March 2018: Presentation of the paper “Systematic Risk Premia in EM Bond Markets” at the 17th Colloquium on Financial Markets – Asset Management in Cologne.
March 2018: Conference acceptance of “Currency Risk Premia in Emerging Markets” at the 25th GFA 2018 in Paris.
February – March 2018: Conference acceptances of “Systematic Risk Premia in EM Bond Markets” at the 27th EFMA 2018 in Milano, the 35th AFFI 2018 in Paris and the 25th MFS 2018 in Budapest.
January 2018: “WINNER” Best Paper Award 2018, Call for Papers
To promote applied research in the fields of empirical asset pricing and asset management the EUR 10’000 prize will be awarded. This year the prize focuses on foreign exchange again (FX risk premia, FX strategies, FX valuation, FX and monetary policy, Emerging Market currencies, currency pegs, etc.).
Call for papers.
November 2017: Presentation of the paper “Systematic Risk Premia in EM Bond Markets” at the 32nd AWG 2017 workshop in Obergurgl.
May 2017: Josef Zechner was appointed head of the research institute along with Stefan Bogner as vice head.
April 2017: The head of the institute, Engelbert Dockner, passed away on April 16, 2017. Engelbert Dockner was the driving force in founding the Research Institute for Capital Markets.
obituary (in German).
January 2016: Presentation of the paper “A Natural Experiment in Portfolio Management” at the 76th AFA 2016 conference in San Francisco, USA.
May 2015: Presentation of the paper “A Natural Experiment in Portfolio Management” at the 77th VHB 2015 conference in Vienna.
November 2014: Presentation of the paper “A Natural Experiment in Portfolio Management” at the 29th AWG 2014 workshop in Vienna.
June 2014: Endowment Management Conference Hertenstein, Switzerland.
March 2014: Preliminary version of the paper Risk and Return of Short Duration Equity Investments (Georg Cejnek and Otto Randl)
January 2014: Publication in the Journal of Investment Management: A Survey of University Endowment Management Research, forthcoming in the Journal of Investment Management; Cejnek G., Franz R., Randl O., Stoughton N.
November 2013: Preliminary version of the paper An Integrated Model of University Endowment
May 2013: Preliminary version of the paper Macro-Based Parametric Asset Allocation (Richard Franz).
May 2013: Preliminary version of the paper Implications of Index Methodologies for Price and Dividend Indices (Georg Cejnek and Otto Randl)
February 2013: Article on our paper 'A Survey of University Endowment Management Research' in asset international's Chief Investment Officer (aiCIO) magazine, the leading publication read by chief investment officers of institutional investors: Endowment Transparency Would Be a Win for the Industry (by Managing Editor Paula Vasan).
January 2013: Preliminary version of our paper A Survey of University Endowment Management Research.
November 2012: WU Best Paper Award from the city of Vienna for the paper Intermediated Investment Management (2011), Neal Stoughton, Youchang Wu and Josef Zechner, Journal of Finance, 66, 947-980. In the picture: Prof. Josef Zechner (left), Prof. Neal Stoughton (second to left), Prof. Hubert Christian Ehalt (second to right) and WU Vice-Rector Prof. Barbara Sporn (right).
November 2012: Publication in the Journal für Betriebswirtschaft, Band 62, Heft 3 (2012), S 225-260: Universitätsendowments - Eine Bestandsaufnahme der theoretischen und empirischen Forschung; Cejnek G., Franz R., Randl O., Stoughton
June 2012: Endowment Management Conference Vienna joint with the University of Cambridge.
April 2012: Prof. Neal Stoughton presented his paper "Strategic Mutual Fund Tournaments" at the 11th Köllner Finanzmarktkolloquium. The paper was awarded the "Outstanding Paper Award" at the conference. In the picture: Prof. Neal Stoughton (left) and Prof. Alexander Kempf (right).