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

fallback portrait photo Bogner, Stefan

Researchers

fallback portrait photo Adhami, Saman
Altay, Sühan
fallback portrait photo Amberger, Harald
fallback portrait photo Amon, Julian
fallback portrait photo Auer, Sylvia
fallback portrait photo Bajons, Robert
fallback portrait photo Bauer, Barbara
fallback portrait photo Baum, Maximilian
Baumüller, Josef
fallback portrait photo Bertl, Romuald
fallback portrait photo Bornemann, Tobias
fallback portrait photo Brand, Rainer
Brezina, Paul
Brightwell, Michael
fallback portrait photo Böhm, Walter
fallback portrait photo Bühler, Wilhelm
fallback portrait photo Büke, Berkay
Cadonna, Annalisa
fallback portrait photo Canbay, Yasemin
fallback portrait photo Celec, Andreas
fallback portrait photo Chaikovskaia, Kira
fallback portrait photo Cuchiero, Christa
fallback portrait photo Damian, Camilla
De Silva, Hannelore
Dockner, Engelbert
fallback portrait photo Donabaum, Matthias
fallback portrait photo Eberhartinger, Eva
fallback portrait photo Egger, Anton
fallback portrait photo Eisl, Alexander
fallback portrait photo Eitermoser, Gregor
Eksi-Altay, Zehra
fallback portrait photo Eszler, Erwin
fallback portrait photo Feiertag, Bernadette
fallback portrait photo Fernbach, Tobias
fallback portrait photo Fissler, Tobias
fallback portrait photo Foltin, Christina
fallback portrait photo Frank, Stefan
fallback portrait photo Fresner, Veronika
Frey, Rüdiger
Frühwirth, Manfred
Frühwirth-Schnatter, Sylvia
Gasser, Stephan
fallback portrait photo Gerchik, Daniil
Geweßler, Katharina
Geyer, Alois
fallback portrait photo Gnan, Phillipp
fallback portrait photo Greve, Jan
Grimm, Dorothea
fallback portrait photo Gruber, Luis
fallback portrait photo Gunnthorsdottir, Anna
fallback portrait photo Hacker, Santra
fallback portrait photo Hamr, Sabrina
fallback portrait photo Handler, Lukas
fallback portrait photo Hanspal, Tobin
Hauser, Michael
fallback portrait photo Hilbert, Sophie
Hill, Daniel
fallback portrait photo Hirk, Rainer
fallback portrait photo Hirschler, Klaus
fallback portrait photo Hlavinova, Jana
fallback portrait photo Hofmarcher, Paul
fallback portrait photo Holzer, Elke
fallback portrait photo Horkel-Wytrzens, Cordula
Hornik, Kurt
Hosszejni, Darjus
fallback portrait photo Hubner, Eva
fallback portrait photo Höfler, Birgit
Höltschl, Elisabeth
fallback portrait photo Hörmann, Franz
Jankowitsch, Rainer
fallback portrait photo Johnson, Kory
fallback portrait photo Kalibera, Tomas
fallback portrait photo Karaba, Samuel
fallback portrait photo Karglmayer, Julia
Kastner, Gregor
fallback portrait photo Katzmayr, Jakob
Kereskényi, Szilvia
fallback portrait photo Kim, Hyemin
Knaus, Peter
fallback portrait photo Knesl, Jan
fallback portrait photo Knesl, Pavel
fallback portrait photo Kostic, Natalija
fallback portrait photo Kounis, Stylianos
fallback portrait photo Kovacova, Gabriela
fallback portrait photo Koval, Borys
fallback portrait photo Kowarsch, Lukas
fallback portrait photo Krakovsky, Maria
fallback portrait photo Kreilinger, Lisa
fallback portrait photo Kremslehner, Daniela
fallback portrait photo Krupitsch, Lukas
fallback portrait photo Kurt, Kevin
fallback portrait photo Köck, Verena
fallback portrait photo Laure, Martin
fallback portrait photo Laux, Christian
fallback portrait photo Leitner, Ruth
fallback portrait photo Leydold, Josef
Leyrer, Patrick
fallback portrait photo Lingo, Manuel
fallback portrait photo Littich, Edith
fallback portrait photo Liu, Mi
fallback portrait photo Loistl, Otto
fallback portrait photo Ludwig, Dominik
fallback portrait photo Luka, Katharina
fallback portrait photo Lutz, Wolfgang
Malinverno, Laura
Malsiner-Walli, Gertraud
fallback portrait photo Matschnig, Michael
fallback portrait photo Mayer, Michael
fallback portrait photo Melone, Alessandro
fallback portrait photo Mikula, Georg
Mittelbach-Hörmanseder, Stéphanie
Molnar, Matthias
fallback portrait photo Moosmann, Anna-Lena
fallback portrait photo Muthsam, Viktoria
fallback portrait photo Mürmann, Alexander
fallback portrait photo Nagel, Herbert
fallback portrait photo Nettekoven, Michaela
fallback portrait photo Neumayer, Martin
Nitschinger, Verena
fallback portrait photo Novosel, Stephanie
fallback portrait photo Novotny-Farkas, Zoltán
Ochs, Christian
fallback portrait photo Padilla Montani, Joaquin
fallback portrait photo Patloch-Kofler, Alexandra
Patloch-Kofler, Markus
fallback portrait photo Pauer, Florian
fallback portrait photo Peham, Lukas
Petutschnig, Matthias
fallback portrait photo Pichler, Stefan
Pietzka, Dennis
fallback portrait photo Poprzen, Luka
fallback portrait photo Posch, Tanja
fallback portrait photo Pratobevera, Giuseppe
Pötzelberger, Klaus
fallback portrait photo Radostics, Werner
Rammerstorfer, Margarethe
fallback portrait photo Randl, Otto
fallback portrait photo Ravera, Davide
Renelt, Christian
fallback portrait photo Reschenhofer, Christoph
Resenig, Kristin
fallback portrait photo Rettig, Sabine
fallback portrait photo Riegler, Christian
fallback portrait photo Rigamonti, Andrea
fallback portrait photo Rigger, Stefan
fallback portrait photo Roider, David
Rudloff, Birgit
fallback portrait photo Sablica, Lukas
Sailer, Mariana
Scheuch, Christoph
Schinnerl, Stefanie
fallback portrait photo Schleritzko, Maximilian
fallback portrait photo Schmidl, Paula
fallback portrait photo Schwendinger, Florian
Simion, Giorgia
fallback portrait photo Sochor, Alexander
fallback portrait photo Springer, Ute
fallback portrait photo Starostin, Gennadiy
fallback portrait photo Steineck, Manuel
fallback portrait photo Stimakovits, Peter
Stoff, Christina
fallback portrait photo Stohl, Günter
fallback portrait photo Stoughton, Neal
Strasser, Helmut
fallback portrait photo Stückler, Karl
Sumerauer, Maria
fallback portrait photo Svaluto-Ferro, Sara
fallback portrait photo Szenkurök, Viktoria
fallback portrait photo Sögner, Leopold
fallback portrait photo Taubländer, Katrin
fallback portrait photo Theil, Michael
fallback portrait photo Topritzhofer, Edgar
fallback portrait photo Uedl, Franziska
fallback portrait photo Uribe Ortiz, Cesar Enrique
Vana, Laura
fallback portrait photo Varlakov, Lyudmil
fallback portrait photo Vidgof, Maxim
Voigt, Stefan
Wagner, Andrea
fallback portrait photo Wagner, Christian
fallback portrait photo Wagner, Clemens
fallback portrait photo Wagner, Eva
Wagner, Kevin
fallback portrait photo Wagner, Teresa
fallback portrait photo Waldsich, Denise
fallback portrait photo Walter, Dominik
fallback portrait photo Wasner, Lukas
fallback portrait photo Weber, Rüdiger
fallback portrait photo Weber, Stephanie
fallback portrait photo Weinhandl, Stefan
Weintögl, Sabine
Weiskirchner-Merten, Katrin
Weiß, Patrick
fallback portrait photo Westerkamp, Arne
fallback portrait photo Winkelbauer, Bernhard
fallback portrait photo Winkler, Gerhard
fallback portrait photo Wlasto, Markus
fallback portrait photo Wurzer, Marcus
fallback portrait photo Yordanov, Vilimir
fallback portrait photo Zartler, Lena
fallback portrait photo Zechner, Josef
fallback portrait photo Zeiner, Daniel
fallback portrait photo Zihr, Georg
fallback portrait photo Zinkl, Daniela
fallback portrait photo Zwick-Pevny, Michael
fallback portrait photo van Bakel-Auer, Katharina

Lectors

fallback portrait photo Bertagnol, Dominik
fallback portrait photo Biais, Bruno
fallback portrait photo Björk, Tomas
fallback portrait photo Bogensberger, Stefan
fallback portrait photo Fraberger, Friedrich
fallback portrait photo Fröhlich, Christoph
fallback portrait photo Gössweiner, Ewald
fallback portrait photo Hauer, Harald
fallback portrait photo Hillinger, Ludwig F.
fallback portrait photo Hofians, Robert
fallback portrait photo Hohlrieder, Martin
fallback portrait photo Hubner, Elmar
fallback portrait photo Höllerschmid, Christian
Kasapovic, Boris
fallback portrait photo Kiener, Richard
fallback portrait photo Koivulehto, Hanna Karoliina
fallback portrait photo Kranner, Stephan
fallback portrait photo Kuntner, Magdalena
fallback portrait photo Leitl, Christoph
fallback portrait photo Leitner, Christoph
fallback portrait photo Lingo, Manuel
fallback portrait photo Loranth, Gyöngyi
fallback portrait photo Mayerhuber, Markus
fallback portrait photo Nagel, Thomas
fallback portrait photo Pühra, Isabel
fallback portrait photo Rainer, Thomas
fallback portrait photo Renner, Elisabeth
fallback portrait photo Rohrer, Leopold
fallback portrait photo Salzberger, Thomas
fallback portrait photo Schereda, Martin
fallback portrait photo Schörghofer, Paul
fallback portrait photo Trappl, Stefan
Weinmayer, Karl
fallback portrait photo Wenzl, Martin
fallback portrait photo Whited, Toni
fallback portrait photo Winkler, Gerhard

Publications

To load publications, click on one of the sections in the menu.

Book (monograph)

Chapter in edited volume

Journal article

Contribution in legal commentary

Encyclopedia article

Working/discussion paper, preprint

Research report, expert opinion

Contribution to conference proceedings

Paper presented at an academic conference or symposium

Magazine/newspaper article

Lecture notes/article in lecture notes

Book or article review

Multimedia

Diploma thesis

Dissertation

Habilitation

Edited book (editorship)

Miscellaneous

Unpublished lecture

Case note

Bachelor thesis

Master thesis

Poster presented at an academic conference or symposium

Textbook

eBook/chapter in eBook

eJournal article

Teaching materials

Media report

Miscellaneous

Forthcoming

Case study

Software

Projects

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)
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)