Innovative and Digital Finance
Willkommen auf der Website der Professur für Innovative and Digital Finance an der Universität Liechtenstein, die aktuell von Prof. Dr. Martin Angerer geleitet wird.
Unsere Professur widmet sich der Erforschung und Gestaltung zukunftsweisender Finanzlösungen. Wir untersuchen die Chancen und Herausforderungen, die sich aus Digitalisierung, neuen Technologien und gesellschaftlichen Entwicklungen für die Finanzwelt ergeben und bringen diese Erkenntnisse in die Lehre und in den Austausch mit der Praxis ein.
Im Zentrum stehen Themen wie Blockchain, Kryptowährungen, FinTech, innovative Finanzprodukte, Impact Finance sowie finanzwirtschaftliche Bildung. Unsere Arbeit ist interdisziplinär, international vernetzt und geprägt von einem hohen Anspruch an wissenschaftliche Relevanz und gesellschaftlichen Nutzen.
In der Lehre stehen forschungsnahe Inhalte, aktuelle Entwicklungen und praxisorientierte Anwendungsbezüge im Vordergrund. Wir gestalten unsere Veranstaltungen interaktiv und studierendenzentriert, auf Bachelor-, Master- und PhD-Stufe ebenso wie in der beruflichen Weiterbildung.
Unser Lehrportfolio reicht von traditionellen Themen wie Financial Markets, Statistics, Academic Writing über Crypto- und Innovative Finance und FinTech bis hin zu Behavioral und Experimental Finance und Critical Thinking. In Weiterbildungsprogrammen wie dem CAS Blockchain & FinTech den wir mit Unterstützung von Bank Frick anbieten oder der Workshopreihe "Innovative Finance Workshop Series" vermitteln wir Fachwissen, das den aktuellen Anforderungen der Finanzwelt gerecht wird, für Studierende, Professionals und Entscheidungsträgerinnen und -träger.
Weitere Informationen: CAS Blockchain & FinTech
Unsere Forschung adressiert aktuelle Trends und strukturelle Veränderungen im Finanzbereich. Wir arbeiten empirisch, experimentell und analytisch und bringen unterschiedliche Perspektiven aus Wirtschaft, Mathematik, Technologie und Bildung zusammen.
Forschungsschwerpunkte:
- Blockchain-Technologie & Kryptowährungsmärkte
- FinTech, Digital Finance & Innovative Finanzprodukte
- Impact Finance & nachhaltige Finanzlösungen
- Behavioral & Experimental Finance
- Mathematische & empirische Finanzwirtschaft
- Finanzökonomie
- Finanzbildung für Kinder und Jugendliche
Unsere Forschung zielt darauf ab, ein vertieftes Verständnis neuer Finanzphänomene zu gewinnen und evidenzbasierte Handlungsempfehlungen für Akteure aus Wissenschaft, Politik und Wirtschaft zu formulieren.
Weitere Informationen: Forschung
Die laufenden Forschungsprojekte greifen Fragestellungen auf, die für die digitale und innovative Weiterentwicklung der Finanzmärkte zentral sind. Eine Auswahl aktueller Themen:
- Liquidität auf Krypto-Märkten: Evidenz aus Intraday-Daten
- Reaktionen auf technologische Upgrades von Kryptowährungen
- Analyse der Wirksamkeit von Finanzbildung in Tansania
- Verhalten von Investoren auf Märkten für fractionalized Assets
- Einheit der Rechnung in Kryptomärkten: Denken Trader in Fiat oder Crypto?
- Risikoaufschläge bei Ereignissen und nicht-konvexe Volatilitätsstrukturen
- Entwicklungen in Währungen
Unsere Projekte entstehen vielfach im Rahmen internationaler Kooperationen und werden durch Drittmittel gefördert oder in enger Zusammenarbeit mit Praxispartnern durchgeführt.
Weitere Informationen: Forschungsprojekte
Der Wissens- und Technologietransfer ist ein zentrales Anliegen unserer Professur. Gemeinsam mit Partnern aus Wirtschaft, Gesellschaft und öffentlichem Sektor gestalten wir neben den obigen Schwerpunkten auch weitere Projekte, die praxisrelevante Fragestellungen mit wissenschaftlicher Tiefe verbinden.
Beispiele aktueller Transferprojekte:
- Entwicklung einer App zur Stärkung der Finanzkompetenz von Kindern und Jugendlichen (Erasmus+)
- Analyse der Standortattraktivität des Finanzplatzes Liechtenstein
- Virtual & Hybrid Learning Environments (E+ Projekt mit Kapsch BusinessCom und der Frankfurt School of Finance and Management)
- Strategieberatung im Kontext von Blockchain-Regulierung und FinTech-Innovation
- Finanzbildungsprogramme an Schulen in Tansania (Erasmus+)
Unsere Projekte sind oft interdisziplinär, international und anwendungsorientiert, mit dem Ziel, echten Mehrwert für alle Beteiligten zu schaffen.
Studienprogramme
Research Labs
Seit 2024 ist die Professur Heimat des Bank Frick Innovative Finance Lab. Ziel dieser Kooperation ist die Förderung von Ausbildung, Weiterbildung und Forschung in den Bereichen Innovative Finance, Blockchain und FinTech.
Die Kooperation wurde bereits 2018 gemeinsam mit Bank Frick initiiert und verknüpft seither akademische Qualität mit praktischer Relevanz. In diesem Rahmen wurden bisher über 120 Weiterbildungsteilnehmende ausgebildet und mehr als ein Dutzend wissenschaftliche Abschlussarbeiten betreut.
Das Lab bietet regelmässig Workshops, Zertifikatslehrgänge und Forschungsimpulse zu aktuellen Entwicklungen im digitalen Finanzwesen.
Das von der Palmary Stiftung finanzierte Mathematik- und Statistik-Lab wird von Dr. Wolfgang Schadner geleitet und bietet Unterstützung bei quantitativen Methoden für Studierende, Forschende und Kooperationspartner.
Das Lab dient als Anlaufstelle für Fragen rund um empirische Analysen, ökonometrische Verfahren, finanzmathematische Modellierung und algorithmisches Trading. Neben der Betreuung von Bachelor- und Masterarbeiten bietet es auch Unterstützung bei eigenen Forschungs- und Transferprojekten.
Freie Sprechzeiten bietet das Lab jeweils dienstags von 13:00 bis 15:00 Uhr (Raum C.216) – ohne Voranmeldung - an.
Die Youth Green Finance Initiative verknüpft digitale Finanzlösungen mit nachhaltiger Entwicklung speziell im Kontext junger Menschen.
Das YGFI Lab, gestiftet von UNICEF Schweiz & Liechtenstein, entwickelt in Kooperation mit dem Liechtensteinischen Bankenverband (LBV), der LLB und der LGT Bank, der LIFE Klimastiftung Liechtenstein und anderen Partnern ein Programm, das Finanzbildung und unternehmerische Tätigkeiten für Jugendliche insbesondere in Sub-Sahara-Afrika fördert.
Das Projekt ist ein Beispiel für wirkungsorientierte Forschung, die gesellschaftliche Herausforderungen adressiert und konkrete finanzielle Handlungskompetenz vermittelt.
Highlight
Ein besonderes Highlight ist die enge Verknüpfung von Forschung, Lehre und Praxis. So fliessen aktuelle Forschungsergebnisse direkt in unsere Lehrveranstaltungen ein und werden über Projekte wie das Bank Frick Lab, die Youth Green Finance Initiative oder die Tansania-Kooperation auch in der Praxis erprobt.
Durch diese Verknüpfung gelingt es uns, zukunftsrelevante Finanzthemen nicht nur akademisch zu untersuchen, sondern auch konkret zur Lösung realer Herausforderungen beizutragen, lokal wie global.
Publikationen
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Angerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2025). The Effect of Different Saving Mechanisms in Pension Saving Behavior: Evidence from a Life-Cycle Experiment. Journal of Risk and Financial Management, 18(5).Weitere
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Angerer, M., Gramlich, M., & Hanke, M. (2025). Order Book Liquidity on Crypto Exchanges. Journal of Risk and Financial Management, 18(3).Weitere
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Shakina, E., Hanke, M., & Ellis, S. (2025). Central Bank Digital Currencies: Experimental Evidence of Deposit Conversion. The B.E. Journal of Economic Analysis & Policy, 25(1), 127.137.Weitere
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Branger, N., Hanke, M., & Weissensteiner, A. (2024). The information content of wheat derivatives regarding the Ukrainian war. Journal of Futures Markets, 44(3), 420-431.Weitere
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Rigamonti, A., & Lucivjanska, K. (2024). Mean-Semivariance Portfolio Optimization Using Minimum Average Partial. Annals of Operations Research, 334, 185-203.Weitere
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Kosolapova, M., Hanke, M., & Weissensteiner, A. (2023). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance, 23(1), 1-17.Weitere
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Kotlarz, P., Hanke, M., & Stöckl, S. (2023). Regime-dependent drivers of the EUR/CHF exchange rate. Swiss Journal of Economics and Statistics, 159(3), 1-18.Weitere
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Mueller, L., Bartel, M., & Schiereck, D. (2023). Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy. Finance Research Letters, 55.Weitere
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Hanke, M., Stöckl, S., & Weissensteiner, A. (2022). Recovering Election Winner Probabilities from Stock Prices. Finance Research Letters, 45, 1-5.Weitere
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Angerer, M., Herrmann-Romero, M., & Szymczak, W. (2022). Losing funds or losing face? Reputation and accountability in the credit rating industry. Journal of Economic Dynamics and Control, 143, 1-32.Weitere
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Stöckl, S., & Rode, M. (2021). The Price of Populism: Financial Market Outcomes of Populist Electoral Success. Journal of Economic Behavior & Organization, 189, 51-83.Weitere
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Walch, A. (2021). SME Funding through Tokenization under the Liechtenstein Token and TT Service Provider Act: Legal Requirements, Market Sentiment and Business Concept. Spektrum des Wirtschaftsrechts, 2021, 161-213.Weitere
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Stöckl, S., & Kaiser, L. (2021). Higher Moments Matter! Cross-sectional (higher) Moments and the Predictability of Stock Returns. Review of Financial Economics, 39(4), 455-481.Weitere
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Angerer, M., Hoffmann, C., Neitzert, F., & Kraus, S. (2021). Objective and Subjective Risks of Investing into Cryptocurrencies. Finance Research Letters, 40(101737).Weitere
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Maran, T., Ravet-Brown, T., Angerer, M., Furtner, M., & Huber, S. (2020). Intelligence Predicts Choice in Decision-Making Strategies. Journal of Behavioral and Experimental Economics, 84(101483).Weitere
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Dangl, T., & Weissensteiner, A. (2020). Optimal portfolios under time-varying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA), 55(4), 1163-1198.Weitere
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Gächter, M., Geiger, M., & Stöckl, S. (2020). Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence. Journal of International Money and Finance, 108.Weitere
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Kaiser, L., & Stöckl, S. (2020). Cryptocurrencies: Herding and the Transfer Currency. Finance Research Letters, 33.Weitere
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Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Political Event Portfolios. Journal of Banking and Finance, 118, 1-18.Weitere
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Angerer, M. (2020). Regulation of retail gasoline prices. Finance Research Letters, 36, 1-8.Weitere
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Rigamonti, A. (2020). Mean-Variance Optimization Is a Good Choice, but for Other Reasons Than You Might Think. Risks, 8(1), 1-29.Weitere
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Hanke, M., Kosolapova, M., & Weissensteiner, A. (2020). COVID-19 and Market Expectations: Evidence from Option-Implied Densities. Economics Letters, 195, 1-4.Weitere
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Rigamonti, A., & Weissensteiner, A. (2020). Asset allocation under predictability and parameter uncertainty using LASSO. Computational Management Science, 17, 179-201.Weitere
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Angerer, M., Dünser, M., Kaiser, L., Peter, G., Stöckl, S., & Veress, A. (2019). What drives our Beer Consumption? In Search of Nutrition Habits and Demographic Patterns. Applied Economics, 51(41), 4539-4550.Weitere
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Weissensteiner, A. (2019). Correlated noise: Why passive investments might improve market efficiency. Journal of Economic Behavior & Organization, 158, 158-172.Weitere
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Niemand, T., Kraus, S., Angerer, M., Thies,Ferdinand, & Mas-Tur, A. (2019). More is not always better—non-linear effects in crowdfunding. International Journal of Quality Innovation, 5(6), 1-10.Weitere
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Angerer, M., & Szymczak, W. (2019). The impact of endogenous and exogenous cash inflows in experimental asset markets. Journal of Economic Behavior & Organization, 166, 216-238.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). The CHF/EUR Exchange Rate during the Swiss National Bank's Minimum Exchange Rate Policy: A Latent Likelihood Approach. Quantitative Finance, 19(1), 1-11.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes. The Journal of Derivatives, 26(4), 128-143.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2018). Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Journal of Financial and Quantitative Analysis (JFQA), 53(6), 2663-2683.Weitere
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Hanke, M., & Penev, S. (2018). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research (EJOR), 265(2), 571-579.Weitere
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Angerer, M., Niemand, T., Kraus, S., & Thies, F. (2018). Risk-reducing options in crowdinvesting: An experimental study. Journal of Small Business Strategy, 28(3), 1-17.Weitere
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Niemand, T., Angerer, M., Thies, F., Kraus, S., & Hebenstreit, R. (2018). Equity crowdfunding across borders: A conjoint experiment. International Journal of Entrepreneurial Behavior & Research, 24(4), 911-932.Weitere
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Weigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research (BuR), 11(1), 173-196.Weitere
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Kraus, S., Burtscher, J., Vallaster, C., & Angerer, M. (2018). Sustainable Entrepreneurship Orientation: A Reflection on Status-Quo Research on Factors Facilitating Responsible Managerial Practices. Sustainability, 10(2).Weitere
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Shakina, E., & Angerer, M. (2018). Coordination and communication during bank runs. Journal of Behavioral and Experimental Finance, 20, 115-130.Weitere
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Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung (ZfbF), 70(3), 209-230.Weitere
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Salahaldin, L., Angerer, M., Kraus, S., & Trabelsi, D. (2018). A duration-based model of crowdfunding project choice. Finance Research Letters, 29, 404-410.Weitere
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Angerer, M., Brem, A., Kraus, S., & Peter, A. (2017). Start-up Funding via Equity Crowdfunding in Germany – A Qualitative Analysis of Success Factors. Journal of Entrepreneurial Finance (JEF), 19(1), 1-33.Weitere
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Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. European Journal of Operational Research (EJOR), 263(2), 510-523.Weitere
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Stöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A risk index for global private investors. The Journal of Risk Finance, 18(2), 214-231.Weitere
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Müller, M. P., Stöckl, S., Zimmermann, S., & Heinrich, B. (2016). Decision Support for IT Investment Projects - A Real Option Analysis Approach Based on Relaxed Assumptions. Business & Information Systems Engineering (BISE), 58(6), 381-396.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2016). Inflation forecasts extracted from nominal and real yield curves. Quarterly Review of Economics and Finance, 60, 180-188.Weitere
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Hanke, M., & Seeber, T. (2016). Die Haftung von Bankvorständen im Zusammenhang mit Auslandskrediten. Zeitschrift für das gesamte Kreditwesen, 69(24), 1231-1233.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2015). Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? Journal of Futures Markets, 35(12), 1103-1116.Weitere
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Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research (EJOR), 236(2), 657-663.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79.Weitere
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Stöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498.Weitere
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Angerer, M., Huber, J., & Kirchler, M. (2013). Trader performance in a market experiment with human and computerized traders. Schmalenbach Business Review : ZFBF, 66(3), 224-244.Weitere
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Hanke, M., & Kirchler, M. (2013). Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation. European Journal of Finance, 19(3), 228-241.Weitere
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Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519.Weitere
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Hanke, M. (2012). Selected aspects of the European sovereign debt crisis. Law and Economics Yearly Review, 1(2), 373-389.Weitere
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Huber, J., Angerer, M., & Kirchler, M. (2011). Experimental Asset Markets with Endogenous Choice of Costly Asymmetric Information. Experimental Economics, 14(2), 223 - 240.Weitere
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Hanke, M., & Schredelseker, K. (2010). Index Funds Should Be Expected to Underperform the Index. Applied Economics Letters, 17(10), 991-994.Weitere
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Angerer, M., Huber, J., Shubik, M., & Sunder, S. (2010). An Economy with Personal Currency: Theory and Evidence. Annals of Finance, 6(4), 475-509.Weitere
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Hanke, M., Huber, J., Kirchler, M., & Sutter, M. (2010). The Economic Consequences of a Tobin Tax - An Experimental Analysis. Journal of Economic Behavior and Organization, 74(1-2), 58-71.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2010). No-Arbitrage Conditions, Scenario Trees, and Multi-Asset Financial Optimization. European Journal of Operational Research, 206(3), 609-613.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2009). A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science, 6(2), 187-208.Weitere
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Hanke, M., & Huber, S. (2009). Curvature, not Second Derivative. Mathematical Spectrum, 41(2), 57-60.Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2009). Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming. Journal of Computational Finance, 12(4), 29-50.Weitere
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Hanke, M., & Hauser, F. (2008). On the Effects of Stock Spam E-mails. Journal of Financial Markets, 11(1), 57-83.Weitere
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Hanke, M. (2006). (K)eine Kunst - Von Grundprinzipien der Finanzwirtschaft und irrationalen Investoren. Oesterreichisches Bankarchiv(1), 1-2.Weitere
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Hanke, M., Spiess, M., & Wachtler, T. (2006). Zur Qualität der Finanzberatung in Tirol - eine empirische Untersuchung. Oesterreichisches Bankarchiv(4), 223-232.Weitere
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Hanke, M. (2005). Pricing Options on Leveraged Equity with Default Risk and Exponentially Increasing, Finite Maturity Debt. Journal of Economic Dynamics and Control, 29(3), 389-421.Weitere
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Hanke, M., & Pötzelberger, K. (2003). Dilution, Anti-Dilution, and Corporate Positions in Options on the Company’s Own Stocks. Quantitative Finance, 3, 405-415.Weitere
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Hanke, M., & Pötzelberger, K. (2002). Consistent Pricing of Warrants and Traded Options. Review of Financial Economics, 11, 63-77.Weitere
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Hanke, M. (2001). Einige Anmerkungen zu Transaktionen in Optionen auf eigene Aktien aus finanzökonomischer Sicht. Der Gesellschafter - Zeitschrift für Gesellschafts- und Unternehmensrecht, 90-96.Weitere
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Hanke, M., & Nettekoven, M. (2001). Melden oder selbst bezahlen? Rationales Verhalten von KFZ-Haftpflichtversicherten und paradoxe Ergebnisse eines neuen Prämienmodells. Journal für Betriebswirtschaft(4), 172-185.Weitere
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Fröhlich, C., & Hanke, M. (2000). Zur Berücksichtigung des impliziten Verwässerungseffekts bei der Bewertung virtueller Optionsprogramme. Die Wirtschaftsprüfung, 53(14), 647-653.Weitere
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Hanke, M. (2000). Neuronale Netze in der Optionsbewertung - eine nichttechnische Einführung. Oesterreichisches Bankarchiv(Sept.), 793-796.Weitere
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Hanke, M., & Pötzelberger, K. (2000). Optionspreiseffekte von Warrant-Emissionen im Black/Scholes-Modell. Financial Markets and Portfolio Management(3), 283-295.Weitere
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Hanke, M., & Pötzelberger, K. (2000). Auswirkungen virtueller Optionsprogramme auf den Aktienkurs. Journal für Betriebswirtschaft(6), 252-258.Weitere
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Hanke, M. (1999). Neural Networks vs. Black/Scholes: An Empirical Comparison of Two Fundamentally Different Option Pricing Methods. Journal of Computational Intelligence in Finance, 7(1), 26-34.Weitere
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Hanke, M. (1999). Adaptive Hybrid Neural Network Option Pricing. Journal of Computational Intelligence in Finance, 7(5), 33-39.Weitere
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Hanke, M., & Leopoldseder, T. (1998). Comparing the Efficiency of Austrian Universities - A Data Envelopment Analysis Approach. Tertiary Education and Management, 4(3), 191-198.Weitere
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Hanke, M. (1997). Neural Network Approximation of Option Pricing Formulas for Analytically Intractable Option Pricing Problems. Journal of Computational Intelligence in Finance, 5(5), 20-27.Weitere
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Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2023). Grundlagen der Finanzierung ( 7 ed.). Wien: Linde Verlag.Weitere
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Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2020). Finanzierung und Investition: verstehen - berechnen - entscheiden ( 6 ed.). Wien: Linde.Weitere
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Angerer, M., & Nettekoven, M. (2015). Übungsbuch zu Grundlagen der Finanzierung ( 1 ed.). Wien: Linde Verlag.Weitere
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Hanke, M. (2003). Credit Risk, Capital Structure, and the Pricing of Equity Options : Springer.Weitere
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Hanke, M. (1998). Optionsbewertung mit Neuronalen Netzen : Peter Lang.Weitere
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Hanke, M. (2024). AIF und Liquiditäts-(risiko-)management aus finanzökonomischer Perspektive. In T. Stern (Ed.), Praxishandbuch Alternative Investmentfonds (pp. 393-405). Wien: Linde Verlag.Weitere
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Angerer, M., Hanke, M., Kirn, T., Preiner, C., Wenz, M., & Amann, M. (2023). Cross-Border Wealth Management. In P. Droege, S. Güldenberg, M. Menichetti & S. Seidel (Eds.), Cross-Border Life and Work. Cham: Springer.Weitere
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Kraus, S., Burtscher, J., Vallaster, C., & Angerer, M. (2018). Sustainable Entrepreneurship Orientation: A Reflection on Status-Quo Research on Factors Facilitating Responsible Managerial Practices Improving Performances of European Crowdfunding Projects. In A. Lindgreen, C. Vallaster, F. Maon, S. Yousafzai & B. Palacios Florencio (Eds.), Sustainable Entrepreneurship: Discovering, Creating and Seizing Opportunities for Blended Value Generation (1 ed., pp. 354): CRC Press Taylor & Francis Group.Weitere
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Hanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).Weitere
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Geyer, A., Hanke, M., & Weissensteiner, A. (2012). Optimale Asset Allocation im Zeitablauf - Ein Überblick über Modelle und Lösungsverfahren. In R. Frick (Ed.), Asset Management (pp. 125-132). Bern: Haupt Verlag.Weitere
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Hanke, M. (2011). Regulatorische Rahmenbedingungen als eine (Mit-)Ursache der Krise. In W. Hummer (Ed.), Die Finanzkrise aus internationaler und österreichischer Sicht (pp. 67-77). Innsbruck: StudienVerlag.Weitere
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Stöckl, S. (2009). Die Riemannsche Vermutung. In M. Wohlgemuth (Ed.), Mathematisch für Anfänger (2 ed., pp. 277-290): Spektrum Verlag.Weitere
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Hanke, M., & Zetzsche, D. A. (2023). §29 Risikomanagement; Verordnungsermächtigung. In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 422-473). Köln: Dr. Otto Schmidt KG.Weitere
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Hanke, M., & Zetzsche, D. A. (2023). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 473-482). Köln: Dr. Otto Schmidt KG.Weitere
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Hanke, M., & Zetzsche, D. A. (2023). Derivateverordnung (DerivateV). In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 2825-2856). Köln: Dr. Otto Schmidt KG.Weitere
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Hanke, M., & Zetzsche, D. (2019). §29 Risikomanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 379-431). Köln: Dr. Otto Schmidt KG.Weitere
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Hanke, M., & Zetzsche, D. (2019). Anhang zu §29: DerivateV. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 431-462). Köln: Dr. Otto Schmidt KG.Weitere
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Hanke, M., & Zetzsche, D. (2019). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 462-470). Köln: Dr. Otto Schmidt KG.Weitere
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Salcher, L., Stöckl, S., & Hanke, M. (2025). Lost in Translation: How Predictability Turns Into Performance. Presented at the 29th International Conference on Macroeconomic Analysis and International Finance, Crete, Greece.Weitere
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Bartel, M., Stöckl, S., & Traut, J. (2025). Are there fences in the global factor zoo?. Presented at the 29th International Conference on Macroeconomic Analysis and International Finance, Crete, Greece.Weitere
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Barroso, P., Bartel, M., & Stöckl, S. (2025). Factor Chasing. Presented at the 29th International Conference on Macroeconomic Analysis and International Finance, Crete, Greece.Weitere
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Bartel, M., Hanke, M., & Petric, S. (2025). FX Factor Momentum Pre- and Post-GFC. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.Weitere
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Angerer, M., Gramlich, M., Hanke, M., & Penev, S. (2025). How to identify the unit of account? An analysis of crypto markets. Presented at the Australasian Finance and Banking Conference, Sydney, Australia.Weitere
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Bartel, M., & Stöckl, S. (2024). How Global is Factor Predictability? Evidence from Nested Factor Momentum. Presented at the Financial Management Association's Annual Meeting.Weitere
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Bartel, M., & Stöckl, S. (2024). How Global is Factor Predictability? Evidence from Nested Factor Momentum. Presented at the Austrian Working Group on Banking and Finance.Weitere
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Bartel, M., Hanke, M., & Petric, S. (2024). Identifikation und Prognose von Bankenkrisen mit KI-Methoden. Presented at the Finance Forum Zurich, Switzerland.Weitere
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Hanke, M., Schadner, W., & Stöckl, S. (2024). Event Risk Premia and Non-convex Volatility Smiles. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.Weitere
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Hanke, M., Bartel, M., & Petric, S. (2024). Crisis Identification and Prediction using Machine Learning: The Case of U.S. Regional Banks. Presented at the Australasian Finance and Banking Conference, Sydney, Australia.Weitere
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Australasian Finance & Banking Conference, Sydney, Australia.Weitere
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 13th Financial Markets and Corporate Governance Conference, Virtual.Weitere
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the FMA European Conference, Aalborg, Denmark.Weitere
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Southern Finance Association Annual Meeting, Fajardo, Puerto Rico.Weitere
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Financial Management Association Annual Meeting, Chicago, United States of America.Weitere
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Salcher, L., & Stöckl, S. (2022). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. Presented at the World Finance Conference, Turin, Italy.Weitere
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Hanke, M. (2022). Estimating Risk Aversion Using Option Prices and Realized Returns. Presented at the Austrian Working Group on Banking and Finance, Klagenfurt.Weitere
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Herrmann-Romero, M., Angerer, M., & Szymczak, W. (2022). Ally or Rival - Information Sharing in Trading Networks. Presented at the World Finance, University of Turin.Weitere
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Herrmann-Romero, M., Angerer, M., & Szymczak, W. (2022). Ally or Rival - Information Sharing in Trading Networks. Presented at the Experimental Finance Conference, University of Bonn.Weitere
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Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the European Conference on Stochastic Optimization & Computational Management Science, Venice, Italy.Weitere
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Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Turin, Italy.Weitere
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Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Frontiers of Factor Investing, Lancaster, UK.Weitere
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Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the International Conference on Operations Research - OR 2022, Karlsruhe, Germany.Weitere
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Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 3rd Financial Economics Meeting, Paris, France.Weitere
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Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the Finance Forum 2022 - Annual Meeting of the Spanish Finance Association, Santiago de Compostela, Spain.Weitere
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Herrmann-Romero, M., Liegl, S., Angerer M., & Stöckl, T. (2022). Golden Eye - How Traders Screen Information. Presented at the World Finance, Turin, Italy.Weitere
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Herrmann-Romero, M., Liegl, S., Angerer M., & Stöckl, T. (2022). Golden Eye - How Traders Screen Information. Presented at the 37. AWG, Klagenfurt, Austria.Weitere
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Gramlich, M., Angerer, M., & Hanke, M. (2022). Order Book Liquidity on Crypto Exchanges. Presented at the World Finance Conference, Torino, Italy.Weitere
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Salcher, L., & Stöckl, S. (2022). Less is More: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the Annual International Conference on Macroeconomic Analysis and International Finance, Rethymno, Greece.Weitere
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Rigamonti, A. (2022). Can Machine Learning make Technical Analysis Work?. Presented at the Forecasting Financial Markets, Milan.Weitere
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Salcher, L., & Stöckl, S. (2022). Less is More: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the European Conference on Stochastic Optimization and Computational Management Science, Venice, Italy.Weitere
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Rigamonti, A., Weissensteiner, A., Ferrari, D., & Paterlini, S. (2021). Smoothed Semicovariance Estimation for Portfolio Selection. Presented at the Joint Conference EWG, CFM & FI BA, Remote.Weitere
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Salcher, L., & Stöckl, S. (2021). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. Presented at the 36th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.Weitere
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Herrmann-Romero, M., Angerer, M., & Szymczak, W. (2021). Ally or Rival - Information Sharing in Trading Networks. Presented at the 36. AWG, Universität Graz.Weitere
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Bartel, M., & Stöckl, S. (2021). International Factor Momentum and Reversals. Presented at the 36th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.Weitere
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Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the The 2nd Shanghai Lixin Virtual Conference on New Frontiers in the Interdisciplinary Research of Finance with Global Finance Journal, Virtual Conference.Weitere
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Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Virtual Conference.Weitere
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Gramlich, M., Angerer, M., & Hanke, M. (2021). Order Book Liquidity on Crypto Exchanges. Presented at the AWG 2021, University of Graz, Austria.Weitere
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Gramlich, M., Angerer, M., & Hanke, M. (2021). Order Book Liquidity on Crypto Exchanges. Presented at the The 3rd Crypto Asset Lab Conference, Milan, Italy.Weitere
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Salcher, L., & Stöckl, S. (2021). Less is More: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the World Finance Conference, Virtual Conference.Weitere
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Herrmann-Romero, M., Angerer, M., & Szymczak, W. (2020). To trust, or not to trust? Information Sharing in Trading Networks. Presented at the 35. AWG Workshop, Universität Graz.Weitere
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Bartel, M., & Stöckl, S. (2020). A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization. Presented at the 35th Workshop of the Austrian Woring Group on Banking and Finance, Virtual Conference.Weitere
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Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Portfolio Rules and Factor Premia under Ambiguity. Presented at the 9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020, electronical (originally scheduled in Geneva, Switzerland).Weitere
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Salcher, L., & Stöckl, S. (2020). Less is more: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the 35th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.Weitere
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Angerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2019). Income uncertainty and retirement savings in different pension systems: An experimental study. Presented at the Experimental Finance 2019, Copenhagen, Denmark.Weitere
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Stöckl, S. (2019). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the INFINITI Conference on International Finance, Glasgow, Scotland.Weitere
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Hanke, M., Stöckl, S., & Weissensteiner, A. (2019). Political Event Portffolios. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire dependence in risk-neutral probabilities of event outcomes. Presented at the Risk: modeling, optimization, and inference, Sydney, Australia.Weitere
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Gächter, M., Geiger, M., & Stöckl, S. (2019). Financial Distress and the Transmission of Macroeconomic Uncertainty: International Evidence. Presented at the 23nd International Conference on Macroeconomic Analysis and International Finance, Rethymno, Greece.Weitere
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Stöckl, S., & Rode, M. (2019). Political Populism and Financial Markets. Presented at the Annual Meeting of the European Public Choice Society 2019, Jerusalem, Israel.Weitere
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Stöckl, S. (2018). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the 31st Australasian Finance & Banking Conference, Sydney, Australia.Weitere
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Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Fifth International Meeting on Experimental and Behavioral Social Sciences, Florence, Italy.Weitere
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Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Experimental Finance 2018, Heidelberg, Germany.Weitere
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Stöckl, S. (2018). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the 2nd INFINITI Conference on International Finance ASIA-PACIFIC, Sydney, Australia.Weitere
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Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Invitation only Workshop on Algorithmic Trading: Impact on Market Behavior.Weitere
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Stöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Presented at the SGF Conference 2017, Zurich, Switzerland.Weitere
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Hanke, M. (2017). Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Presented at the Quantitative Methods in Finance, Sydney, Australia.Weitere
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Stöckl, S. (2017). Financial Turbulence and Aggregate Stock Returns. Presented at the FMA Europe, Lisbon,Portugal.Weitere
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Hanke, M. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Risk:modeling, optimization, and inference, UNSW, Sydney, Australia.Weitere
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Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the Fourth International Meeting on Experimental and Behavioral Social Sciences, Barcelona, Spain.Weitere
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Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the Experimental Finance 2017, Nice, France.Weitere
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Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the ESA World Conference, Vienne, Austria.Weitere
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Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Presented at the Southern Europe Experimental Team’s Meeting, Malta.Weitere
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Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo.Weitere
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Angerer, M., & Peter, G. (2016). Regulation of gasoline prices. Presented at the 7th Southern European Experimental Team (SEET) Conference, St. Julians, Malta.Weitere
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Angerer, M., & Szymczak, W. (2016). The endowment effect on experimental asset markets. Presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo, Norway.Weitere
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Angerer, M., & Peter, G. (2016). Regulation of gasoline prices. Presented at the Third International Meeting on Experimental and Behavioral Social Sciences, Rome.Weitere
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Angerer, M., & Szymczak, W. (2016). The endowment effect on experimental asset markets. Presented at the Experimental Finance 2016, Mannheim, Germany.Weitere
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Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Presented at the Experimental Finance 2016, Mannheim, Germany.Weitere
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Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.Weitere
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Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Presented at the 31. Workshop of the Austrian Working Group on Banking and Finance, Klagenfurt (Austria).Weitere
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Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Vienna Congress on Mathematical Finance, Vienna, Austria.Weitere
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Stöckl, S. (2016). Financial Turbulence and Aggregate Stock Returns. Presented at the 29th Australasian Finance & Banking Conference, Sydney, Australia.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2015). Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach. Presented at the OR 2015 - International Conference on Operations Research, Vienna.Weitere
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Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Presented at the Southern Finance Association, Annual Meeting, Captiva Island, USA.Weitere
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Stöckl, S. (2015). Comoment Factors and the Predictability of Stock Returns. Presented at the Forecasting Financial Markets Conference, Rennes (France).Weitere
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Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Presented at the World Finance Conference, Buenos Aires, Argentina.Weitere
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Hanke, M., & Penev, S. (2015). Comparing Maximum Sharpe Ratios and Incremental Variable Testing. Presented at the Austrian Working Group on Banking and Finance, Graz.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Presented at the 11th International Conference on Computational Management Science, Lisbon.Weitere
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Hanke, M., Poulsen, R., & Weissensteiner, A. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Presented at the Quantitative Methods in Finance Conference 2014, Sydney.Weitere
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Müller, M., Stöckl, S., & Zimmermann, S. (2014). Valuation of Real Options on IT Investments - A Simulation Model based on Modified Assumptions. Presented at the European Conference on Information Systems, Tel Aviv (Israel).Weitere
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Angerer, M., & Peter, G. (2014). Regulation of gasoline price. Presented at the Experimental Finance 2014, Zurich.Weitere
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Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the Finance & Economics Conference 2013, Frankfurt (Germany).Weitere
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Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the 8th EEEcon Workshop 2013, Innsbruck (Austria).Weitere
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Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the World Finance & Banking Symposium 2013, Bejing (China).Weitere
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Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Presented at the 28th Workshop of the Austrian Working Group on Banking and Finance 2013, Vienna (Austria).Weitere
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Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Presented at the 26th Australasian Finance and Banking Conference 2013, Sydney (Australia).Weitere
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Angerer, M., Dünser, M., Kaiser, L., Peter G., Stöckl, S., & Veress, A. (2013). What drives our beer consumption? - In search of nutrition habits and demographic patterns. Presented at the 3rd Beeronomics Conference 2013, York (United Kingdom).Weitere
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Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the 20th Forecasting Financial Markets 2013, Hannover (Germany).Weitere
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Müller, M., Stöckl, S., & Zimmermann, S. (2012). Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks. Presented at the INFORMS Annual Meeting, Phoenix, USA.Weitere
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Angerer, M. (2010). The merits and perils of active information processing. Presented at the Economic Science Association World Meeting, Copenhagen, Denmark.Weitere
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Angerer, M. (2010). Experimental Asset Markets with Endogenous Choice of Costly Information. Presented at the Symposium Experimental Finance, Gothenburg, Sweden.Weitere
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Angerer, M. (2009). An Economy with Personal Currency: Theory and Evidence. Presented at the Campus for Finance, Research Conference, Vallendar, Germany.Weitere
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Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Presented at the MAFIN Managing Financial Instability, Reykjavik, Iceland.Weitere
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Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Presented at the Economic Science Association - European Meeting, Innsbruck, Austria.Weitere
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Angerer, M. (2009). Endogenous Choice of Information Levels and their Impact on Returns in Experimental Financial Markets. Presented at the Acatis Value Seminar, Frankfurt, Germany.Weitere
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Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Presented at the 4th Nordic Conference on Behavioral and Experimental Economics, Oslo, Norway.Weitere
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Angerer, M. (2008). An Economy with Personal Currency: Theory and Evidence. Presented at the 3rd Nordic Conference on Behavioral and Experimental Economics, Copenhagen, Denmark.Weitere
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Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. University of Liechtenstein.Weitere
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Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. University of Liechtenstein.Weitere
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Salcher, L., & Stöckl, S. (2022). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. University of Liechtenstein.Weitere
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Salcher, L., & Stöckl, S. (2022). Less is More: Ranking Information, Estimation Errors and Optimal Portfolios. University of Liechtenstein.Weitere
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Rigamonti, A., Ferrari, D., Weissensteiner, A., & Paterlini, S. (2021). Smoothed Semicovariance Estimation. University of Liechtenstein.Weitere
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Stöckl, S. (2017). Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns. University of Liechtenstein.Weitere
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Panagakou, E., & Stöckl, S. (2016). Hedging Effectiveness of the EURO STOXX 50 Index Futures Contracts. University of Liechtenstein.Weitere
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Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors.Weitere
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Heinrich, B., Müller, M., Stöckl, S., & Zimmermann, S. (2015). Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review.Weitere
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Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. University of Liechtenstein.Weitere
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Stöckl, S. (2015). Comoment Factors and the Predictability of Stock Returns. University of Liechtenstein.Weitere
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Fernandez-Amador, O., & Stöckl, S. (2014). Forecasting Levels of Log Variables in Autoregressive Conditional Heteroskedastic Models.Weitere
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Stöckl, S. (2015). Selected Essays in Financial Economics. Unpublished PhD Thesis, University of Innsbruck, Innsbruck.Weitere
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Angerer, M. (2010). The Role of Information and Design in Experimental Markets. , University of Innsbruck, Innsbruck.Weitere
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Angerer, M. (2008). Endogenous Choice of Information Levels and their Impact on Returns in Experimental Financial Markets. , University of Innsbruck, Innsbruck.Weitere
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Barroso, P., Bartel, M., & Stöckl, S. (2024, Oct. 8). Factor Chasing: How fast is International Capital?. Vienna Graduate School of Finance (VGSF) Brownbag Presentation.Weitere
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Bartel, M. (2024, Nov). Crisis Identification and Prediction using Machine Learning. WU Wien, Austria.Weitere
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Bartel, M., & Petric, S. (2024, May). Crisis Identification and Prediction using Machine Learning. Bank of England.Weitere
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Salcher, L., & Stöckl, S. (2022, May 13). Less is more: Ranking Information, Estimation Errors and Optimal Portfolios. Finance Seminar, University of Neuchatel, Switzerland.Weitere
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Stöckl, S. (2022, April 12). Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns. Finance Research Seminar, University of Konstanz, Konstanz, Germany.Weitere
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Angerer, M. (2019, April, 2-3). Mechanisms for token sales. ANON Blockchain Summit, Vienna, Austria.Weitere
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Angerer, M. (2019, October, 22). Crypto Exchanges - Quo vadis. Blockchain for Finance Forum, Vienna, Austria.Weitere
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Hanke, M. (2019, 13.11.2019). Aktuelle Herausforderungen in der Altersvorsorge. 18. Wirtschaftspolitisches Seminar Alpenrhein, Chur.Weitere
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Stöckl, S. (2016, December 2). Financial Turbulence and Aggregate Stock Returns. Workshop on Pension Finance, Asset-liability Management, Asset Allocation under Parameter Uncertainty, Bolzano, Italy.Weitere
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