Engelbert Dockner

General Information:
Professor at the Department of Finance, Vienna University of Economics and Business Administration (Austria), since 1.2.2008
Professor at the Department of Finance, University of Vienna (Austria), 1993-2008
Doctoral Degree in Mathematical Economics, Technical University of Vienna (Austria), 1984
Master´s Degree (Dipl.-Ing) in Mathematical Economics, Technical University of Vienna (Austria), 1981

Major Fields:
Real Options, Market Structure and Asset Price Dynamics, Strategic Investment Policies, Product and Financial Market Interactions, Portfolio Management, Risk Management, Empirical Volatility Models, Differential Game Theory      

Selected Publications:
Kort, P., Jorgensen, S. and Dockner, E.J.: "Venture capital financed investments in intellectual capital", Journal of Economic Dynamics and Control, forthcoming.
Dockner, E.J. and Nishimura, K.: "Capital accumulation games with non-concave production function", Journal of Economic Behaviour and Organization, 57, 408-420, 2005.
Dockner, E.J. and Gaunersdorfer, A.: "On the profitability of horizontal mergers in industries with dynamic competition", Japan and the World Economy, 13, 195-216, 2001.
Schittenkopf, C., Dorffner, G. and Dockner, E.J.: "Forecasting time-dependent conditional densities: a semi-non-parametric neutral network approach, Journal of Forecasting, 19, 355-374, 2000.
Dockner, E.J., Jorgensen, S., Long, N.V. and Sorger, G.: "Differential games in economics and management science", Oxford University Press, 382 pages, 2000, ISBN 052163125-4.

More Information:
Homepage

Contact Details:
Email: engelbert(.)dockner(@)wu(.)ac(.)at