2020

Equity Duration and Displacement Risk (2020-2021) (Details)

2015

commodity pricing (Details)

2014

PhD Programm: Vienna Graduate School of Finance (2014-2018) (Details)

2011

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

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)

Health Status and Portfolio Choice (2010-2012) (Details)

Testing Dynamic Tradeoff Theory: Evidence from Rebalancing Points (Details)

Testing Dynamic Tradeoff Theory: Evidence from Rebalancing Points (Details)

2009

Including Jump Components in Volatility Modeling (Details)

Time-to-Build and Investment (Details)

Hedge Fund Manager Incentives and Multiple High Water Marks (Details)

Shareholder Monitoring with Strategic Investors (Details)