uni.liPersonenverzeichnis

Dr. Alex Weissensteiner

Tätigkeit
Alex Weissensteiner ist Professor in Betrieblicher Finanzwirtschaftslehre an der Freien Universität Bozen.
Zu seinen Forschungsschwerpunkten gehören Investitionsentscheidungen (Asset Allokation, Asset-liability Management) unter Berücksichtigung von Parameterunsicherheit, Pension Finance, Mikrostrukturmodelle, Währungsprognosen.
In den Jahren 2013-2014 war Alex Weissensteiner Leiter des Lehrstuhl "Financial Engineering" an der Technischen Universität von Dänemark (DTU).
Chipkartenfoto
Veranstaltungen im WS 19/20
  • Dangl T., W. A. (in press). Optimal portfolios under timevarying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA). (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; FT_2016 50_2016: 21; ISI_2018: 2.266; VHB_3: A)

    details
  • 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. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ISI_2016: 0.96; ISI_2016_5year: 1.06; VHB_3: B)

    details
  • Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Event Probabilities. The Journal of Derivatives, 26(4), 128-143. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 2; VHB_3: B)

    details
  • Weissensteiner, A. (2019). Correlated noise: Why passive investments might improve market efficiency. Journal of economic behavior & organization (JEBO), 158, 158-172. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: A)

    details
  • 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. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; FT_2016 50_2016: 21; ISI_2018: 2.266; VHB_3: A)

    details
  • 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. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

    details
  • 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_2016: B; ABDC_2019: B; ABS_2018: 2; ISI_2016: 0.104; VHB_3: B)

    details
  • 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_2016: A; ABDC_2019: A; ABS_2018: 3; ISI_2016: 1.291; ISI_2016_5year: 1.378; ISI_2018: 1.449; VHB_3: B)

    details
  • Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research (EJOR), 236(2), 657-663. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

    details
  • Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1; ISI_2016_5year: 1.339; ISI_2018: 1.502; VHB_3: A)

    details
  • Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB_3: D)

    details
  • Hanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).

    details
  • 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.

    details
  • Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Political Event Portfolios. University of Liechtenstein.

    details
  • Dangl T., W. A. (in press). Optimal portfolios under timevarying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA). (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; FT_2016 50_2016: 21; ISI_2018: 2.266; VHB_3: A)

    details
  • 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. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ISI_2016: 0.96; ISI_2016_5year: 1.06; VHB_3: B)

    details
  • Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Event Probabilities. The Journal of Derivatives, 26(4), 128-143. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 2; VHB_3: B)

    details
  • Weissensteiner, A. (2019). Correlated noise: Why passive investments might improve market efficiency. Journal of economic behavior & organization (JEBO), 158, 158-172. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: A)

    details
  • 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. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; FT_2016 50_2016: 21; ISI_2018: 2.266; VHB_3: A)

    details
  • 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. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

    details
  • 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_2016: B; ABDC_2019: B; ABS_2018: 2; ISI_2016: 0.104; VHB_3: B)

    details
  • 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_2016: A; ABDC_2019: A; ABS_2018: 3; ISI_2016: 1.291; ISI_2016_5year: 1.378; ISI_2018: 1.449; VHB_3: B)

    details
  • Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research (EJOR), 236(2), 657-663. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

    details
  • Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1; ISI_2016_5year: 1.339; ISI_2018: 1.502; VHB_3: A)

    details
  • Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB_3: D)

    details
  • Hanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).

    details
  • 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.

    details
  • Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Political Event Portfolios. University of Liechtenstein.

    details