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Publikationen

  • Hanke, M., Poulsen, R., & Weissensteiner, A. (forthcoming). Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Journal of Financial and Quantitative Analysis.

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  • Stöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A risk index for global private investors. Journal of Risk Finance, 18(2), 214-231. (ABDC: C; ABS: 1; VHB: B)

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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, 19(1), 1-33. (VHB: C)

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  • Hanke, M., & Penev, S. (2017). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research, forthcoming. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

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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, 263(2), 510-523. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

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  • Müller, M., 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, 58(6), 381-396. (ABDC: A; ABS: 2; ISI: 3.248; VHB: B)

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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. (ABDC: B; ABS: 2; VHB: B)

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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. (VHB: D)

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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. (ABDC: A; ABS: 3; ISI: 1.378; VHB: B)

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  • Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research, 8(2), 213-238. (VHB: B)

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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. (ABDC: A*; ABS: 3; ISI: 1.339; VHB: A)

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  • Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research, 236(2), 657-663. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

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  • Stöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84.

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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. (ABDC: A; ABS: 2; ISI: 0.936; VHB: B)

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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. (ABDC: B; ABS: 3; ISI: 1.136; VHB: B)

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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. (VHB: B)

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  • Hanke, M. (2012). Selected aspects of the European sovereign debt crisis. Law and Economics Yearly Review, 1(2), 373-389.

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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. (ABDC: A*; ISI: 3.506; VHB: A)

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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. (ABDC: B; ABS: 2)

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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. (ABDC: A*; ABS: 3; ISI: 1.732; VHB: A)

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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. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

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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. (ABDC: B; ABS: 1; ISI: 0.482)

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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. (ABDC: C; ABS: 1; ISI: 0.651; VHB: B)

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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. (ABDC: B; ABS: 1)

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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. (ABDC: A*; ABS: 3; ISI: 2.17; VHB: B)

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  • Hanke, M. (2006). (K)eine Kunst - Von Grundprinzipien der Finanzwirtschaft und irrationalen Investoren. Oesterreichisches Bankarchiv(1), 1-2.

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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.

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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. (ABDC: A*; ABS: 3; ISI: 1.339; VHB: A)

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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. (ABDC: A; ABS: 3; ISI: 1.06; VHB: B)

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  • Hanke, M., & Pötzelberger, K. (2002). Consistent Pricing of Warrants and Traded Options. Review of Financial Economics, 11, 63-77. (ABDC: B; ABS: 1; ISI: 1.989; VHB: B)

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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.

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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. (VHB: C)

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  • Hanke, M. (2000). Neuronale Netze in der Optionsbewertung - eine nichttechnische Einführung. Oesterreichisches Bankarchiv(Sept.), 793-796.

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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. (ABDC: B; VHB: C)

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  • Hanke, M., & Pötzelberger, K. (2000). Auswirkungen virtueller Optionsprogramme auf den Aktienkurs. Journal für Betriebswirtschaft(6), 252-258. (VHB: C)

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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.

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  • Hanke, M. (1999). Adaptive Hybrid Neural Network Option Pricing. Journal of Computational Intelligence in Finance, 7(5), 33-39.

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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.

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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.

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  • Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2015). Finanzierung und Investition: verstehen - berechnen - entscheiden ( 5 ed.). Wien: Linde.

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  • Angerer, M., & Nettekoven, M. (2015). Übungsbuch zu Grundlagen der Finanzierung ( 1 ed.). Wien: Linde Verlag.

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  • Hanke, M. (2003). Credit Risk, Capital Structure, and the Pricing of Equity Options : Springer.

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  • Hanke, M. (1998). Optionsbewertung mit Neuronalen Netzen : Peter Lang.

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  • M. Hanke & J. Huber (Eds.). (2008). Information, Interaction, and (In)Efficiency in Financial Markets. Wien: Linde.

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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).

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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.

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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.

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  • Stöckl, S. (2017). Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns. Paper presented at the FMA Europe, Lisbon (Portugal).

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  • Stöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Paper presented at the SGF Conference 2017, Zurich (Switzerland).

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  • Angerer M., & Peter G. (2016). Regulation of gasoline prices. Paper presented at the 7th Southern European Experimental Team (SEET) Conference.

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  • Angerer M., & Peter G. (2016). Regulation of gasoline prices. Paper presented at the Third International Meeting on Experimental and Behavioral Social Sciences, Rome.

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  • Angerer M., & Szymczak W. (2016). The endowment effect on experimental asset markets. Paper presented at the Experimental Finance 2016, Mannheim.

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  • Szymczak W., & Angerer M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Experimental Finance 2016, Mannheim.

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  • Hanke, M. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Paper presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.

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  • Hanke, M. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Paper presented at the Vienna Congress on Mathematical Finance, Vienna.

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  • Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Southern Europe Experimental Team’s Meeting, Malta.

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  • Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo.

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  • Angerer, M., & Szymczak, W. (2016). The endowment effect on experimental asset markets. Paper presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo.

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  • Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Paper presented at the 31. Workshop of the Austrian Working Group on Banking and Finance, Klagenfurt (Austria).

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  • Stöckl, S. (2016). Financial Turbulence and Aggregate Stock Returns. Paper presented at the 29th Australasian Finance & Banking Conference, Sydney (Australia).

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  • Stöckl, S. (2015). Comoment Factors and the Predictability of Stock Returns. Paper presented at the Forecasting Financial Markets Conference, Rennes (France).

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  • Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Paper presented at the World Finance Conference, Buenos Aires (Argentina).

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  • Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Paper presented at the Southern Finance Association, Annual Meeting, Captiva Island (USA).

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  • Hanke, M. (2015). Comparing Maximum Sharpe Ratios and Incremental Variable Testing. Paper presented at the Austrian Working Group on Banking and Finance, Graz.

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  • Hanke, M. (2015). Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach. Paper presented at the OR 2015, Vienna.

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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. Paper presented at the European Conference on Information Systems, Tel Aviv (Israel).

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  • Angerer M., & Peter G. (2014). Regulation of gasoline price. Paper presented at the Experimental Finance 2014, Zurich.

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  • Hanke, M. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Paper presented at the 11th International Conference on Computational Management Science, Lisbon.

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  • Hanke, M. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Paper presented at the Quantitative Methods in Finance Conference 2014, Sydney.

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  • Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the 20th Forecasting Financial Markets 2013, Hannover (Germany).

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  • Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the Finance & Economics Conference 2013, Frankfurt (Germany).

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  • Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the 8th EEEcon Workshop 2013, Innsbruck (Austria).

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  • Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the World Finance & Banking Symposium 2013, Bejing (China).

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  • Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Paper presented at the 28th Workshop of the Austrian Working Group on Banking and Finance 2013, Vienna (Austria).

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  • Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Paper presented at the 26th Australasian Finance and Banking Conference 2013, Sydney (Australia).

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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. Paper presented at the 3rd Beeronomics Conference 2013, York (United Kingdom).

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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. Paper presented at the INFORMS Annual Meeting, Phoenix, USA.

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  • Angerer M. (2010). The merits and perils of active information processing. Paper presented at the Economic Science Association World Meeting, Copenhagen, Denmark.

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  • Angerer M. (2010). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the Symposium Experimental Finance, Gothenburg, Sweden.

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  • Angerer M. (2009). An Economy with Personal Currency: Theory and Evidence. Paper presented at the Campus for Finance, Research Conference, Vallendar, Germany.

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  • Angerer M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the MAFIN Managing Financial Instability, Reykjavik, Iceland.

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  • Angerer M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the 4th Nordic Conference on Behavioral and Experimental Economics, Oslo, Norway.

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  • Angerer M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the Economic Science Association - European Meeting, Innsbruck, Austria.

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  • Angerer, M. (2008). An Economy with Personal Currency: Theory and Evidence. Paper presented at the 3rd Nordic Conference on Behavioral and Experimental Economics, Copenhagen, Denmark.

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  • Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB: C)

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  • Hanke, M., & Huber, S. (2009). Curvature, not Second Derivative. Mathematical Spectrum, 41(2), 57-60.

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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.

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  • Stöckl, S. (2009). Die Riemannsche Vermutung. In M. Wohlgemuth (Ed.), Mathematisch für Anfänger (2 ed., pp. 277-290): Spektrum Verlag.

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  • Stöckl, S. (2016). Financial Turbulence and Aggregate Stock Returns. Paper presented at the Workshop on Pension Finance, Asset-liability Management, Asset Allocation under Parameter Uncertainty, Bolzano, Italy.

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  • Stöckl,S. (2015). Comoment Factors and the Predictability of Stock Returns. Unpublished. University of Liechtenstein.

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  • Fernandez-Amador, O., & Stöckl, S. (2014). Forecasting Levels of Log Variables in Autoregressive Conditional Heteroskedastic Models. Unpublished.

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  • Stöckl, S., & Kaiser, L. (2017). Higher moments matter! Cross-sectional (higher) moments and the predictability of stock returns. University of Liechtenstein.

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  • Stöckl, S. (2017). Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns. University of Liechtenstein.

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  • Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2017). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra.

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  • Panagakou, E., & Stöckl, S. (2016). Hedging Effectiveness of the EURO STOXX 50 Index Futures Contracts. University of Liechtenstein.

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  • Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. University of Liechtenstein.

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  • Shakina E.;Angerer M. (2016). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study.

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  • Kraus, S., Niemand, T., Angerer, M., & Richter, C. (2016). Successful Crowdfunding: Key Factors for Improving Performances of European Crowdfunding Projects.

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  • Peter, A., Angerer, M., Brem, A., & Kraus, S. (2016). Start-up funding via equity crowdfunding in Germany - A qualitative analysis of success factors.

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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.

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  • Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. University of Liechtenstein.

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  • Angerer M., & Peter G. (2015). Regulation of retail gasoline prices.

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  • Yvonne von Hunnius. (2015, ). So springt der Funke über die Grenze. Denkraum, 3.

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  • Angerer Martin. (2014, ). Der Psychologie der Anleger auf der Spur. Der Monat, 85, 16-17.

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  • Pumhösel Alois. (2016, 20.01.2016). Grenzenlos Geld einsammeln. Der Standard.

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  • Angerer Martin. (2015, 05.09.2015). Crowdfunding - neue Chancen für Unternehmer und Investoren. Wirtschaftregional, p.2-3.

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  • Angerer Martin. (2012, 29.09.2012). Finanztheorie im Erklärungsnotstand. Volksblatt, p.9 - 10.

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  • Stöckl, S. (2015). Selected Essays in Financial Economics. Unpublished PhD Thesis, University of Innsbruck, Innsbruck.

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  • Angerer, M. (2010). The Role of Information and Design in Experimental Markets. , University of Innsbruck, Innsbruck.

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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.

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