Maximilian Schleritzko will present his paper “Revisiting Discount Rates: New Evidence from Surveys” at the Eastern Finance Association 2023. ...
Viktoria Muthsam and Natalija Kostic will present their paper “Accounting Changes and Enforcement of Bank Capital Requirements in a Crisis” at three conferences ...
The paper "Pricing and Constructing International Government Bond Portfolios” has been accepted to the SFS Cavalcade North America 2023. ...
The papers "Asset Pricing In a World of Imperfect Foresight" and "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" have...
Elizabeth Rinde will present her paper “Impact of the Covid-19 Pandemic on the U.S. Corporate Bond Market” at the Paris Financial Management Conference from 19-21...
Maximilian Schleritzko will present his paper „Households’ Expectations of Returns on Gold” at the 6th HEC Paris Finance PhD Workshop on October 3rd, 2022. ...
The paper "Pricing and Constructing International Government Bond Portfolios” has been accepted to the JEF conference on September 23 at the University of Amsterdam...
Borys Koval's joint paper “Do Investors Care About Negative Returns?” will be presented at the 28th Annual Meeting of the German Finance Association (DGF) from...
VGSF Program Director Alexander Muermann is the local organizer of the 49th Seminar of the European Group of Risk and Insurance Economists (EGRIE), which will take...
Josef Zechner has been elected chair of the European Finance Association (EFA) for a three-year period starting in 2023 at the 49th annual meeting of EFA in Barcelona....
Former VGSF student Alessandro Melone won the John A. Doukas Doctoral Best Paper Award at the European Fincancial Management Association (EFMA) annual meeting 2022 ...
Congratulations to affiliated faculty member Tobin Hanspal, who was a guest on the podcast “Rational Reminder” to discuss his recent research ...
Borys Koval will present his paper "Bayesian reconciliation of the return predictability" at the 5th Vienna Workshop on High Dimensional Time Series in Macroeconomics...
Giorgio Ottonello will give a presentation on the topic "Bank connections and firms' access to the bond market" as part of the Finance Brown Bag Seminar. ...
The paper "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" will be presented at three different conferences ...
Tobin Hanspal’s papers "Consuming Dividends" and "The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments"...
The WU Best Paper Award of the City of Vienna 2021 honors VGSF faculty member Rüdiger Frey, Kevin Kurt and Camilla Damian for their successful publication ...
The paper 'Optimal Timing of Policy Interventions in Troubled Banks' will be presented at the 27th Annual Meeting of the German Finance Association (DGF) and at the...
The papers 'Stock-Oil Comovement: Fundamentals or Financialization' and 'Factor Models with Drifting Prices' will be presented at the 27th Annual Meeting of the German...
The papers 'Stock-Oil Comovement: Fundamentals or Financialization' and 'Factor Models with Drifting Prices' will be presented at the FMA 2021 annual meeting ...
Christian Laux’ paper “Accounting for Financial Stability: Bank Disclosure and Loss Recognition in the Financial Crisis” has been accepted for publication by the...
The paper 'Stock-Oil Comovement: Fundamentals or Financialization' will be presented at the Commodity and Energy Markets Association (CEMA) Annual Meeting in June 2021...
Alessandro Melone´s paper 'Monetary Policy and Bond Prices with Drifting Equilibrium Rates and Diagnostic Expectations' will be presented at the 2021 International...
This year's WU awards have been a great success: VGSF-Alumnus Stefan Voigt won WU's Best Paper Award and an award for publishing in a star journal. ...
Alessandro Melone´s paper 'Factor Models with Drifting Prices' will be presented at the 2nd Frontier of Factor Investing Conference in January 2021. ...
Congratulations to our affiliated faculty member Rüdiger Weber! His paper “Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution” has been...
The paper 'Stock-Oil Comovement: Fundamentals or Financialization' will be presented at the 33rd Australasian Finance and Banking Conference in December 2020 ...
The front office of the WU-Institute for Finance, Banking and Insurance is currently closed. You can reach us personally by appointment. We are available per email and...
Congratulations to Alessandro Melone! His joint paper with Carlo A. Favero has been selected as a discussion paper by the Centre for Economic Policy Research (CEPR). ...
Congratulations to Christoph Scheuch for his achievement. His paper will be presented at the SFS Cavalcade North America 2020 in Chapel Hill, NC on May 25-28, 2020. ...
The paper “Perceived Precautionary Savings Motives: Evidence from FinTech” will be presented at the 2020 Financial Intermediation Research Society (FIRS) Conference,...
Congratulations to Christian Laux, Professor of Finance and VGSF Faculty member. He has been awarded the WU City of Vienna Best Paper Award 2019. In an external...
Congratulations to Maria Chaderina, Patrick Weiss, and Josef Zechner for their achievement. Their paper will be presented at the TAU Finance Conference 2019 in Tel...
Congratulations to Christoph Scheuch for this great result. His paper will be presented at the American Finance Association 2020 Annual Meeting, San Diego, January...
Congratulations to Nikolaus Hautsch, Christoph Scheuch and Stefan Voigt for this great result. Their paper will be presented at the 3rd SAFE Market Microstructure...
The VGSF congratulates its graduating PhD students for their outstanding appointments. They found exciting jobs in excellent institutions.
Congratulations to Nikolaus Hautsch, Christoph Scheuch and Stefan Voigt for this great result. Their paper will be presented at the 46th EFA Annual Meeting in...
The Vienna University of Technology , the University of Vienna and WU Vienna launch the DOCKNER LECTURES to commemorate Engelbert Dockner’s achievements. ...
Congratulations to Maria Chaderina, Patrick Weiss, and Josef Zechner for their achievement. Their paper will be presented at the SFS Cavalcade North America 2019 in...
Two papers from VGSF students and faculty are accepted for presentation at Financial Intermediation Research Society (FIRS) Conference.
Hyemin Kim finished her semester at VGSF as visiting student. Hyemin got a full VGSF experience by joining classes, seminars and all activities that the program...
Congratulations to Maria Chaderina, Patrick Weiss, and Josef Zechner for their achievement. Their paper will be presented at the "Recent Advances in Theoretical...
Stefan Voigt was awarded the Lykke Research Hub grant for his research proposal on "Market Making and Toxic Arbitrage in Blockchain Markets". Congratulations! ...
Congratulations to Nikolaus Hautsch, Christoph Scheuch and Stefan Voigt for this great result. Their paper will be presented at the 2nd Toronto FinTech Conference...
On December 6th, 2018 the VGSF Graduation Ceremony took place at the WU Campus. Ten graduates received their diplomas and celebrated with their families, friends and...
The paper “Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior” has been accepted for publication by the Journal of Risk and Insurance ...
The paper “Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty” has been accepted for publication by the Journal of Econometrics ...
The paper "Maturity Premium", "The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods" and "The Dark Side of Liquid Bonds in Fire Sales" will be...
The paper "Price Efficiency in Markets with Stochastic Latency" will be presented at the 2018 Crypto Valley Conference on Blockchain Technology. ...
The Vienna Graduate School of Finance (VGSF) has launched its new brand to exhibit the determination of the institution to continue and further enhance its PhD program...
The paper “The Dark Side of Stress Tests: Negative Effects of Information Disclosure” has been accepted for publication by the Journal of Financial Stability. ...
The Vienna Graduate School of Finance (VGSF) congratulates its graduating PhD students for their outstanding appointments. They found exciting jobs in excellent...
Welcome to Rüdiger Fahlenbrach (EPFL - École polytechnique fédérale de Lausanne) who joined VGSF as visiting Faculty to teach Empirical Corporate Finance. ...
The paper "Structural Changes in Corporate Bond Underpricing" will be presented at the Second Workshop on Corporate Debt Market in Cass Business School ...
The paper "Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms" and the paper "The Dark Side of Liquid Bonds in Fire Sales" will be...
The paper "Structural Changes in Corporate Bond Underpricing" will be presented at the Fixed Income and Financial Institutions conference in Darla Moore School...
The VGSF is an exemplary initiative at WU that was founded in 2005 with the financial support of the FWF Austrian Science Fund and provides graduates with the...
Giorgio Ottonello has been accepted as a visiting scholar PhD student in the New York Stern School of Business (NYU Stern) for the period September - November 2018. ...
Congratulation to Prof. Christian Laux who was elected as Director for the European Finance Association (EFA) Executive Committee. The EFA is the leading finance...
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