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Com­pleted Mas­ter Theses

Dr. Zehra Ek­si-AltayProf. Klaus Pötzel­ber­ger
Name of the stu­dent
Topic of the Mas­ter Thesis
Su­per­visor
Bernhard PON­GRUBERVorhersagen von Im­mob­i­li­en­preisen mit­tels Dy­namic Model Aver­aging (2017)Prof. Sylvia Frühwirth-Schnat­ter
Hatibo­glu Taha YASINIn­vest­ig­at­ing the Pre­dict­ab­il­ity of Fin­an­cial Time Ser­ies Through Bayesian Vari­able Se­lec­tion Meth­ods (2016)Prof. Sylvia Frühwirth-Schnat­ter
Jo­han­nes SCH­EUPLEINBond Port­fo­lio Op­tim­iz­a­tion in a Mul­ti-­Coun­try Set­ting (2017)
Kseniia SOR­OK­INAStruk­tur­mod­ell des Staatsin­solv­en­zrisikos (2016)Dr. Zehra Ek­si-Altay
Han­nah Larissa SCHWAR­ZINGER A Tail of Three In­dices and their Re­la­tion­ship to Volat­il­ity-of-­Volat­il­ity (2017)Prof. Rüdi­ger Frey
Volha HRUSHEV­ICHOn the Credit De­riv­at­ives Ap­proach for Pri­cing Con­tin­gent Con­vert­ible Bonds (2015)Prof. Rüdi­ger Frey
Leszek JANKOWSKIStochastic Im­plied Volat­il­ity Sur­face (2015)Prof. Rüdi­ger Frey
Andreas PETER­SEILPri­cing of Se­cur­it­ies in a Firm Value Model with in­com­plete In­form­a­tion (2014)Prof. Rüdi­ger Frey
Peter NOWAKEFSF and ESM, the Euro­zone CDOs (2013)Prof. Rüdi­ger Frey
Chris­tian SAG­MEISTERThe Clark-O­cone For­mula and Apllica­tions in Fin­ance (2013)Prof. Rüdi­ger Frey
Patrick SIBETZDy­namic Valu­ation of Coun­ter­party Risk for For­eign Ex­change De­riv­ates (2013)Prof. Rüdi­ger Frey
Chao SUN Die dy­namis­che Struk­tur von Ak­tien­in­dices während der Eur­okrise (2017)Prof. Mi­chael Hauser
Math­ias DORNERDe­tect­ing Ra­tional Bubbles (2016)Prof. Mi­chael Hauser
Manuel MARSCHALLDie Be­w­er­tung von Im­mob­i­lien in Wiener No­bel­bezirken: Ein Ver­gleich der Jahre 2008 und 2015 mit­tels ökono­met­rischer Meth­oden (2016)Prof. Mi­chael Hauser
Mo­stafa AL­IZ­A­DEH KHIRIEco­nomic Ana­lysis of Loom­ing Peak Oil (2014)Prof. Mi­chael Hauser
Tena KIN­JER­O­VACWorld Cof­fee Prices: A Coin­teg­ra­tion Ana­lysis (2014)Prof. Mi­chael Hauser
Se­bastian KLI­MON­CZYKThe pre­dict­ive power of yield curves for eco­nomic growth: A cross-­coun­try com­par­ison based on two mod­els (2014)Prof. Mi­chael Hauser
Marko MI­LOVAN­OVICMod­el­ling of Stat­ist­ical Ar­bit­rage us­ing Prin­cipal Com­pon­ent Ana­lysis (2013)Prof. Mi­chael Hauser
Olha NOVIKOVAThe Ef­fect of the Pro­tec­tion­ist Policy of the Rus­sian Gov­ern­ment on Wheat Prices: Ana­lysis of the Wheat Ex­pert Ban in 2010 (2013)Prof. Mi­chael Hauser
David SERESClus­ter­ing of Banks within the European Bank­ing Sector. An Ana­lysis of Busi­ness Mod­els and the Ef­fects of Two Ma­jor Crisis (2013 )Prof. Mi­chael Hauser
Bernhard TRUN­NEREf­fect­ive­ness of fis­cal meas­ures in Greece and France - An em­pir­ical ana­lysis us­ing er­ror cor­rec­tion model (2013)Prof. Mi­chael Hauser
Ro­man BENE­DETTODif­fer­ences in char­ac­ter­ist­ics of eco­nomic crises between se­lec­ted in­dus­tri­al­ised na­tions and devel­op­ing coun­tries (2012)Prof. Mi­chael Hauser
Jan BRYNI­ARSKICon­struc­tion and In­ter­pret­a­tion of Pro­du­cer Prices In­dices (2012)Prof. Mi­chael Hauser
Max­imilian JUDTMANNSer­vice Tech­ni­cian Rout­ing and Schedul­ing in Elec­tric Util­it­ies (2012)Prof. Mi­chael Hauser
Igor KO­VACICDe­termin­ants of Credit Spreads of Euro De­nom­in­ated Cor­por­ate Bonds (2012)Prof. Mi­chael Hauser
Di­mitri PAUNOVDSGE Mod­el­ing - Solu­tion, Es­tim­a­tion, Im­ple­ment­a­tion (2012)Prof. Mi­chael Hauser
Zak Tim SALMUT­TERCor­por­ate vs. Gov­ern­ment Bonds: Ana­lysis, Pre­dic­tion & In­vest­ment Strategies (2012)Prof. Mi­chael Hauser
Gregor SIEGELDy­namic as­set al­loc­a­tion and port­fo­lio in­sur­ance strategies (2012)Prof. Mi­chael Hauser
Georg STEINERIn­vent­ory man­age­ment and fore­cast­ing in the con­text of an SME (2012)Prof. Mi­chael Hauser
Lu­cas SÜSSEN­BACHEin Mod­ell für den Fin­an­zi­al­is­ier­ung­s­prozess auf Rohstoffmärk­ten (2012)Prof. Mi­chael Hauser
Chris­toph BAUMGART­NERMod­els for De­vi­ations from Pur­chas­ing Power Par­ity, a Fore­cast­ing Com­par­ison (2011)Prof. Mi­chael Hauser
Ta­tiana GUE­OR­GUIEVAFore­cast­ing meth­ods us­ing the example of claims devel­op­ment in the Aus­trian in­sur­ance mar­ket (2011)Prof. Mi­chael Hauser
Har­ald MARCH­STEINERSur­vey on possible im­pact factors on fer­til­ity in­dic­at­ors in Europe - a com­par­at­ive study (2011)Prof. Mi­chael Hauser
Nikolaus RABSpuri­ous serial cor­rel­a­tion of non-­con­tem­por­an­eous sampled port­fo­lio re­turns (2011)Prof. Mi­chael Hauser
Markus BÖCK­LINGERPara­met­rische Port­fo­lio­mod­elle für As­set Al­loc­a­tion Entscheidun­gen (2017)PD Dr. Ron­ald Ho­chreiter
Mehmet CABADAKWie die Auswahl un­ter­schied­licher DCC-G­ARCH Mod­elle Port­fo­lio Per­form­ance bee­in­flusst (2016)PD Dr. Ron­ald Ho­chreiter
Dragana RODICCom­par­ison of the Aug­men­ted Black­-Lit­ter­man Model with the Fama French Factor Model Us­ing Scen­ario Ana­lysis (2016)PD Dr. Ron­ald Ho­chreiter
Hol­ger SONTAGPeri­odis­che datengesteuerte Sich­er­heit in kle­in­skalier­ten Smart­phone-bezo­genen Ad-Hoc Net­zwerken (2016)PD Dr. Ron­ald Ho­chreiter
Pat­rik ZA­TKOPer­form­ance of Tech­nical Trad­ing Rules in a European Con­text (2016)PD Dr. Ron­ald Ho­chreiter
Paul KRALLFun­da­mental model for the European nat­ural gas mar­ket (2015)PD Dr. Roanld Ho­chreiter
Zoltan SZEBENYIA com­bined sig­nal ap­proach to tech­nical ana­lysis: An em­pir­ical study on the for­eign ex­change mar­kets (2015)PD Dr. Ron­ald Ho­chreiter
Stefan HAR­INGGram­mat­ical Swarms in in­tra­day tech­nical trad­ing rule sys­tems (2014)PD Dr. Ron­ald Ho­chreiter
Stevan RADON­JANINPort­fo­lio op­tim­iz­a­tion based on Con­di­tional Value-at-Risk (2013)Dr. Ron­ald Ho­chreiter
Mi­chael CHRISTL/ Stephan KRAN­NERBacktest­ing Op­timal Port­fo­lios Based On Fore­cast­ing Mod­els - An em­pir­ical study on the US equity mar­ket (2012)Dr. Ron­ald Ho­chreiter
Lukas SABLICA A The­or­et­ical and Com­pu­ta­tional Frame­work for the Mix­ture and Com­pos­ite Mod­els (2017)Prof. Kurt Hornik
Kalra ASHISHPair Trad­ing and Cop­ula (2016)Prof. Kurt Hornik
Matej BRATHRisk Ag­greg­a­tion Tech­niques with Ap­plic­a­tion in the Bank­ing In­dustry (2016)Prof. Kurt Hornik
Rainer HIRKOrdinal Re­sponse Mixed Ef­fects Re­gres­sion Mod­els: Eine Ana­lyse von US Cor­porte Credit Rat­ings (2016)Prof. Kurt Hornik
Bui Thi Mai PHUONGCom­par­ison of Boost­ing-­Based­Meth­ods for Ordinal Clas­si­fic­a­tion (2016)Prof. Kurt Hornik
Simeon STERNMÜLLEREs­tim­a­tion of un­im­odal dens­it­ies via Rényi en­tropy max­im­iz­a­tion with ap­plic­a­tions to fin­ance (2016)Prof. Kurt Hornik
Ben­jamin HOLZKNECHTText Based In­dustry Clas­si­fic­a­tion (2014)Prof. Kurt Hornik
Tea BASTI­JANStress Test­ing in Credit Risk Model. An Em­pir­ical Study on Croa­tian Cor­por­ate Port­fo­lio (2012)Prof. Kurt Hornik
Tho­mas STEINERCloud Com­put­ing: op­por­tun­it­ies, Risks and Re­com­mend­a­tions for Small and Me­di­um-S­ized Busi­nesses (2012)Prof. Kurt Hornik
Laura VANAEx­plor­ing the re­la­tion­ship between mac­roe­co­nomic in­dic­at­ors and firms´ fin­an­cial ra­tios. Evid­ence from U.S. panel data (2012)Prof. Kurt Hornik
Anna Christina AMANNMod­el­ing mar­ket im­plied rat­ings: lit­er­at­ure re­view, data col­lec­tion and the­or­et­ical frame­work (2011)Prof. Kurt Hornik
Al­ex­an­der KU­CERATactical As­set Al­loc­a­tion (2011)Prof. Kurt Hornik/ Dr. Ron­ald Ho­chreiter
Guada­lupe LANDA ROSASAs­set Cor­rel­a­tion es­tim­a­tion and Sim­u­la­tion of Cor­rel­ated De­fault Events (2011)Prof. Kurt Hornik
Vladi­mir BALTICCCC-G­ARCH versus DCC-G­ARCH: Fore­cast com­par­ison through the GMVP eco­nomic frame­work (2016)Dr. Gregor Kast­ner
Chris­tian ESSIn­tel­li­gentes Berech­ti­gungs- und Planungssys­tem in der Private Cloud (2011)Dr. Patrick Mair
Emir SIN­AN­OVICAna­lysis of Trade Net­works us­ing So­cial Net­work Ana­lysis (2011)Dr. Patrick Mair
Stefan VIN­CENZEine Delta-Hedging Per­form­ance Ana­lyse des mehrdi­men­sionalen Black Scholes und He­ston Mod­ell (2017)
Al­ex­an­der KAHLAmer­ican Op­tion Pri­cing - The Long­staff Schwartz Ap­proach (2015) Prof. Klaus Pötzel­ber­ger
Ser­can GÜRBound­ary Cross­ing prob­ab­il­it­ies: Ap­prox­im­a­tions and Monte Carlo es­tim­a­tion (2012)Prof. Klaus Pötzel­ber­ger
Tho­mas MROZRisk Ana­lysis with Cop­ula (CDO) (2011)Prof. Klaus Pötzel­ber­ger
Liya SIT­DIKOVASys­temic Risk in Fin­an­cial Net­works with Mul­tiple Ma­tur­it­ies (2017)Prof. Birgit Rud­loff
Mar­iya STARKOVASys­temic risk in in­sur­ance-re­in­sur­ance net­works (2017)Prof. Birgit Rud­loff
Gab­ri­ela KO­VA­COVADy­namic Mean-Risk Port­fo­lio Se­lec­tion in Vector-­Val­ued Set­ting (2016)Prof. Birgit Rud­loff
Jana MATYASOVSKASet-­val­ued meas­ures of sys­temic risk and cent­ral clear­ing coun­ter­party (2016)Prof. Birgit Rud­loff
Bernhard PECH­LANERSys­temic Risk in the fin­an­cial Sys­tem of the European Union (2016)Prof. Birgit Rud­loff
Mar­tina HART­MAN­OVARisk meas­ure­ment and clas­si­fic­a­tion of reg­u­lated struc­tured products (2016)Prof. Helmut Strasser
Min­sun KIMBoot­strap-Sim­u­la­tion of struc­tured products with time de­pend­ent volat­il­ity (2016)Prof. Helmut Strasser
Bog­dan-G­ab­riel URSACHEPri­cing and hedging of bar­rier op­tions in He­ston´s stochastic volat­il­ity frame­work (2016)Prof. Helmut Strasser
Chris­tian BANGERLHedging in jump dif­fu­sion mod­els (2013)Prof. Helmut Strasser
Bernhard HIRSCHLocal Volat­il­ity Sur­faces for Op­tion Pri­cing (2013)Prof. Helmut Strasser
Laur­a-­Maria ORTHVolat­il­ity De­riv­at­ives (2013)Prof. Helmut Strasser
Mar­tina HLAV­ATAMax­im­iz­a­tion of the sur­vival prob­ab­il­ity of an in­sur­ance com­pany(2016)Dr. Mi­chaela Szölgy­enyi
Lukas KUR­INECDi­vidend max­im­iz­a­tion of an in­sur­ance com­pany (2016)Dr. Mi­chaela Szölgy­enyi