Stefan Pichler

Contact Details:

Email: stefan.pichler@wu.ac.at
Personal Homepage

Professor at the Institute for Finance, Banking and Insurance and Vice-Rector for Reseach, WU (Vienna University of Economics and Business)

Research Interests:
Credit Risk Management, Fixed Income, Financial Institutions

Selected Publications:

De Silva, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2014. Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets. Journal of Risk 17 (1): 29-62. 

Grün, B., P. Hofmarcher, K. Hornik, Ch. Leitner, S. Pichler. 2013. Deriving consensus ratings of the big three rating agencies. Journal of Credit Risk 9 (1): 75-98. 

Hornik, K., R. Jankowitsch, M. Lingo, S. Pichler, G. Winkler. Forthcoming. Determinants of Heterogeneity in European Credit Ratings. Financial Markets and Portfolio Management 24(3): 271-287.