2020 Melone, Alessandro, Favero, Carlo Ambrogio. 2020. Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (Details)
2019 D`Acunto, Francesco, Rauter, Thomas, Scheuch, Christoph, Weber, Michael. 2019. Perceived Precautionary Savings Motives: Evidence from FinTech. (Details)
2018 Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. (Details)
  Chaderina, Maria, Mürmann, Alexander, Scheuch, Christoph. 2018. The Dark Side of Liquid Bonds in Fire Sales. (Details)
2017 Bredendiek, Maximilian, Ottonello, Giorgio, Valkanov, Rossen. 2017. Corporate Bond Portfolios and Macroeconomic Uncertainty. (Details)
  Mürmann, Alexander, Rauter, Thomas, Scheuch, Christoph. 2017. Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms. (Details)
  Ottonello, Giorgio, Nagler, Florian. 2017. Structural Changes in Corporate Bond Underpricing. (Details)
  Chaderina, Maria, Scheuch, Christoph. 2017. Why Do Mutual Funds Hold Cash? (Details)
2016 Chaderina, Maria, Tengulov, Angel. 2016. Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence. (Details)
  Ottonello, Giorgio, Jankowitsch, Rainer, Subrahmanyam, Marti. 2016. The Rules of the Rating Game: Market Perception of Corporate Ratings. (Details)
2015 Friewald, Nils, Nagler, Florian, Wagner, Christian. 2015. Debt Refinancing and Equity Returns. (Details)
  Frey, Rüdiger, Hledik, Juraj. 2015. Correlation and Contagion as Sources of Systemic Risk. Working Paper. Institute for Statistics and Mathematics, WU Vienna University of Economics and Business. (Details)
2014 Friewald, Nils, Nagler, Florian. 2014. Dealer Inventory and the Cross-Section of Corporate Bond Returns. (Details)
  Kolm, Julian, Laux, Christian, Loranth, Gyöngyi. 2014. Regulating Bank CEO Compensation and Active Boards. (Details)
  Nagler, Florian. 2014. Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk. (Details)
2013 Dockner, Engelbert, Mayer, Manuel, Zechner, Josef. 2013. Sovereign Bond Risk Premiums. WU Working Paper. (Details)
2011 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2011. Arbitrage-free Scenario Trees for Financial Optimization. (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2011. Inflation Forecasts Using a Nelson-Siegel Representation of Nominal and Real Yields. (Details)
  Mayer, Manuel. Forthcoming. Sovereign Credit Risk and Banking Crises. (Details)
2010 Mayer, Manuel. Forthcoming. Forward Bias Trading in Emerging Markets. (Details)
  Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2010. Scenario Tree Generation and Multi-Asset Financial Optimization Problems. (Details)
  Kiff, John, Kisser, Michael. 2010. Asset Securitization and Optimal Retention. IMF Working Paper WP/10/74. (Details)