PhD Programm: Vienna Graduate School of Finance

Type Research Project

Funding Bodies
  • Austrian Science Fund

Duration March 1, 2014 - Feb. 28, 2018

  • Institute for Financial Research IN (Details)
  • Institute for Finance, Banking and Insurance IN (Details)

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Abstract (German)

Finance-PhD Ausbildung; gefördert vom FWF

Partners

Publications

Journal article

2016 Huang, Rachel, Mürmann, Alexander, Tzeng, Larry. 2016. Hidden Regret in Insurance Markets. Journal of Risk and Insurance 83 (1), 181-216. (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)
2015 Filipovic, Damir, Kremslehner, Robert, Mürmann, Alexander. 2015. Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation. Journal of Risk and Insurance 82 (2): S. 261-288. (Details)