Research
Published
Zeissler, T. O. K., 2019. Charakteristika vs. Carry - Outperformance in Devisenmärkten. Junior Management Science, 4(2), 265-304.
Cejnek G., Randl O., Dividend Risk Premia. Accepted JFQA.
Kranner S., Stoughton N., Zechner J., 2019. Lessons Learned From Student Managed Portfolios. Journal of Investment Management. 17 (1)
Randl O., Zechner J., 2018. Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation. German Economic Review, 19, (3), 260-279.
Choi J., Hackbarth D., Zechner J., 2018. Corporate Debt Maturity Profiles. Journal of Financial Economics. 130 (3), 484-502.
Zechner J., 2017. Obituary for Engelbert Dockner. Management Review Quarterly. 67 (3), 137-139.
Cejnek G., Randl O. 2016. Risk and Return of Short-Duration Equity Investments. Journal of Empirical Finance 36, 181-198.
Halling M., Yu J., Zechner J., 2016. Leverage Dynamics over the Business Cycle. Journal of Financial Economics 122 (1), 21-41.
Wermers R., Wu Y., Zechner J., 2016. Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds. Review of Financial Studies 29, 3428-3470.
Dangl T., Randl O., Zechner J., 2015. Risk Control in Asset Management: Motives and Concepts. In: Innovations in Quantitative Risk Management, Hrsg. Glau, Kathrin, Scherer, Matthias, Zagst, Rudi, 239-266. Cham Heidelberg New York Dordrecht London: Springer.
Gugler K., Ivanova N., Zechner J., 2014. Ownership and Control in Central and Eastern Europe. Journal of Corporate Finance 26, 145-163.
Friewald N., Wagner Ch., Zechner J., 2014. The Cross-Section of Credit Risk Premia and Equity Returns. Journal of Finance 69 (6), 2419-2469
Cejnek G., Franz R., Randl O., Stoughton N., 2014, A Survey of University Endowment Management Research, Journal of Investment Management, Vol. 12, No. 3, 90-117
Cejnek G., Franz R., Randl O., Stoughton N., 2012, Universitätsendowments - Eine Bestandsaufnahme der theoretischen und empirischen Forschung, Journal für Betriebswirtschaft, Band 62, Heft 3, S 225-260
Working Papers
Monti A., Pattitoni P., Petracci B., Randl O., Does Corporate Social Responsibility Impact Equity Risk? International Evidence., 2019
Randl O., Westerkamp A., Zechner J., Equilibrium Policy Portfolios When Some Assets are Non-Tradable., 2018
Kranner S., Currency Risk Premia in Emerging Markets, March 2018
Dockner E., Kranner S., Zechner J., Systematic Risk Premia in EM Bond Markets, January 2018
Franz R., Kranner S., University Endowments, June 2017
Cejnek G., Franz R., Stoughton N., An Integrated Model of University Endowments, November 2013
Franz R., Macro-Based Parametric Asset Allocation, May 2013
Cejnek G., Randl O., Implications of Index Construction Methodologies for Price and Dividend Indices, May 2013
Ongoing Projects
Currency Risk Premia
Systematic Risk Premia
FX Emerging Markets
Endowment Management Program (EMP)
Equity Valuation