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Vienna University of Economics and Business (WU)
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Departments (KN)
- Finance, Accounting and Statistics (DP)
- Information Systems and Operations Management (DP)
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Management (DP)
- Business Education (IN)
- Human Resource Management (IN)
- Change Management and Management Development (IN)
- Institute for Gender and Diversity in Organizations (IN)
- Interdisciplinary Institute for Management and Organizational Behavior (IN)
- Institute for Nonprofit Management (IN)
- Institute for Public Management and Governance (IN)
- Institute for Organization Studies (IN)
- Marketing (DP)
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Strategy and Innovation (DP)
- Corporate Governance (IN)
- Institute for Business Policy and Planning (IN)
- Entrepreneurship and Innovation (IN)
- Institute for Organization Design (IN)
- Strategy, Technology and Organization (IN)
- Strategic Management (IN)
- Institute for Strategy and Managerial Accounting (IN)
- Institute for Higher Education Management (IN)
- Institute for Markets and Strategy (IN)
- Global Business and Trade (DP)
- Public Law and Tax Law (DP)
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Department of Private Law (DP)
- Institute for Business Law (IN)
- Institute for Austrian and European Labor Law and Social Security Law (IN)
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Institute for Civil Law and Civil Procedure (IN)
- Civil Law and Civil Procedure I (AB)
- Civil Law and Civil Procedure II (Kodek) (AB)
- Civil Law and Civil Procedure III (Financial Market Law) (AB)
- Civil Law and Civil Procedure IV (Spitzer) (AB)
- Civil Law and Civil Procedure V (Civil, Business and Insolvency Law) (AB)
- Civil Law and Civil Procedure Group VI (AB)
- Department of Foreign Language Business Communication (DP)
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Department of Socioeconomics (DP)
- Institute for Law and Governance (IN)
- Institute for Ecological Economics (IN)
- Institute for Social Change and Sustainability (IN)
- Institute for Multi-Level Governance and Development (IN)
- Institute for Managing Sustainability (IN)
- Institute for Social Policy (IN)
- Institute for Sociology and Social Research (IN)
- Institute for Economic Geography and GIScience (IN)
- Institute for Economic and Social History (IN)
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Department of Economics (DP)
- Institute for Macroeconomics (IN)
- Institute for Heterodox Economics (IN)
- Institute for Economic Policy and Industrial Economics (IN)
- Institute for Analytical Economics (IN)
- Institute for Quantitative Economics (IN)
- Institute for International Economics and Development (IN)
- Institute for Labor Economics (IN)
- Institute for Public Sector Economics (IN)
- Institute for International Economics (IN)
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Research Institutes (KN)
- Research Institute for Economics of Aging (FI)
- Research Institute for European Affairs (FI)
- Research Institute for Family Business (FI)
- Research Institute for Liberal Professions (FI)
- Research Institute for International Taxation (FI)
- Research Institute for Cooperation and Cooperatives (FI)
- Research Institute for Cryptoeconomics (FI)
- Research Institute for CEE Legal Studies (FI)
- Research Institute for Spatial and Real Estate Economics (FI)
- Research Institute for Computational Methods (FI)
- Research Institute for Regulatory Economics (FI)
- Research Institute for Capital Markets (FI)
- Research Institute for Supply Chain Management (FI)
- Research Institute for Urban Management and Governance (FI)
- Economics of Inequality (FI)
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Competence Centers (KN)
- Competence Center for Emerging Markets and CEE (WE)
- Competence Center for Empirical Research Methods (WE)
- Competence Center for Experimental Research (WE)
- Competence Center for Nonprofit Organizations and Social Entrepreneurship (WE)
- Competence Center for Sustainability Transformation and Responsibility (WE)
- WU Entrepreneurship Center (WE)
- Competence Center for Business Languages (WE)
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Departments (KN)
Finance, Accounting and Statistics
- Tel.:
- +43 1 31336 6300
- Address:
Gebäude D3, D4
Welthandelsplatz 1
1020 Wien- Homepage:
- http://www.wu.ac.at/fas
- OrgID
- 3799, DP
Faculty
Head
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Bogner, Stefan |
Researchers
Lectors
Publications
Projects
- 2021
- Insurance Business - The Epistemological-Ontological Perspective: Rationalistic-Idealistic Conceptions (2021-2024) (Details)
- 2020
- Vienna Graduate School on Computational Optimization (2020-2024) (Details)
- Multivariate ordinal regression models for enhanced credit risk modeling (2020-2022) (Details)
- Cash Flow Timing and Displacement Risk (2020-2021) (Details)
- Savings for Vulnerable Groups (2020-2021) (Details)
- 2019
- Pro-Environmental Behavior in Tourism (2019-2022) (Details)
- High-dimensional statistical learning: New methods to advance economic and sustainability policies (2019-2023) (Details)
- Dynamic measures of systemic risk (2019-2023) (Details)
- 2018
- Dynamic uncertainty modeling (2018-2021) (Details)
- 2017
- Macroprudential bank regulation: a continuous time approach (2017-2021) (Details)
- Political Connections and Firms' in CEEC (2017-2019) (Details)
- Portfolio Management Program (2017-2018) (Details)
- Factor Analysis of Emerging Market Bond Funds (2017-2019) (Details)
- Differentiation, Systematiziation and Quantification of Moral Risk in the Insurance Business (2017-2024) (Details)
- Why Do Mutual Funds Hold Cash? (2017-2018) (Details)
- 2016
- Shrinking and Regularizing Finite Mixture Models (2016-2021) (Details)
- The Dark Side of Liquid Bonds in Fire Sales (2016-2018) (Details)
- Digital Distribution Models/FinTechs in the Insurance Industry (2016-2024) (Details)
- 2015
- Textual Analysis in Accounting Research (2015-2016) (Details)
- Selection Effects Caused by Net Risk Premiums in Insurance Remunerations (2015-2024) (Details)
- commodity pricing (Details)
- 2014
- Policy Portfolios (2014-2015) (Details)
- Attitudes towards Risk and Demand for Insurance by One-Person Businesses in Austria (2014-2024) (Details)
- PhD Programm: Vienna Graduate School of Finance (2014-2018) (Details)
- Performance-Related Net Risk Premiums in Insurance Remunerations (2014-2024) (Details)
- 2013
- World Market Portfolio for the Analysis of Risk Premia (Details)
- Promotion and Individual Investor Fund Flows (2013-2014) (Details)
- Manipulation Incentives in Interest Rate Fixings: An Analysis of Libor and Euribor (2013-2014) (Details)
- Roll-over Risk and the Dynamics of Liquidity, Leverage and Maturity of Debt (2013-2018) (Details)
- Parametric Asset Allocation (2013-2016) (Details)
- 2012
- The Determinants of Recovery Rates in the US Corporate Bond Market (2012-2015) (Details)
- Spängler IQAM Invest Research Center (2012-2021) (Details)
- Liquidity in the Securitized Product Market (2012-2014) (Details)
- Trust in Auditing (Details)
- 2011
- Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (2011-2014) (Details)
- Political Connections and Firms' Performance in CEEC (2011-2014) (Details)
- Equilibrium Effects of Liquidity Constraints (Details)
- Optimal portfolio selection in incomplete markets (Details)
- Is Corporate Commercial Paper really special? Evidence from Liquidity Squeezes (Details)
- PhD Programm: Vienna Graduate School of Finance (2011-2014) (Details)
- Modeling inflation based on nominal and real bond yields (Details)
- Do Empty Creditors Matter? Evidence from Distressed Exchange Offers (Details)
- 2010
- Optionspreise und Unternehmensanleihen (2010-2013) (Details)
- Arbitrage-free scenario trees for financial optimization (2010-2013) (Details)
- Market Based Costs of Financial Distress (Details)
- Growth Opportunities, Cash Holdings and Payout Policy (Details)
- Loand Sales and Lending Relationships (Details)
- WU-interne Konferenzen (2010-2011) (Details)
- Modeling Market Implied Ratings (2010-2012) (Details)
- Health Status and Portfolio Choice (2010-2012) (Details)
- WU Project (2010-2011) (Details)
- Testing Dynamic Tradeoff Theory: Evidence from Rebalancing Points (Details)
- Testing Dynamic Tradeoff Theory: Evidence from Rebalancing Points (Details)
- 2009
- Dynamische Asset Allocation & Bonds (2009-2011) (Details)
- Including Jump Components in Volatility Modeling (Details)
- Time-to-Build and Investment (Details)
- Hedge Fund Manager Incentives and Multiple High Water Marks (Details)
- Viennese Contributions to Securing Business Science (2009-2024) (Details)
- Shareholder Monitoring with Strategic Investors (Details)
- Profit Persistence, Entry and Exit, Asset Prices (2009-2014) (Details)
- Viennese Contributions to Insuring Business Science (2009-2024) (Details)
- 2008
- IRT Software for Health Outcomes and Behavioral Cancer Research (2008-2011) (Details)
- Price Dispersion in OTC Markets and Corporate Bond Liquidity (2008-2009) (Details)
- About the impact of provisions on profit and loss (Details)
- decision modelling of the recruiting decision for finance and accounting jobs (Details)
- Analysis of performance-dependent fund fees (Details)
- Language Technologies for Lifelong Learning (2008-2011) (Details)
- Securing Business Science: Fundamentals (Theory of Science, Methodology) (2008-2024) (Details)
- Securing Business Science: rationalistic-idealistic approach (2008-2024) (Details)
- Securing Business Science: empiristic-realistic approach (2008-2024) (Details)
- Securing Business Science: constructivistic-instrumentalistic approach (2008-2024) (Details)
- National Research Network The Austrian Center for Labor Economics and the Analysis of the Welfare State, Project Bayesian Econometrics (FWF S10309-G14) (2008-2014) (Details)
- 2007
- Cognitive Hierarchy in the one-shot Minimizer Game (2007-2008) (Details)
- Modelling Unobserved Heterogeneity Using Mixtures (2007-2010) (Details)
- Modelling the rating process and rating validation (2007-2009) (Details)
- 1st International Conference on Advances and Systems Research (2007-2007) (Details)
- Microsimulation Model (2007-2014) (Details)
- WWTF-Science Chair for Mathematics and Finance (2007-2012) (Details)
- 19th International Conference on System Research, Informatic and Cybernetics (2007-2007) (Details)
- Insuring Business Science: Fundamentals (Theory of Science, Methodology) (2007-2024) (Details)
- Insuring Business Science: rationalistic-idealistic approach (2007-2024) (Details)
- Insuring Business Science: empiristic-realistic approach (2007-2024) (Details)
- Insuring Business Science: constructivistic-instrumentalistic approach (2007-2024) (Details)
- 2006
- 18th International Conference on System Research, Informatic and Cybernetics (2006-2006) (Details)
- Validation of Rating Systems (2006-2007) (Details)
- European Financial Management Association, Annual Meeting 2007 (2006-2007) (Details)
- 2005
- Mathematics and Credit Risk (2005-2009) (Details)
- Multivariate volatility models and applications (Details)
- Pricing and Hedging (Details)
- Life-cycle Portfolio Management (2005-2010) (Details)
- Common structures in spatial econometrics (2005-2007) (Details)
- 2004
- Rating validation for rating systems (2004-2005) (Details)
- Active credit portfolio management (2004-2005) (Details)
- Internationalisation of Accounting and Authoratative Principle (Details)
- Rating Methodology for Corporates using Logit-Models (2004-2004) (Details)
- Business Reporting for RTOs (2004-2004) (Details)
- A computational environment for mining association rules and frequent item sets in R (2004-2008) (Details)
- Algorithms for computing experimental designs for uncontrolled independent variables (2004-2005) (Details)
- 2003
- OPTIMAL DESIGN FOR CORRELATED PROCESSES AND ITS ROLE IN SPATIAL STATISTICS (2003-2005) (Details)
- International Workshop Data Integration and Record Matching, Vienna (2003-2003) (Details)
- Random Variate Generation and Markov Chain Monte Carlo (2003-2006) (Details)
- F 2011 - International Tax and Business Finance (Hybrid Cross Border Finance) (2003-2010) (Details)
- InterSymp. Special Focus Symposium on Catallactics: Quantitative Modelling of Human Market Interactions (2003-2008) (Details)
- Review of Finance (2003-2012) (Details)
- Characteristics and economic consequences of insurance fraud (2003-2006) (Details)
- International workshop on financial modelling (2003-2003) (Details)
- 2002
- The Austrian market for insurance: an analysis (2002-2010) (Details)
- International taxation of hybrid finance (2002-2005) (Details)
- 2001
- DIECOFIS - Development of a system of indicators on competitiveness and fiscal impact on enterprises performance (2001-2003) (Details)
- Further investigation of the catallactic market model (2001-2004) (Details)
- Asset management standards: Corporate governance for asset management (2001-2002) (Details)
- Tax planning of cross-border donations and inheritances (2001-2003) (Details)
- Basel II: Cooperation workshop with investment professionals (2001-2003) (Details)
- Marketing of insurance products (2001-2010) (Details)
- Introduction of the e-card - Evaluation of the trial operation (2001-2006) (Details)
- mODa6, 6th International Workshop on Model-Oriented Design and Analysis (2001-2001) (Details)
- Cooperation workshop with investment professionals (2001-2002) (Details)
- After-sales-marketing in private banking (2001-2002) (Details)
- Analysis of Euro-government yield-spreads (2001-2005) (Details)
- Empirical analysis of models for pricing sovereign bonds (2001-2002) (Details)
- E-government in the European Union (2001-2002) (Details)
- Risk analysis of interest rate models (2001-2002) (Details)
- 2000
- International equity listings and stock exchange competition (2000-2002) (Details)
- Mergers and acquisitions in the banking industry (2000-2001) (Details)
- Multi-subject longitudinal models with random coefficients and patterned correlation structure (2000-2003) (Details)
- Clustering (financial) time series according to their predictability by automatically chosen predictors (2000-2002) (Details)
- Eigenvectors of Graph-Laplace-Operators (2000-2003) (Details)
- Risk management concepts for universities (2000-2004) (Details)
- Boundary Crossing Probability (2000-2010) (Details)
- 1999
- Automatic random variate generation (1999-2003) (Details)
- New organisational forms: Devolvement of responsibilities and its impact on the firm. A comparative analysis of Austria, Germany and Sweden at the example of the human resource function (1999-2002) (Details)
- Studying progress: An event history analysis (1999-2002) (Details)
- Transformation of the finance sector in Croatia (1999-2000) (Details)
- Forecasting foreign exchange rates using high frequency data (1999-2002) (Details)
- Entwicklung von Versicherungsmärkten in Osteuropa (1999-2010) (Details)
- Estimating the term structure for USA, UK, Japan, Germany and Austria using daily bond prices (1999-1999) (Details)
- Growth and employment in Europe: Sustainability and competitiveness (1999-2010) (Details)
- Quality management in health care (1999-2005) (Details)
- Conjoint analysis using tools from state space modelling (1999-2000) (Details)
- 1998
- Stochastic optimization of multi-period asset allocation problems (1998-2010) (Details)
- Performance measurement (1998-1999) (Details)
- Young entrepreneurs 2000 (1998-1998) (Details)
- DCF valuation (1998-2002) (Details)
- The effects of customer satisfaction on the return of banks (1998-2001) (Details)
- Community law and taxation procedure (1998-1999) (Details)
- External effects of the 3-I.A. - Academy of Power Management (1998-1998) (Details)
- Planning of the legal form of transnational enterprises (1998-1999) (Details)
- EU eastern enlargement (1998-2010) (Details)
- Component based corporate planning system (1998-2010) (Details)
- Reliability of EDP in accounting (1998-2010) (Details)
- Variants of services in the area of personal loans (1998-1998) (Details)
- Interactive web-based learning environment for the social sciences (1998-2010) (Details)
- Bayesian methods for Markov switching time series models (1998-2000) (Details)
- 1997
- Industry sector experts as an information source for banks for their creditworthiness evaluation of companies (1997-1998) (Details)
- Models of a certification system for hospitals - assumptions for an Austrian model (1997-1999) (Details)
- Robust process control techniques (1997-1998) (Details)
- Adaptive modelling in economics and management science (1997-2003) (Details)
- Adaptive information systems and modelling in economics and management science - Initiative 5: Artificial factory (1997-2003) (Details)
- Adaptive information systems and modelling in economics and management science (1997-2002) (Details)
- Insurability and its limits. Analysis and systematization on the basis of epistemology and ontology (1997-2024) (Details)
- Quality management in insurance companies (1997-2001) (Details)
- Aggregation problems in the context of value-at-risk (1997-1998) (Details)
- Multiperiod asset returns (1997-1998) (Details)
- Tax optimized insolvency - accounting and taxation of an insolvent international enterprise (1997-1999) (Details)
- The analysis of rank order preference data based on Bradley-Terry type models (Details)
- Evalution of German Stock Corporation`sCapital Market Communication (1997-1997) (Details)
- Adaptive Modelling - Market segmentation and product positioning (1997-2003) (Details)
- 1996
- Annual statement of accounts and tax law (1996-1998) (Details)
- Robustness of PLS for estimating latent structure models (1996-1998) (Details)
- Risk management. Processes of risk identification and risk assessment (1996-2010) (Details)
- 1995
- Scientific Basis of Insurance Business Administration Studies (1995-2024) (Details)
- Construction of WBI 30 Performance Index (1995-1995) (Details)
- 1994
- Selection and implementation of statistical methods for dynamic account data analysis for monitoring of creditworthiness of corporates (1994-1998) (Details)
- Estimation and testing the multifactor Cox-Ingersoll-Ross model of the term structure (1994-1999) (Details)
- Insurance Production Theory (1994-2024) (Details)
- Concept of Insurance / Redistribution Effecs in Private Insurance (1994-2024) (Details)
- Scientific Support of DAX and REX (1994-2000) (Details)
- Creation of a Guideline for DAX-Calculation (1994-1994) (Details)
- 1992
- The European insurance market and the insurance company (1992-1997) (Details)
- Portfolio selection under state-dependent return distributions (1992-1999) (Details)
- Transformational leadership and performance (1992-1998) (Details)
- 1990
- Quantization (1990-2010) (Details)
- 1989
- Theoretical Insurance Models (1989-2024) (Details)
- 1987
- Insurance of Natural Disaster Risks / Ecology and Insurance (1987-2024) (Details)
- Insurability (1987-2024) (Details)
- 1986
- Risk Management: Theory and Empirical Research (1986-2024) (Details)
- The Austrian Insurance Industry as Object of Empirical Business Research (1986-2024) (Details)
- 1984
- Data compression and information reduction in statistical experiments (Details)
- 1980
- Mathematical foundations of asymptotic statistics (Details)