2019 Geyer, Alois, Kremslehner, Daniela, Mürmann, Alexander. 2019. Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior. Journal of Risk and Insurance. open access (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2019. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Journal of Econometrics. 212 (1), 221-240. (Details)
2018 Goncharenko, Roman, Pinto, Roberto, Hledik, Juraj. 2018. The dark side of stress tests: Negative effects of information disclosure. Journal of Financial Stability. 37 49-59. open access (Details)
2016 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2016. Inflation Forecasts Extracted from Nominal and Real Yield Curves. Quarterly Review of Economics and Finance 60 (May), 180-188. (Details)
  Geyer, Alois and Lucivjanska, Katarina. 2016. The Black-Litterman Approach and Views from Predictive Regressions: Theory and Implementation. Journal of Portfolio Management 42 (4), 38-48. (Details)
2014 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2014. No-arbitrage bounds for financial scenarios. European Journal of Operational Research (EJOR) 236 (2): 657-663. open access (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2014. No-Arbitrage ROM Simulation. Journal of Economic Dynamics & Control 45, 66-79. (Details)
  Jankowitsch, Rainer, Nagler, Florian, Subrahmanyam, Marti G. 2014. The Determinants of Recovery Rates in the US Corporate Bond Market. Journal of Financial Economics, 114 (1), 155-177. open access (Details)
2013 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2013. Scenario Tree Generation and Multi-Asset Financial Optimization Problems. Operations Research Letters 41 (5): 494-498. open access (Details)
  Kvasnica, Michal, Hledik, Juraj, Rauova, Ivana, Fikar, Miroslav. Forthcoming. Complexity reduction of explicit model predictive control via separation. Automatica (Details)
2010 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2010. No-arbitrage conditions, scenario trees, and multi-asset financial optimization. European Journal of Operational Research (EJOR) 206 (3): 609-613. (Details)
2009 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2009. A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science 6 (2): 187-208. (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2009. Life-cycle Asset Allocation and Consumption Using Stochastic Linear Programming. Journal of Computational Finance 12 (4): 29-50. (Details)
2008 Geyer, Alois, Ziemba, William T.. 2008. The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Operations Research 56 (4): 797-810. (Details)