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

Submission for VSFX 2023 open

We welcome submissions for the Vienna Symposium on Foreign Exchange Markets (VFSX) 2023. The symposium will be held at the Palais Coburg in Vienna from August 14-15.

Topics
FX risk premia, FX strategies, FX valuation, FX and monetary policy, Emerging Market currencies, currency pegs, FX regimes, FX and business cycle, and related topics.
The deadline for submission is March 1st, 2023.

Robert A. Korajczyk is Engelbert-Dockner-Fellow at the Institute for Capital Market Research (ISK)

We are pleased to welcome Robert A. Korajczyk as Engelbert Dockner Fellow at the Research Institute for Capital Markets (ISK). Professor Korajczyk will visit WU from 5 March to 2 April 2023.

Dockner Lectures 2023 - Ron Giammarino

In memory of Prof. Engelbert Dockner, the University of Vienna, the Vienna University of Technology and the Vienna University of Economics and Business Administration have founded the "Dockner Lectures".

The first Dockner Lecture took place at TU Wien in 2019 with Ngo Van Long from McGill University. After a Corona break, the event series continued in 2022 at the University of Vienna with a lecture by Cars Hommes from the University of Amsterdam.

In 2023, by now the 3rd Dockner Lecture will be hosted at the Vienna University of Economics and Business.

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Research Institute for Capital Markets (ISK)

Submission for VSFX 2023 open

Robert A. Korajczyk is Engelbert-Dockner-Fellow at the Institute for Capital Market Research (ISK)

Dockner Lectures 2023 - Ron Giammarino

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Research Institute for Capital Markets