11.-10.11.. (Details)
  Hütl, Michael, Loistl, Otto, Zellner, Stephan. 2007. High-Watermark Fees, Free Rides and Equal Treatment of Investors. XLI Euro Working Group on Financial Modeling, Lisbon, Portugal, 08.11.-10.11.. (Details)
  Hütl, Michael, Loistl, Otto, Zellner, Stephan . 2007. High-Watermark Fees, Free Rides and Equal Treatment of Investors. Austrian Working Group on Banking and Finance, Innsbruck, Österreich, 23.11.-24.11.. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trades and Order Book Forecasts. The 27th Annual International Symposium on Forecasting, New York, Vereinigte Staaten/USA, 24.06.-27.06.. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. XL Euro Working Group on Financial Modelling, Rotterdam, Niederlande, 10.05.-12.05.. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Algorithmic Trading Patterns in Xetra Orders. Scottish Economic Society Annual Conference, Perth, Großbritannien, 02.04.-04.04.. (Details)
  Kopp, Emanuel Albin, Loistl, Otto, Hütl, Michael. 2007. An Intraday Event Study on Herding in the Xetra Order Book. AFFI 4th International Conference (IFC4), L'Association Francaise de Finance (AFFI), Hammamet, Tunesien, 15.03.-17.03.. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2007. Cross-Sectional Liquidity Interactions from an Intraday Perspective. XLI Euro Working Group on Financial Modeling (EWGFM), Lisbon, Portugal, 08.11.-10.11.. (Details)
  Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Algorithmic Trading Patterns in Xetra Order. €CNSI-2007, Zadar, Kroatien, 25.OKtober-27.Oktober. (Details)
  Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Algorithmic Trading Patterns in Xetra Orders. 1st International Conference on Advances in System Research, Zadar, Kroatien, 25.October-27.October. (Details)
  Loistl, Otto, Hütl, Michael, Prix, Johannes. 2007. Austrian Economics in the Age of Event Stream Processing and Algorithmic Trading. InterSymp2007, Baden-Baden, Deutschland, 30.July-04.August. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2007. Discrete choice modelling of financial markets by means of a doubly stochastic Markov process. VIII Workshop on Quantitative Finance, Venedig, Italien, 25.01.-26.01.. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2007. Best Execution and the Xetra Order Book. Campus For Finance -- Research Conference, Vallendar, Deutschland, 10.01.-11.01.. (Details)
2006 Loistl, Otto, Hütl, Michael, Kopp, Emanuel Albin, Prix, Johannes. 2006. Quantitative-Behavioral Capital Market Modeling by Means of Doubly Stochastic Markov Process. 13th European Mathematical Psychology Group Meeting, Brest, Frankreich, 11. September - 13. September. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. A Quantitative-Behavioural Approach to Modelling Stock Market''s Microstructure . 5th International Conference on Computational Intelligence in Economics and Finance , Kaohsiung, Taiwan, 8.Oktober - 11.Oktober. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. A Quantitative-Behavioural Finance Approach to Modelling Stock Market’s Microstructure by Means of Doubly Stochastic Markov Process. IFSAM VIIIth World Congress 2006, Berlin, Deutschland, 28.September - 30.September. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Financial Market Micro Jumps modelled by Doubly Stochastic Markov Process. AMAMEF Workshop on Financial Modelling with Jump Processes, Palaiseau, Frankreich, 6.September - 8.September. (Details)
  Loistl, Otto, Prix, Johannes, Hütl, Michael. 2006. Empirical Evaluation of Open Limit Order Books. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (18h International Conference on Systems Research, Informatics and Cybernetics), Baden-Baden, Deutschland, 7. - 8. August. (Details)
  Hütl, Michael, Loistl, Otto, Kopp, Emanuel Albin, Prix, Johannes. 2006. Quantitative-Behavioral Capital Market Modeling. INFER Conference on Bounded Rationality in Economics and Finance, Loughborough, Großbritannien, 01.12.-02.12.. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2006. Foundations for forecasting the open order book. International Symposium on Forecasting 2006, Santander, Spanien, 11.06.2006-14.06.2006. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Quantitative-Behavioural Modelling of High-Frequency Market Data by Means of Doubly Stochastic Markov Process. 13th International Conference on Forecasting Financial Markets, Aix-en-Provence, Frankreich, 31. Mai - 2. Juni 2006. (Details)
  Prix, Johannes, Loistl, Otto, Hütl, Michael. 2006. A Framework for Evaluating Order Book Forecasts. 5th Annual International Conference 'Forecasting Financial Markets and Economic Decision-making', Lodz, Polen, 11.Mai 2006 - 13. Mai 2006. (Details)
  Hütl, Michael, Loistl, Otto, Prix, Johannes. 2006. Doubly Stochastic Markov Process: A Causal Approach to Modelling Cadlag Market Event Time Series. 9th Conference of the Swiss Society for Financial Market Research, Zürich, Schweiz, April 7, 2006 . (Details)
  Kopp, Emanuel Albin, Loistl, Otto, Hütl, Michael. 2006. Intraday Herding in the Xetra Order Book. 21. Workshop der Austrian Working Group on Banking and Finance (AWG), Klagenfurt, Österreich, 24.11.-25.11.. (Details)
  Loistl, Otto, Hütl, Michael, Prix, Johannes. 2006. A Quantitative-Behavioural Approach to Limit Order Book Analysis - Theoretical Foundation and Empirical Simulation. InterSymp2006, Baden-Baden, Deutschland, 07.August-12.August. (Details)
  Loistl, Otto, Hütl, Michael, Prix, Johannes. 2006. Empirical Evaluation of Open Limit Order Book Models. InterSymp2006, Baden-Baden, Deutschland, 07.August-12.August. (Details)
2005 Hütl, Michael, Loistl, Otto, Prix, Johannes. 2005. Doubly Stochastic Markov Process and Random Utility: A General Framework for Market Microstructure Modelling. 20th Austrian Working Group on Banking and Finance, Graz, Österreich, November. (Details)
  Huber, S., Leisch, F., Loistl, O., Veverka, A.. 2005. Multidimensional Homogenous Markov Processes with Logit Transition Probabilities: General Framework for Market Microstructure Modelling. 17th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, August (Details)
2004 Loistl, O., Veverka, A.. 2004. Entropy and the Capital Market's Efficiency. 16th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July (Details)
2003 Loistl, O./Veverka, A.. 2003. Catallactics. Towards the Unification of Different Approaches to Capital Market Modelling. 15th International Conference on Systems Research, Informatics and Cybernetics, Baden-Baden, Germany, July (Details)
2001 Diercks, S./Loistl, O./Veverka, A.. 2001. Die Kombination technischer und fundamentaler Indikatoren zur Steigerung der Performance. Trading Tage 2001, Frankfurt am Main, Deutschland, Oktober (Details)

Working/discussion paper, preprint

2008 Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto. 2008. The Influence of Real-Time Stock-Specific Messages on Liquidity, Returns, and Trading Behavior. (Details)
  Kopp, Emanuel Albin, Hütl, Michael, Loistl, Otto, Prix, Johannes. 2008. Measuring Stock and Market Sentiment from Full-displayed Limit Order Book Data. (Details)
2007 Loistl, Otto, Hütl, Michael, Kopp, Emanuel Albin. 2007. Modelling Individual Actions and Interactions on the Microstructure Level. (Details)
2006 Loistl, Otto. 2006. Isomorphic Analytical Modelling of Real Stock Exchanges' Microstructure, 40 Seiten. (Details)
2002 Loistl, O./Veverka, A. . 2002. Optimal Stock Market Design. Experimental Evidence from Xetra. Working Paper (Details)
  Loistl, O./Schossmann, B./Veverka, A. . 2002. Tick Size Changes and Nasdaq Market Quality. Working Paper (Details)
2001 Kührer, M./Loistl, O./Veverka, A.. 2001. A Holistic Approach to Portfolio Management. Working Paper (Details)

Encyclopedia article

2002 Loistl, O./Casey, C.. 2002. Fundamentalanalyse. In: Gerke, W. (Hrsg.): Börsenlexikon. 335-343, Wiesbaden (Details)
2001 Loistl, O.. 2001. Analyse von Rentenwerten. In: Gerke, W./ Steiner, M. (Hrsg.): Handwörterbuch des Bank- und Finanzwesens, 3. Aufl., Stuttgart, S.1826-1836 (Details)

Book or article review

2006 Loistl, Otto. 2006. Besprechung von Uncertainty and Information: Foundations of Generalized Information Theory , von George J. Klir. Systems Research and Behavioral Science 273-276. (Details)

Lecture notes/article in lecture notes

2006 Loistl, Otto, Casey, Christopher. 2006. Bewertung von Fixed Income Instrumenten. 3.Auflage Wien: Eigenverlag. (Details)
  Loistl, Otto, Casey, Christopher. 2006. Portfoliomanagement. 3.Auflage Wien: Eigenverlag. (Details)
  Loistl, Otto, Casey, Christopher, Veverka, Alexander. 2006. Upravljanje portfoliom . Skripta uz obvezna predavanja. Investicijsko bankarstvo I. . Universität Zagreb. Zagreb: Eigenverlag. (Details)
2005 Loistl, Otto, Casey, Christopher. 2005. Bewertung von Fixed Income Instrumenten. 2.Auflage Wien: Eigenverlag. (Details)
  Loistl, Otto, Casey, Christopher. 2005. Portfoliomanagement. 2.Auflage Wien: Eigenverlag. (Details)
2004 Loistl, Otto, Casey, Christopher. 2004. Finanzierung und Investition II. 3. Block. Wien: Eigenverlag. (Details)
  Loistl, O. . 2004. Bewertung von Fixed Income Instrumenten. Eigenverlag, Wien (Details)
  Loistl, O.. 2004. Portfoliomanagement. Eigenverlag, Wien (Details)
2002 Loistl, O. . 2002. Investmentbanking anhand von Rechenbeispielen I (WS) und II (SS). Eigenverlag, Wien (Details)
2001 Loistl, O.. 2001. Investition und Finanzierung. Skriptum (Details)

Multimedia

2000 Loistl, O./Vetter, O. . 2000. KapSyn. Computer-Modelled Stock Exchanges. User Handbook, Version 3.01, 130 Seiten (Details)
1999 Loistl, O.. 1999. Kap-Syn Simulationsprogramm, Vers. 3.0. online seit September 1999 (Details)
  Loistl, O./ Vetter, O.. 1999. KapSyn, Computerprogramm zur Effizienzmessung von Börsenorganisationen. Version 3.0 (Details)

Magazine/newspaper article

2003 Loistl, O./Veverka, A.. 2003. Ostbörsen im Aufwind. WU Alumni-News, Nr. 40, Februar, S. 5. (Details)
2002 Loistl, O.. 2002. Wir müssen unsere Chinese Walls nach US-Beispiel nachrüsten. Finanzplatz, Nr. 4, Juli (Details)
2001 Loistl, O./Veverka, A.. 2001. Xetra als Joker der Wiener Börse?. WU Alumni-News Nr. 31, April, S. 8 (Details)
2000 Loistl, O./Veverka, A.. 2000. Reinigendes Kursgewitter: New Economy Perlen erstrahlen in neuem Glanz. WU Alumni-News Nr. 29, November, S. 5 (Details)
1999 Loistl O.. 1999. Corporate Governance auf modernem Stand. in: Börsen-Zeitung Nr. 190, Sonderbeilage, S. B4 (Details)
  Loistl, O.. 1999. Die fundamentalen Faktoren entscheiden. Handelsblatt, Nr. 221, 15. Nov., S. 60 (Details)
1990 Loistl, Otto. 1990. Nobelpreise für die Mode von Gestern. Aktien-Express: Unabhängige Informationsdienst für Kapitalanleger, 01.11. (Details)

Unpublished lecture

2001 Loistl, O. . 2001. Biotechnologie für Investoren. Presentation on the topic "Ausbildung zum Biotechnologie-Analysten - Ein Erfahrungsbericht", 6 April, Vienna (Details)
  Loistl, O. . 2001. Investieren auf Basis Künstlicher Intelligenz. Presentation on the topic "Die Sinnhaftigkeit von europäischen Asset Management Standards", 5 April, Vienna (Details)

Projects

2007
19th International Conference on System Research, Informatic and Cybernetics (2007-2007) (Details)
1st International Conference on Advances and Systems Research (2007-2007) (Details)
2006
18th International Conference on System Research, Informatic and Cybernetics (2006-2006) (Details)
2003
International workshop on financial modelling (2003-2003) (Details)
InterSymp. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (2003-2008) (Details)
2001
Asset management standards: Corporate governance for asset management (2001-2002) (Details)
Further investigation of the catallactic market model (2001-2004) (Details)
Cooperation workshop with investment professionals (2001-2002) (Details)
Basel II: Cooperation workshop with investment professionals (2001-2003) (Details)
1994
Scientific Support of DAX and REX (1994-2000) (Details)
Creation of a Guideline for DAX-Calculation (1994-1994) (Details)