Research Institute for Capital Markets (ISK)
The Research Institute for Capital Markets (ISK) is a cooperation between WU (Department of Finance, Accounting and Statistic), POK Pühringer Foundation, and ZZ Asset Management. The aim of the Research Institute is to develop strategies and study methods and instruments which contribute to successful asset management for university endowments. Typical research questions include:
The utilization of appropriate investment strategies for both asset and liability portfolio management
The relevance of long-term investment horizons
The implementation of dynamic asset and risk management strategies for the optimization of portfolio returns
The analysis of connections between macro-economic factors and the long term dynamic of the risk premia in different asset classes
Engagement in alternative asset
Announcement of a series of lectures in memory of Engelbert J. Dockner
In April 2017 one of Austria’s most renowned economists, Engelbert Dockner, passed away after a long and serious illness.
In his Ph. D. thesis, Engelbert Dockner derived an elegant stability analysis of two-state optimal control models. Another of his path-breaking contributions is the 'blue bible' on `Differential Games in Economics and Management Science' (joint with Jorgensen, Long and Sorger). For most of his career, he was a professor of finance and worked on diverse topics such as asset pricing, risk dynamics, and financial market structures.
In addition to his deep and broad research interests and his intellectual curiosity, Engelbert Dockner’s trademark was his modest and well-balanced personality. He was highly regarded by his colleagues as an integrative person and arbitrator. After his diagnosis, he accepted his hard fate with equanimity.
To commemorate Engelbert Dockner’s achievements we launch the DOCKNER LECTURES, a series of events that will take place alternatingly at the three universities in Vienna with which he was affiliated during his career. The series will start on April 10th, 2019 at 4 pm, in Böcklsaal at the Vienna University of Technology with a lecture by Prof. Ngo Van Long from McGill University. In 2020 it will be continued with a talk at the University of Vienna, and in 2021 there will be a lecture at the WU Vienna University of Business and Economics.
When: April 10th, 2019
Starting time: 4 pm
Where: Vienna University of Technology - Böcklsaal
Speaker: Prof. Ngo Van Long from McGill University
Organizers: Gustav Feichtinger (Vienna University of Technology), Gerhard Sorger (University of Vienna), Josef Zechner (WU Vienna)
Vienna Symposium on Foreign Exchange Markets
WU Research Institute for Capital Markets (ISK) will organize the second Vienna Symposium on Foreign Exchange Markets, in Vienna at Palais Coburg, August 19-20, 2019.