2019

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 (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 (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 (Details)

Shareholder Monitoring with Strategic Investors (Details)

Profit Persistence, Entry and Exit, Asset Prices (2009-2014) (Details)

Viennese Contributions to Insuring Business Science (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: constructivistic-instrumentalistic approach (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) (Details)

Insuring Business Science: rationalistic-idealistic approach (Details)

Insuring Business Science: empiristic-realistic approach (Details)

Insuring Business Science: constructivistic-instrumentalistic approach (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)

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

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)

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)

1987

Insurability (Details)

1984

Data compression and information reduction in statistical experiments (Details)

1980

Mathematical foundations of asymptotic statistics (Details)