2019

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 (2016-2019) (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)

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)

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)