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Christoph Leitner

Mag.Dr. Christoph Leitner
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CV

2010
PhD
2007
Master

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2011
Förderpreis der Österreichischen Statisitschen Gesellschaft

Classifications

    No classifications found.

Expertise

    No expertises found.

Activities

No activities found.

Publications

Journal article

2013 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2013. Deriving consensus ratings of the big three rating agencies. Journal of Credit Risk 9 (1): 75-98. open access (Details)
2011 Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2011. Bookmaker consensus and agreement for the UEFA Champions League 2008/09. IMA Journal of Management Mathematics 22 (2): 183-194. (Details)
2010 Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2010. Forecasting sports tournaments by ratings of (prob)abilities: A comparison for the EURO 2008. International Journal of Forecasting 26 (3): 471-481. (Details)
2009 Leitner, Christoph, Mair, Patrick, Paul, Bigit, Wick, Franziska, Mittermaier, Christian, Sycha, Thomas, Ebenbichler, Gerold. 2009. Reliability of posturographic measurements in the assessment of impaired sensorimotor function in chronic low back pain.. Journal of Electromyography & Kinesiology 19 (3): 380-390. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Is Federer Stronger in a Tournament Without Nadal? An Evaluation of Odds and Seedings for Wimbledon 2009. Austrian Journal of Statistics 38 (4): 277-286. (Details)

Chapter in edited volume

2010 Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Pichler, Stefan, Lingo, Manuel, Winkler, Gerhard. 2010. A Latent Variable Approach to Validate Credit Rating Systems. In: Model Risk in Financial Crises, Hrsg. Daniel Rösch and Harald Scheule, 277-296. London: Risk Books. (Details)

Contribution to conference proceedings

2009 Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Forecasting the winner of the UEFA champions league 2008/09.. In Proceedings of the 2nd International Conference on Mathematics in Sport - IMA Sport 2009, Hrsg. Ruud Koning, Phil Scarf, -----. Groningen: The Institute of Mathematics and its Applications. (Details)

Paper presented at an academic conference or symposium

2009 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Consensus Default Probabilities of the Big Three Rating Aencies. 24. Workshop der Austrian Working Group on Banking and Finance, Fachhochschule des bfi Wien, Österreich, 4.12.-5.12. (Details)
  Leitner, Christoph, Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2009. A Latent Variable Approach to Validate Credit Rating Systems. Annual Meeting of the Southern Finance Association, Captiva Island, Vereinigte Staaten/USA, 18.11.-21.11. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Predicting the winner of sports tournaments. Annual Meeting of the Austrian Statistical Society 2009, Wirtschaftsuniversität Wien, Österreich, 21.09.-23.09.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Computational Finance and Financial Engineering, Third R/Rmetrics User and Developer Workshop, Leissingen, Schweiz, 28.06.-02.07.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. The Information Value of Ratings. Konversatorium zum Berufsbild von Mathematikerinnen und Mathematikern: "Finanzmathematik", Universität Wien, Österreich, 10.06.. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Predicting the winner of sports tournaments. 2nd IMA Conference Mathematics in Sports, Groningen, Niederlande, 17.06.-19.06.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Latent Variable Approach to Validate Credit Rating Systems using R. R Finance 2009, Chicago, Vereinigte Staaten/USA, 24.04.-25.04.. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2009. A Latent Variable Approach to Validate Credit Rating Systems. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Extending the Latent Variable Approach to Rating Validation - Including Finite Mixture Distributions and Censored Observations. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04.. (Details)
2008 Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2008. Who is going to win the EURO 2008? Symposion: Statistik und die UEFA-EURO, Johannes Kepler Universität, Linz, Österreich, 26.6.2008. (Details)
  Grün, Bettina, Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Rating Model Validation. Symposium on Rating Model Validation, Oesterreichische Nationalbank, Österreich, 15.05.-15.05. (Details)
  Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. Validation by Means of Benchmarking: A Multi-Rater Approach to Validation. Symposium on Rating Model Validation, Oesterreichische Nationalbank, Österreich, 15.05.-15.05.. (Details)

Working/discussion paper, preprint

2012 Zeileis, Achim, Leitner, Christoph, Hornik, Kurt. 2012. History repeating: Spain beatsGermany in the EURO 2012 final. Working Paper 2012-09, Working Papers in Economics and Statistics, Research Platform Empirical and Experimental Economics, Universität Innsbruck, May 2012. (Details)
2010 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2010. Deriving Consensus Ratings of the Big Three Rating Agencies. Research Report Series, Institute for Statistics and Mathematics, Report 99. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2010. Forecasting the Winner of the FIFA World Cup 2010. Research Report Series, Institute for Statistics and Mathematics, Report 100. (Details)
2009 Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Is Federer Stronger in a Tournament Without Nadal? An Evaluation of Odds and Seedings for Wimbledon 2009. Research Report Series, Department of Statistics and Mathematics, Report 94. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2009. Bookmaker Consensus and Agreement for the UEFA ChampionsLeague 2008/09. Research Report Series, Department of Statistics and Mathematics, Report 88. (Details)
2008 Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Validate Credit Rating Systems. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2008. Predicting the Winner of the EURO 2008 (A Statistical Investigation of Bookmakers Odds). Department of Statistics and Mathematics, Research Report Series, Report 76. (Details)
  Leitner, Christoph, Zeileis, Achim, Hornik, Kurt. 2008. Who is Going to Win the EURO 2008? A Statistical Investigation of Bookmakers Odds. (Details)

Dissertation

2011 Leitner, Christoph. 2011. Modeling Consensus and (Dis)agreement in Rating Processes. Dissertation, WU Vienna University of Economics and Business. (Details)

Diploma thesis

2007 Leitner, Christoph. 2007. Evaluation of banks through their credit ratings. Diplomarbeit, WU Wien. (Details)

Projects

2007
Modelling the rating process and rating validation (2007-2009) (Details)