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Research Institute for Capital Markets

About us

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

In Memory of EN­GEL­BERT DOCK­NER (1958 - 2017)

After a long and bravely fought battle with ma­jor ill­ness, Pro­fessor Dr. En­gel­bert Dock­ner passed away on April 16, 2017.

With his passing, our de­part­ment has lost not only a col­league who was loved and re­spec­ted by all of his col­leagues, but also a highly tal­en­ted teacher and a com­mit­ted and well-re­spec­ted re­searcher with an ex­cel­lent repu­ta­tion world­wide. En­gel­bert Dock­ner was taken from us at the height of his suc­cess­ful aca­demic ca­reer.

We will never be able to fill the space he has left be­hind. We are pro­foundly saddened and shocked; En­gel­bert Dock­ner will be sorely missed.