PhD Programm: Vienna Graduate School of Finance
Type Research Project
Funding Bodies
- Austrian Science Fund
Duration March 1, 2014 - Feb. 28, 2018
Tags
Press 'enter' for creating the tagAbstract (German)
Finance-PhD Ausbildung; gefördert vom FWF
Partners
- Universität Wien - Austria
- Institute for Advanced Research - Austria http://www.ihs.ac.at/
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) |