Die WU prämiert WU-Wissenschaftler/innen für ihre Publikationen in international renommierten Journalen sowie für weitere besondere wissenschaftliche Leistungen.
Bühlmaier, Matthias, Zechner, Josef, 2020, Financial Media, Price Discovery, and Merger Arbitrage., Review of Finance. 25 (4), 997–1046.
Feinstein, Zachary, Rudloff, Birgit, 2021, Scalar multivariate risk measures with a single eligible asset., Mathematics of Operations Research.
Feinstein, Zachary, Rudloff, Birgit, 2021, Time consistency for scalar multivariate risk measures., Statistics and Risk Modeling.
Feinstein, Zachary, Rudloff, Birgit, Zhang, Jianfeng, 2021, Dynamic Set Values for Nonzero Sum Games with Multiple Equilibriums., Mathematics of Operations Research.
Fissler, Tobias, Ziegel, Johanna F, 2019, Supplement to “Erratum: Higher Order Elicitability and Osband’s Principle”
Bu, Di, Hanspal, Tobin, Liao, Yin, Liu, Yong, 2020, Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing., Journal of Financial and Quantitative Analysis (JFQA).
Schwendinger, Florian, Grün, Bettina, Hornik, Kurt, 2021, A comparison of optimization solvers for log binomial regression including conic programming., Computational Statistics. 36 (3), 1721–1754.
Fissler, Tobias, Frongillo, Rafael, Hlavinova, Jana, Rudloff, Birgit, 2021, Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals., Electronic Journal of Statistics. 15 (1), 1034–1084.
Kovacova, Gabriela, Rudloff, Birgit, 2021, Convex Projection and Convex Vector Optimization., Journal of Global Optimization.
Weber, Rüdiger, 2021, Institutional Investors, Households and the Time-Variation in Expected Stock Returns., Journal of Financial and Quantitative Analysis (JFQA).
Grün, Bettina, Hofmarcher, Paul, 2021, Identifying Groups of Determinants in Bayesian Model Averaging Using Dirichlet Process Clustering., Scandinavian Journal of Statistics. 48 (3), 1018–1045.
Hummel, Katrin, Szekely, Manuel, 2021, Disclosure on the Sustainable Development Goals – Evidence from Europe., Accounting in Europe.
Cejnek, Georg, Randl, Otto, Zechner, Josef, 2021, The COVID-19 Pandemic and Corporate Dividend Policy., Journal of Financial and Quantitative Analysis (JFQA).
56 (7), 2389–2410.
Heinrich-Mertsching, Claudio, Fissler, Tobias, 2021, Is the mode elicitable relative to unimodal distributions?, Biometrika.
Petutschnig, Matthias, Rechbauer, Martina, Winkelbauer, Bernhard, 2021, Führt die Hinzurechnungsbesteuerung der ATAD zu einem Rückgang der Investitionen in Steueroasen?, Empirische Evidenz aus Österreich. BFuP – Betriebswirtschaftliche Forschung und Praxis. 73 (4), 385–411.
Fissler, Tobias, Ziegel, Johanna F, 2021, On the elicitability of range value at risk., Statistics and Risk Modeling. 38 (1–2), 25–46.
Hosszejni, Darjus, Kastner, Gregor, 2021, Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol., Journal of Statistical Software. 100 (12), 1–34.
Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia, 2021, Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP., Journal of Statistical Software. 100 (13)
Hackethal, Andreas, Hanspal, Tobin, Lammer, Dominique, Rink, Kevin, 2021, The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments., Review of Finance.
Colaneri, Katia, Frey, Rüdiger, 2021, Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds., Insurance: Mathematics and Economics. 101 498–507.
Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud, Grün, Bettina, 2021, Generalized Mixtures of Finite Mixtures and Telescoping Sampling., Bayesian Analysis. 16 (4), 1279–1307.
Vana Gür, Laura, Hornik, Kurt, 2021, Dynamic modelling of corporate credit ratings and defaults., Statistical Modelling.
Jankowitsch, Rainer, Ottonello, Giorgio, Subrahmanyam, Marti, 2022, Regulation, Asset Complexity, and the Informativeness of Credit Ratings., Review of Corporate Finance Studies.
Sablica, Lukas, Hornik, Kurt, 2021, On bounds for Kummer’s function ratio., Mathematics of Computation.
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Sailer, Mariana, 2021, Who Cares About the Future? Short- and Long-Term Performance Measures and Their Impact on Firm Success., EAA Virtual Congress, online, Österreich, 26.05.–28.05.
Amberger, Harald, Robinson, Leslie, 2021, The Effect of the U.S. Tax Reform on Foreign Acquisitions.
EAA Annual Congress, Online Meeting, Rumänien, 26.05.–28.05.
Els, Karoline, Bornemann, Tobias, Novotny-Farkas, Zoltán, 2021, Equity or Debt – How do Investors perceive Perpetual Corporate Hybrid Bonds?, EAA Virtual Annual Congress 2021, Brüssel, Belgien, 26.05.–28.05.
Parlasca, Markus, 2021, Time Inconsistency in Stress Test Design., German Economic Association of Business Administration Young Scholars Conference, virtual, Deutschland, 17.09.
Parlasca, Markus, 2021, Time Inconsistency in Stress Test Design. Annual Meeting of the German Finance Association, Innsbruck, Österreich, 30.09.–02.10.
Mahlstedt, Robert, Weber, Rüdiger, 2021, Risk Sharing Within and Outside the Firm: The Disparate Effects of Employment Protection on Expected Stock Returns., DGF Annual Meeting, Innsbruck, Österreich, 01.10.–02.10.
Jankowitsch, Rainer, Pauer, Florian, 2021, The Effect of Credit, Liquidity and Rollover Risk on Bondholder Wealth in Mergers and Acquisitions. Jahrestagung der deutschen Gesellschaft für Finanzwirtschaft, Innsbruck, Österreich, 01.10.–02.10.
Jankowitsch, Rainer, Pauer, Florian, 2021, The Effect of Credit, Liquidity and Rollover Risk on Bondholder Wealth in Mergers and Acquisitions., 34th Australasian Finance & Banking Conference, Sydney, Australia, 15.12.–17.12.
Hanspal, Tobin, 2021, Risk Taking, Preferences, and Beliefs: Evidence from Wuhan., SFS Cavalcade North America 2021, Virtual, United States/USA, 24.05.–27.05.
Mahlstedt, Robert, Weber, Rüdiger, 2021, Risk Sharing Within and Outside the Firm: The Disparate Effects of Employment Protection on Expected Stock Returns., AFFI, Nantes, Frankreich, 26.05.–28.05.
Bornemann, Tobias, Novotny-Farkas, Zoltán, Moosmann, Anna-Lena, 2021, The Consequences of Abandoning the Quarterly Reporting Mandate in the Prime Market Segment: Evidence from Austria., 16th workshop on European Financial Reporting (EUFIN), online, Vereinigtes Königreich von Großbrit. u. Nordirland, 02.09.–03.09.
