fallback portrait photo

Arne Westerkamp

Dr.rer.soc.oec. Arne Westerkamp
Telephone:
+43 1 31336 6341
Email:
Contact information and photo taken from and editable at WU Directory.

CV

since 2012
Research position at Spängler IQAM Invest (part time)
2005-2009
Vienna University, assistant pre-doc

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2013
WU Best Paper Award

Classifications

    No classifications found.

Expertise

  • credit risk, capital structure, portfolio management

Activities

Membership in scientific association
  since 2006 European Finance Association - Member
Reviewer for a scientific journal
  2010 Bankarchiv - referee
Attendance scientific meeting (Conference etc.)
  2010 European Finance Associatioin Annual Meeting - attending

Publications

Journal article

2014 Hayden, Evelyn, Stomper, Alex, Westerkamp, Arne. 2014. Selection versus averaging of logistic credit risk models. Journal of Risk 16 (5), 39-52. (Details)
2012 Giroud, Xavier, Mueller, Holger, Stomper, Alex, Westerkamp, Arne. 2012. Snow and Leverage. Review of Financial Studies, 25 (3), 680-709. open access (Details)

Paper presented at an academic conference or symposium

2015 Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2015. Policy Portfolios When Some Assets are Non-Tradeable. 77th Annual Meeting of the German Academic Association for Business Research (VHB), Wien, Österreich, 27.05.-29.05.. (Details)
2014 Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2014. Policy Portfolios When Some Assets are Non-Tradeable. Austrian Working Group on Banking and Finance, Wien, Österreich, 21.11.-22.11. (Details)
  Westerkamp, Arne. 2014. Discussion of "When chasing the offender hurts the victim: Collateral damage from insider legislation" by Stefan Palan et. al. 29th Workshop Austrian Working Group on Banking and Finance, Wien, Österreich, 21.11.-22.11.. (Details)
2011 Giroud, Xavier, Mueller, Holger, Stomper, Alex, Westerkamp, Arne. 2011. Snow and Leverage. 38th Annual Meeting of the European Finance Association, Stockholm, Schweden, 17.-08-20.08. (Details)
2009 Hayden, Evelyn, Stomper, Alexander, Westerkamp, Arne. 2009. Selection vs. Averaging of Logistic Credit Risk Models. 24. WORKSHOP AUSTRIAN WORKING GROUP ON BANKING & FINANCE 2009, Wien, Österreich, 04.12.-05.12.. (Details)

Working/discussion paper, preprint

2014 Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2014. Policy Portfolios When Some Assets are Non-Tradeable. (Details)

Dissertation

2010 Westerkamp, Arne. 2010. Credit Risk and Corporate Finance. Dissertation, Universität Wien. (Details)

Unpublished lecture

2015 Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2015. Policy Portfolios When Some Assets are Non-Tradeable. Advanced Topics Seminar, BFI Wien, 24.03. (Details)
2014 Giroud, Xavier, Mueller, Holger , Stomper, Alex, Westerkamp, Arne. 2014. Snow and Leverage. Advanced Topics Seminar, Wien, 24.04. (Details)
2013 Giroud, Xavier, Mueller, Holger, Stomper, Alex, Westerkamp, Arne. 2013. Snow and Leverage. Advanced Topics Seminar, BFI Wien, 18.04. (Details)
2012 Giroud, Xavier, Holger, Mueller, Stomper, Alexander, Westerkamp, Arne. 2012. Snow and Leverage. Advanced Topics Seminar, BFI Wien, Wien, 29.03. (Details)
2010 Westerkamp, Arne. 2010. Corporate Bonds and Portfolio Management. WU Competence Day, Vienna, Austria, 18.11. (Details)

Projects

2013
World Market Portfolio for the Analysis of Risk Premia (Details)
Parametric Asset Allocation (2013-2016) (Details)
2010
Optionspreise und Unternehmensanleihen (2010-2013) (Details)
2009
Dynamische Asset Allocation & Bonds (2009-2011) (Details)