portrait photo

Engelbert Dockner

o.Univ.Prof. Dipl.-Ing.Dr.techn. Engelbert Dockner
Email:
About me:
Professor Dr. Engelbert Dockner has passed away on April 16, 2017. For any purposes please contact Department Manager Dorothea Grimm (dorothea.grimm@wu.ac.at - +43-1-31336-4244).
Contact information and photo taken from and editable at WU Directory.

CV

since 2011
Editor Journal für Betriebswirtschaft (Management Review Quarterly)
since 2011
Department Editor Finance Business Research
2008
Member of the Board, Austrian Science Foundation
2008
Full Professor of Finance WU Vienna
2005
Visiting Scholar Sauder School of Business University of British Columbia
2005-2008
Member of the Board, Austrian Science Foundation
2004-2007
Head, Department of Finance, University of Vienna
2003-2004
President of th
2001-2008
Member of the Advisory Board Gutmann Center for Portfolio Management
2000
Visiting Scholar Haas School of Business, University of California at Berkeley
1999
Visiting Professor University of Magdeburg
1999-2002
General Secretary Austrian Economic Association
1996-2006
Head Center of Finance and Public Management Danube University Krems
1995-1997
Visiting Professor Comenius University Bratislava
1995-1997
Visiting Professor German Russian Business School Moscow
1993
Scholar Australian National University, Canberra
1993
Habilitation WU Vienna
1993-2008
Full Professor of Finance University of Vienna
1992-1993
C3 Professor, University of Bielefeld, Finance and Operations Research
1991-1992
Visiting Professor University of Bielefeld
1990-1991
Associate Professor of Economics, Queen's University, Canada
1987-1990
Associate Professor of Economics, University of Saskatchewan, Canada
1984
Dr. techn. Technical University of Vienna
1983-1987
Research Assistant WU Vienna

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

  • 5358 Corporate finances (Details)
  • 5361 Financial management (Details)

Expertise

  • Asset Pricing
  • Differential Games
  • Empirical Volatility Models
  • Market Structure and Asset Prices
  • Product and Financial Market Interactions
  • Real Options
  • Risk Management
  • Strategic Investment Policies

Activities

Member of the editorial board
  since 2008 Empirica
  since 2007 Business Research
  2002-2004 Journal of Environmental Economics and Management - Editorial Board
  since 1999 International Game Theory Review

Publications

Book (monograph)

2000 Dockner, Engelbert, Hartl, Richard, Sorger, Gerhard, Luptacik, Mikulas. 2000. Optimization, dynamics, and economic analysis. Germany: Physica-Verlag. (Details)
  Dockner, Engelbert, Sorger, Gerhard, Jorgensen, Steffen, Long, Ngo. 2000. Differential Games in Economics and Management Science. New York: Cambridge Univ. Press. (Details)

Journal article

2015 Dockner, Engelbert, Siyahhan, Baran. Forthcoming. Value and Risk Dynamics Over the Innovation Cycle. Journal of Economic Dynamics and Control (Details)
  Dockner, Engelbert, Eksi-Altay, Zehra, Rammerstorfer, Margarethe. 2015. A Convenience Yield Approximation Model for Mean-Reverting Commodities. Journal of Futures Markets, 35 (7), 625-654. (Details)
  Dockner, Engelbert and Löffler, Clemens. 2015. Rivalry Restraint as Equilibrium Behavior. Journal of Economics & Management Strategy 24 (1): S. 189-209. (Details)
  Dockner, Engelbert, Löffler, Clemens . 2015. Rivalry Restraint as Equilibrium Behavior. Journal of Economics and Management Strategy 24 S. 189-209. (Details)
2014 Dockner, Engelbert, Fruchter, Gila. 2014. Coordinating Production and Marketing With Dynamic Transfer Prices. Production and Operations Management 23 (3): 431-445. (Details)
  De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2014. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Journal of Risk 17 (1), 29-62. (Details)
  Dockner, Engelbert, Carlson, Murray, Fisher, Adlai, Giammarino, Ron. 2014. Leaders, Followers, and Risk Dynamics in Industry Equilibrium. Journal of Financial and Quantitative Analysis (JFQA) 49, 321-349. (Details)
  Dockner, Engelbert, Wagener, Florian. 2014. Markov-Perfect Nash Equilibria in Models With a Single Capital Stock. Economic Theory 56 (3), 585-625. (Details)
2013 Dockner, Engelbert, Rammerstorfer, Margarethe, Kucsera, Denes. 2013. Investment, Firm Value, and Risk for a System Operator Balancing Energy Grids. Energy Economics 37 182-192. (Details)
2010 Dockner, Engelbert, Gaunersdorfer, Andrea. 2010. Dynamic investment strategies with demand-side and cost-side risks. Applied Mathematics and Computation 217 1001-1009. (Details)
  Dockner, Engelbert. 2010. Equilibrium two-part cost structures. Central European Journal of Operations Research 18 525-537. (Details)
  Dockner, Engelbert. 2010. Preisfindung, Liquidität und Marktmanipulation. BankArchiv - Zeitschrift für das gesamte Bank- und Börsenwesen 58 (7): 436-442. (Details)
2007 Dockner, Engelbert, Mosburger, Georg. 2007. Capital accumulation, asset values, and imperfect product market competition. Journal of Difference Equations and Applications 13 197-215. (Details)
2006 Kort, Peter, Jorgensen, Steffen, Dockner, Engelbert. 2006. Venture capital financed investments in intellectual capital. Journal of Economic Dynamics and Control 30 2339-2361. (Details)
2005 Dockner, Engelbert, Nishimura, Kazuo. 2005. Capital accumulation games with a non-concave production function. Journal of Economic Behavior and Organization 57 408-420. (Details)
2004 Dockner, Engelbert, Fruchter, Gila. 2004. Dynamic strategic pricing and speed of diffusion. Journal of Optimization Theory and Applications 123 331-348. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2004. Strategic growth. Journal of Difference Equations and Applications 10 515-527. (Details)
2001 Dangl, Thomas, Dockner, Engelbert, Gaunersdorfer, Andrea, Pfister, Alexander, Sögner, Leopold, Strobl, Günter. 2001. Adaptive Erwartungsbildung und Finanzmarktdynamik. Zeitschrift für betriebswirtschaftliche Forschung 53 339-365. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2001. Characterization of equilibrium strategies in a class of difference games. Journal of Difference Equations and Applications 7 915-926. (Details)
  Dockner, Engelbert, Leitman, George. 2001. Coordinate transformations and derivation of open-loop Nash equilibria. Journal of Optimization Theory and Applications 110 1-15. (Details)
  Dockner, Engelbert, Gaunersdorfer, Andrea. 2001. On the profitability of horizontal mergers in industries with dynamic competition. Japan and the World Economy 13 195-216. (Details)
2000 Reisinger, Heribert, Dockner, Engelbert, Baldauf, Artur. 2000. Examining the interaction of marketing and finance decisions in a dynamic environment. OR Spectrum 22 159-171. (Details)
  Schnittenkopf, Christian , Dorffner, Georg, Dockner, Engelbert. 2000. Forecasting time-dependent conditional densities: a semi-non-parametric neural network approach. Journal of Forecasting 19 355-374. (Details)
  Schnittenkopf, Christian , Dorffner, Georg, Dockner, Engelbert. 2000. On nonlinear, stochastic dynamics in economic and financial time series. Studies in Nonlinear Dynamics and Econometrics 4 101-121. (Details)
  Pflug, Georg Ch. , Dockner, Engelbert, Swietanowski, Artur, Moritsch, Hans. 2000. The AURORA financial management system: From model design to parallel implementation. Annals of Operations Research 99 189-206. (Details)
  Baldauf, Artur, Dockner, Engelbert, Reisinger, Heribert. 2000. The effects of long-term debt on a firm's new product pricing policy in duopolistic markets. Journal of Business Research 50 201-207. (Details)
1999 Dockner, Engelbert, Scheicher, Martin. 1999. Evaluating volatility forecasts and empirical distributions in value at risk models. Finanzmarkt und Portfolio-Management (FMPFM) 13 39-55. (Details)
  Dockner, Engelbert, Plank, Manfred, Nishimura, Kazuo. 1999. Markov perfect equilibria for a class of capital accumulation games. Annals of Operations Research 89 215-230. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 1999. Transboundary pollution in a dynamic game model. The Japanese Economic Review 50 443-456. (Details)
1996 Dockner, Engelbert, Long, Ngo Van, Sorger, Gerhard. 1996. Analysis of Nash equilibria in a class of capital accumulation games. Journal of Economic Dynamics and Control 20 1209-1235. (Details)
  Dockner, Engelbert, Sorger, Gerhard. 1996. Existence and properties of equilibria for a dynamic game on productive assets. Journal of Economic Theory 71 209-227. (Details)
  Dockner, Engelbert, Gaunersdorfer, Andrea. 1996. Strategic new product pricing when demand obeys saturation effects. European Journal of Operational Research (EJOR) 90 589-598. (Details)
1995 Neck, Reinhard, Dockner, Engelbert. 1995. Commitment and coordination in a dynamic game model of international economic policy making. Open Economies Review 6 5-28. (Details)
  Wirl, Franz, Dockner, Engelbert. 1995. Leviathan governments and carbon taxes: Costs and potential benefits. European Economic Review 39 1215-1236. (Details)
1994 Dockner, Engelbert, Takahashi, Harutaka. 1994. Stability and entry in a dynamic Cournot market. The Economic Studies Quarterly 45 131-140. (Details)
1993 Dockner, Engelbert, Feichtinger, Gustav. 1993. Cyclical consumption patterns and rational addiction. American Economic Review 83 256-263. (Details)
  Dockner, Engelbert, Feichtinger, Gustav, Mehlmann, Alexander. 1993. Dynamic R & D competition with memory. Journal of Evolutionary Economics 3 145-152. (Details)
  Dockner, Engelbert, Long, Ngo Van. 1993. International pollution control: Cooperative versus non-cooperative strategies. Journal of Environmental Economics and Management 24 13-29. (Details)
1992 Dockner, Engelbert. 1992. A dynamic theory of conjectural variations. Journal of Industrial Economics 40 377-395. (Details)
  Dockner, Engelbert, Jorgensen, Steffen. 1992. New product advertising in dynamic oligopolies. Zeitschrift für Operations Research 36 459-473. (Details)
1991 Dockner, Engelbert, Feichtinger, Gustav, Novak, Andreas J.. 1991. On cyclical production and marketing decisions: An application of Hopf bifurcation theory. International Journal of Systems Science 22 1035-1046. (Details)
  Dockner, Engelbert, Feichtinger, Gustav. 1991. On the optimality of limit cycles in dynamic economic systems. Zeitschrift für Nationalökonomie 53 31-50. (Details)
  Dockner, Engelbert, Haug, Alfred A.. 1991. The Closed-loop motive for voluntary export restraints. Canadian Journal of Economics 24 679-685. (Details)
1990 Feichtinger, Gustav , Dockner, Engelbert. 1990. Capital accumulation, endogenous population growth, and Easterlin cycles. Journal of Population Economics 3 73-87. (Details)
  Dockner, Engelbert, Feichtinger, Gustav. 1990. Oligopolistisches Preismanagement bei Lerneffekten und Überkapazitäten. Zeitschrift für Betriebswirtschaft (ZfB) 60 5-17. (Details)
  Dockner, Engelbert, Takahashi, Harutaka. 1990. On the saddle-point stability for a class of dynamic games. Journal of Optimization Theory and Applications 67 247-258. (Details)
  Dockner, Engelbert, Haug, Alfred A.. 1990. Tariffs and quotas under dynamic duopolistic competition. Journal of International Economics 29 147-159. (Details)
1989 Dockner, Engelbert, Feichtinger, Gustav, Mehlmann, Alexander. 1989. Non-cooperative solutions for a differential game model of fishery. Journal of Economic Dynamics and Control 13 272-291. (Details)
  Dockner, Engelbert, Kaitala, Veijo. 1989. On efficient equilibrium solutions in dynamic games of resource management. Resources and Energy 11 23-34. (Details)
1988 Dockner, Engelbert, Takahashi, Harutaka. 1988. Further turnpike properties for general capital accumulation games. Economics Letters 28 321-325. (Details)
  Dockner, Engelbert. 1988. On the relation between dynamic oligopolistic competition and long-run competitive equilibrium. European Journal of Political Economy 4 47-64. (Details)
  Dockner, Engelbert, Jorgensen, Steffen. 1988. Optimal advertising policies for diffusion models of new product innovation in monopolistic situations. Management Science (MS) 34 119-130. (Details)
  Dockner, Engelbert, Jorgensen, Steffen. 1988. Optimal pricing strategies for new products in dynamic oligopolies. Marketing Science 7 315-334. (Details)
1987 Neck, Reinhard, Dockner, Engelbert. 1987. Can the gains from international cooperation be secured without policy coordination?. Ricerche Economiche XLI 373-391. (Details)
  Neck, Reinhard, Dockner, Engelbert. 1987. Conflict and cooperation in a model of stabilization policies: a differential game approach. Journal of Economic Dynamics and Control 11 153-158. (Details)
1986 Dockner, Engelbert, Sitz, Alfred. 1986. An investigation into Austrian export pricing: Price taking or price setting of a small open economy?. Empirica 13 221-241. (Details)
  Dockner, Engelbert, Feichtinger, Gustav. 1986. Dynamic advertising and pricing in an oligopoly. Journal of Economic Dynamics and Control 10 37-39. (Details)
1985 Feichtinger, Gustav, Dockner, Engelbert. 1985. Optimal pricing in a duopoly: A noncooperative differential games solution. Journal of Optimization Theory and Applications 45 199-218. (Details)
  Dockner, Engelbert. 1985. Optimal pricing in a dynamic duopoly game model. Zeitschrift für Operations Research 29 B1-B16. (Details)
  Dockner, Engelbert, Feichtinger, Gustav, Jorgensen, Steffen . 1985. Tractable classes of non-zerosum open-loop Nash differential games: Theory and examples. Journal of Optimization Theory and Applications 45 179-197. (Details)
1984 Feichtinger, Gustav, Dockner, Engelbert. 1984. A Note on Jorgensen's logarithmic advertising differential game. Zeitschrift für Operations Research 28 133-153. (Details)
  Dockner, Engelbert, Jorgensen, Steffen. 1984. Cooperative and non-cooperative differential game solutions to an investment and pricing problem. Journal of the Operational Research Society 35 731-739. (Details)
  Dockner, Engelbert. 1984. Optimal pricing of a monopoly against a competitive producer. Optimal Control Applications and Methods 5 345-351. (Details)

Chapter in edited volume

2012 Dockner, Engelbert. 2012. Sind Finanzprodukte mit Kapitalgarantie eine attraktive Anlageform?. In: Asset Management, Hrsg. R. Frick, P. Gantenbein und P. Reichling, 271-284. Bern Stuttgart Wien: Haupt. (Details)
2008 Dockner, Engelbert, Gaunersdorfer, Andrea , Jorgensen, Steffen. 2008. Endogenous hrozontal mergers in dynamic markets. In: The Economics of Corporate Governance and Mergers, Hrsg. Klaus Gugler Burcin Yurtoglu, 288-300. Cheltenham UK, Northampton MA, USA: Edward Elgar. (Details)
  Dockner, Engelbert, Neck, Reinhard. 2008. Time consistency, subgame perfectness, solution concepts and information patterns in dynamic models of stabilization policies. In: Quantitative Economic Policy, Hrsg. Reinhard Neck, Christian Richter, Peter Moslechner, 51-101. Berlin Heidelberg: Springer. (Details)
  Dockner, Engelbert. 2008. Welche Vorteile bieten Wertsicherungskonzepte im Fondsmanagement?. In: 20 Fragen zur Geldanlage, Hrsg. Markus Ploner, Christina Pontzen, Shahida Akhtar, 55-65. Salzburg: Eigenverlag. (Details)
2005 Miazhynskaia, Tatiana, Dockner, Engelbert, Frühwirth-Schnatter, Sylvia, Dorffner, Georg. 2005. Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management. In: Adaptive Information Systems and Modelling in Economics and Management Science, Hrsg. A.Taudes, 73-98. Wien: Springer Verlag. (Details)
  Dockner, Engelbert, Sögner, Leopold. 2005. Expectation Formation and Learning in Adaptive Capital Market Models. In: Adaptive Information Systems and Modelling in Economics and Management Science, Hrsg. A. Taudes, 99-112. Wien, New York: Springer. (Details)
2002 Dockner, Engelbert, Gaunersdorfer, Andrea. 2002. Dynamic Oligopolistic Competition and Quasi-Competitive Behavior. In: Optimal Control and Differential Games. Essays in Honor of Steffen Jorgensen, Hrsg. G. Zaccour, 107-120. Dodrecht: Kluwer Academic Publ.. (Details)
1997 Dockner, Engelbert, Feichtinger, Gustav, Prskawetz, Alexia. 1997. Non-linear Dynamics and Predictability in the Austrian Stock Market. In: System Dynamics in Economic and Financial Models, Hrsg. C. Heij, H. Schumacher, B. Hanzon und K. Praagman, 45-62. Chichester, New York, Toronto: Wiley. (Details)
1996 Dockner, Engelbert. 1996. Die Quantifizeirung und Prognose des Marktrisikos. In: Wege zur Ganzheit, Hrsg. G.E. Tichy, H. Matis und F. Scheuch, 799-809. Berlin: Duncker & Humblot. (Details)
1995 Dockner, Engelbert, Neck, Reinhard. 1995. How Can Decentralized Non-Cooperative Stabilization Policies Be Efficient?. In: Macroeconomic Policy Games, Hrsg. A. Riedl, G. Winckler und A. Wörgötter, 41-55. Heidelberg: Physica-Verlag. (Details)
1993 Dockner, Engelbert, Sitz, Alfred. 1993. Integrationseffekte: Folgen der Liberalisierung des Handels mit EFTA- und EG-Ländern . In Ökonomische Konsequenzen eines EG-Beitritts Österreichs, Hrsg. Pichler J.H., 203-219. Berlin: Duncker & Humblot. (Details)
  Dockner, Engelbert. 1993. Turnpike Properties and Comparative Dynamics of General Capital Accumulation Games. In: General Equilibrium, Growth, and Trade II, Hrsg. R. Becker, M. Boldrin, R. Jones und W. Thomson, 352-366. San Diego, New York, Toronto: Academic Press. (Details)
1990 Dockner, Engelbert, Sitz, Alfred. 1990. Marktstruktur und optimale Handelspolitik. In Finanzmarktanalysen, internationaler Handel und Politikkoordination, Hrsg. Pichler J.H., 9-36. Berlin: Duncker & Humblot. (Details)
  Dockner, Engelbert, Sitz, Alfred. 1990. Optimale Geld- und Fiskalpolitik in einer kleinen offenen Volkswirtschaft bei alternativen Wechselkursregimen und strategischen Interdependenzen. In Finanzmarktanalysen,internationaler Handel und Politikkoordination , Hrsg. Pichler J.H., 127-150. Berlin: Duncker & Humblot. (Details)
  Dockner, Engelbert, Sitz, Alfred. 1990. Realwirtschaftliche Konsequenzen von Wechselkurdänderungen. In Finanzmarktanalysen, internationaler Handel und Politikkoordination, Hrsg. Pichler J.H., 49-65. Berlin: Duncker & Humblot. (Details)

Paper presented at an academic conference or symposium

2014 Dockner, Engelbert, Halling, Petra, Randl, Otto. 2014. Fund Promotion and Individual Investors' Fund Flows. European Finance Association 41st Annual Meeting, Lugano, Schweiz, 29.08. (Details)
  Dockner, Engelbert, Halling, Petra, Randl, Otto. 2014. Fund Promotion and Individual Investors' Fund Flows. 2014 FMA European Conference, Maastricht, Niederlande, 13.06. (Details)
2013 Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Promotion and Individual Investors' Fund Flows. Austrian Working Group on Banking and Finance, Wien, Österreich, 22.11.-23.11. (Details)
  Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Promotion and Individual Investors' Fund Flows. Universität Wien Brown Bag Seminar, Wien, Österreich, 16.10. (Details)
2012 Dockner, Engelbert. 2012. Das PMP als Grundstein für das Endowment-Programm der WU. Forschungsvortrag PMP Universität Zürich, Vitznau, Schweiz, 29.05. (Details)
  Dockner, Engelbert. 2012. Discussion of "Real Estate Prices and Firm Capital Stucture" by Dragana Cvijanovic. 39th European Finance Association Meeting, Copenhagen Business School, Dänemark, 15.08-19.08. (Details)
  Dockner, Engelbert. 2012. Discussion of "Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios" by Daniel Paravisini, Veronica Rappoport, and Enrichetta Ravina. 39th European Finance Association Meeting, Copenhagen Business School, Dänemark, 15.08.-19.08.. (Details)
  Dockner, Engelbert. 2012. Promotion and Individual Investors' Fund Flows. Forschungsseminar, Universität Köln, Deutschland, 12.01. (Details)
  Dockner, Engelbert. 2012. Strategic Investments in a Stochastic Market (Keynote Speaker). 12th Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics, Wien, Österreich, 30.05.-02.06. (Details)
2011 Dockner, Engelbert, Zechner, Josef. 2011. Welche strategischen Auswirkungen hat die Schuldenkrise für Euro-Investoren?. Vienna Seminar on Asset Management, Wien, Österreich, 22.11.. (Details)
2010 Kucsera, Denes, Dockner, Engelbert, Rammerstorfer, Margarethe. 2010. The Value and risk Implications of Grid Expansion Investments. Infratrain, 8th course on "Applied Infrastructure Research and Policy Training", Berlin, Deutschland, 4.10-9.10. (Details)
  Kucsera, Denes, Dockner, Engelbert, Rammerstorfer, Margarethe. 2010. Value and Risk Implication of grid Expansion Investments. USAEE/IAEE 29th Nord american conference, Calgary, Kanada, 14.10-16.10. (Details)
2009 De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. Forthcoming. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Brown Bag Seminar, Department of Economics – University of Innsbruck, Innsbruck, Österreich, 15.01. (Details)
2008 De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2008. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. European Winter Finance Summit 2008, Hemsedal, Norwegen, 06.09.- 09.09. (Details)
  De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2008. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Financial Risks, International Financial Research Forum, Paris, Frankreich, 27.03.-28.03. (Details)

Working/discussion paper, preprint

2013 Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Fund Promotion and Individual Investor Fund Flows. WU Working Paper. (Details)
  Dockner, Engelbert, Mayer, Manuel, Zechner, Josef. 2013. Sovereign Bond Risk Premiums. WU Working Paper. (Details)
2012 Dockner, Engelbert, Esfahani, Hamideh, Fadaee, Mehdi. 2012. Do Oligopolistic Firms Benefit from Being Forced to Act Non-Strategically? WU Working Paper. (Details)
  Dockner, Engelbert, Siyahhan, Baran. 2012. Human Capital Investment and the Value of Risky R&D Projects.. (Details)
  Dockner, Engelbert, Maeland, Joril, Miltersen, Kristian. 2012. Interaction Between Dynamic Financing and Growth Options: The Impact of Industry Structures. WU Working Paper. (Details)
  Dockner, Engelbert, Wagener, Florian Oskar Ottokar. 2012. Markov-perfect Nash equilibria in models with a single capital stock. (Details)
  Dockner, Engelbert, Georgiopoulos, Nikolaos. 2012. OPerating Flexibility and Short-Run Risk Dynamics. WU Working Paper. (Details)
  Dockner, Engelbert, Löffler, Clemens. 2012. Rivalry Restraint as Equilibrium Behavior. WU Working Paper. (Details)
  Dockner, Engelbert, Kiener, Richard, Mosburger, Georg. 2012. Strategic product market interaction and asset returns. (Details)
2011 Breinlinger, Luise, Dockner, Engelbert. 2011. Alternative default definitions and the structure of credit spreads. (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2011. Nonlinear versus non-Gaussian volatility models: An empirical analysis across different markets. (Details)
2009 Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2009. Choice of rating technology and price formation in imperfect credit markets. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2009. Private investment of a public project? A multi-period analysis. (Details)
  Dockner, Engelbert, Mosburger, Georg, Schaffhauser-Linzatti, Michaela M.. 2009. The Financial and operating performance of privatized firms in Austria. (Details)
2008 Baltutis, Mindaugas, Dockner, Engelbert. 2008. Do conditional covariance estimates generate value?. (Details)
  Dockner, Engelbert, Siebertova, Zuzana. 2008. Asymmetries in stock returns: GARCH models and outliers. (Details)
2007 Dockner, Engelbert. 2007. Equilibrium loan commitments. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2007. Private investment of a public project? A multi-period analysis. (Details)
2006 Dockner, Engelbert, Siebertova, Zuzana. 2006. Asymmetries in stock returns: GARCH models and outliers. (Details)
2004 Dockner, Engelbert, Popa, Cristian C.. 2004. Optimal central bank policy in a model of systemic risk. (Details)
  Dockner, Engelbert, Moritsch, Hans W.. 2004. Risk trading and banking regulation in a dynamic network model. (Details)
2003 Dockner, Engelbert, Gaunersdorfer, Andrea, Thurner, Stefan. 2003. Asset price dynamics in a model of investors operating on different time horizons. (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2003. On the economic costs of value at risk forecasts. (Details)
2001 Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2001. Time varying skewness. (Details)
2000 Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2000. Nonlinear versus non-gaussian volatility models. (Details)
1987 Dockner, Engelbert, Sitz, Alfred. 1987. Input Costs, Market Structure, and Price Determination of Austrian Export Industries. Ludwig Boltzmann Institut für ökonomische Analysen wirtschaftspolitischer Aktivitäten, Forschungsbericht 87/2. (Details)
1986 Dockner, Engelbert, Sitz, Alfred. 1986. On the Economics of Resource Exporting Countries: Dutch Disease and Optimal Policy. Arbeitshefte Wirtschaftsuniversität Wien, Reihe Volkswirtschaft. (Details)

Unpublished lecture

2015 Dockner, Engelbert, Halling, Petra, Randl, Otto. 2015. Fund Promotion and Individual Investors' Fund Flows.. UT Austin McCombs School of Business Brown Bag Seminar, Austin, USA, 17.02. (Details)
2012 Dockner, Engelbert. 2012. Die aktuelle globale Wirtschaftsentwicklung: Chance oder Gefahr für Privatanleger?. Vorarlberger Finanzdienstleister Forum, Altach, 22.11. (Details)
  Dockner, Engelbert. 2012. Stiftungen und Uni-Endowments zwischen unternehmerischem Renditeanspruch und Risikobegrenzung. 7. Palais Coburg Finanzsymposium, Wien, 08.11. (Details)
  Dockner, Engelbert. 2012. 1. Endowmentgründungspreis an der WU: Entwicklung PMP und EMP. Eröffnung Endowmentzentrum, Parkhotel Vitznau, 02.11. (Details)
  Dockner, Engelbert. 2012. Markt & Macht & Macher. Was bewegen Rating-Agenturen?. FWF Am Puls, Wien, Albert Schweitzer Haus, 19.09. (Details)
  Dockner, Engelbert. 2012. Stiftungen und Uni-Endowments zwischen unternehmerischem Renditeanspruch und Risikobegrenzung. 8. Kapitalmarktgespräche, Palais Coburg, Wien, 18.05. (Details)
  Dockner, Engelbert. 2012. Die Auswirkungen der Schuldenbremsen auf die Finanzmärkte. Investmentforum 25.-26. April, Salzburg, 25.04. (Details)

Projects

2014
PhD Programm: Vienna Graduate School of Finance (2014-2018) (Details)
2010
WU-interne Konferenzen (2010-2011) (Details)
2005
Multivariate volatility models and applications (Details)