Professor at the Institute for Finance, Banking and Insurance and Vice-Rector for Reseach, WU (Vienna University of Economics and Business)
Credit Risk Management, Fixed Income, Financial Institutions
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.