VGSf - WU Vienna campus

News

Paper accepted for presentation

Max­imilian Schler­itzko will present his pa­per “Re­vis­it­ing Dis­count Rates: New Evid­ence from Sur­veys” at the Eastern Fin­ance As­so­ci­ation 2023. ...

Paper accepted for presentation at three conferences

Vikt­oria Muth­sam and Nat­alija Kostic will present their pa­per “Ac­count­ing Changes and En­force­ment of Bank Cap­ital Re­quire­ments in a Crisis” at three con­fer­ences ...

Paper is forthcoming in the Journal of Finance

The pa­per “Non-Stand­ard Er­rors” (co-au­thors: Gior­gia Simion and Patrick Weiss) is forth­com­ing in the Journal of Fin­ance

Paper accepted for presentation

The pa­per "Pri­cing and Con­struct­ing In­ter­na­tional Gov­ern­ment Bond Port­fo­lios” has been ac­cep­ted to the SFS Caval­cade North Amer­ica 2023. ...

Congratulations to Patrick Weiss!

Since Janu­ary 2023, Patrick Weiss is af­fil­i­ated with Reyk­javik Uni­versity.

Papers accepted for presentation

The pa­pers "As­set Pri­cing In a World of Im­per­fect Foresight" and "In­terest Rates, Com­pet­i­tion, and Com­plex­ity: De­mand and Sup­ply of Re­tail Fin­an­cial Products" have...

VGSF members receive WU Awards

Con­grat­u­la­tions to VGSF fac­ulty mem­bers Chris­tian Laux, Chris­tian Wag­ner, and Josef Zech­ner / VGSF af­fil­i­ated fac­ulty mem­ber To­bin Hanspal / VGSF alum­nus Patrick Weiß!...

Nikolaus Hautsch elected Vice-Rector for Infrastructure at the University of Vienna

Nikolaus Hautsch has been elec­ted Vice-Rector for In­fra­struc­ture at the Uni­versity of Vi­enna.

Info Session 2022

We are here to answer all your ques­tions about our PhD in Fin­ance. Join us for the Info Ses­sion on Decem­ber 6, 2022.

Paper accepted for presentation

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...

Paper accepted for presentation

Zhou Ren will present his pa­per "The Polit­ical Ori­gin of Credit Cycle" at the 16th CESifo from 25-26 Novem­ber, 2022.

Meet our new student

Meet our new stu­dent of 2022

Paper accepted for presentation

Max­imilian Schler­itzko will present his pa­per „House­holds’ Ex­pect­a­tions of Re­turns on Gold” at the 6th HEC Paris Fin­ance PhD Work­shop on Oc­to­ber 3rd, 2022. ...

A successful VGSF Conference

The stu­dents presen­ted their most re­cent re­search ideas and res­ults at the an­nual VGSF Con­fer­ence

Congratulations to Alessandro Melone!

Aless­andro Mel­one suc­cess­fully de­fen­ded his PhD thesis

Paper accepted for presentation

Dominik Wal­ter will present his joint pa­per „Is there an Equity Dur­a­tion Premium?” at the DGF 2022 on Septem­ber 30 in Mar­burg.

Paper accepted for presentation

The pa­per "Pri­cing and Con­struct­ing In­ter­na­tional Gov­ern­ment Bond Port­fo­lios” has been ac­cep­ted to the JEF con­fer­ence on Septem­ber 23 at the Uni­versity of Am­s­ter­dam...

Paper accepted for presentation

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...

Alexander Muermann is local organizer of the 49th Seminar of EGRIE

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...

VGSF speaker Josef Zechner has been elected chair of the European Finance Association (EFA)

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....

John A. Doukas Doctoral Best Paper Award for Alessandro Melone

Former VGSF stu­dent Aless­andro Mel­one won the John A. Doukas Doc­toral Best Pa­per Award at the European Fin­can­cial Man­age­ment As­so­ci­ation (EFMA) an­nual meet­ing 2022 ...

Episode with Tobin Hanspal for Rational Reminder Podcast

Con­grat­u­la­tions to af­fil­i­ated fac­ulty mem­ber To­bin Hanspal, who was a guest on the pod­cast “Ra­tional Re­minder” to dis­cuss his re­cent re­search ...

Paper accepted for presentation

Max­imilian Schler­itzko will be present­ing the pa­per "De­ci­pher­ing Mon­et­ary Policy Shocks" at the EEA-ESEM in Milan in August 2022

Paper accepted for presentation

Borys Koval will present his pa­per "Bayesian re­con­cili­ation of the re­turn pre­dict­ab­il­ity" at the 5th Vi­enna Work­shop on High Di­men­sional Time Ser­ies in Mac­roe­co­nom­ics...

Paper accepted for presentation

The pa­per "As­set Pri­cing In a World of Im­per­fect Foresight" will be presen­ted at the Hel­sinki Fin­ance Sum­mit in August 2022

Brown Bag Seminar with Giorgio Ottonello

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. ...

Paper accepted for presentation

The pa­per "In­terest Rates, Com­pet­i­tion, and Com­plex­ity: De­mand and Sup­ply of Re­tail Fin­an­cial Products" will be presen­ted at three dif­fer­ent con­fer­ences ...

Welcome Larry Blume

Wel­come to Larry Blume (Cor­nell Uni­versity) who will join VGSF as vis­it­ing Fac­ulty to teach Game The­ory.

Paper accepted for presentation

Aless­andro Mel­one´s pa­per "Macro Trends and Factor Tim­ing" will be presen­ted at the SoFiE 2022 an­nual meet­ing in June 2022

Welcome Maria Kosolapova

Maria Kosol­apova (Free Uni­versity of Bozen-Bolzano) joins the VGSF as vis­it­ing stu­dent for one semester

Congratulations to Alessandro Melone

Aless­andro Mel­one will join The Ohio State Uni­versity Fisher Col­lege of Busi­ness

Christian Laux is WU researcher of the month

WU in­ter­viewed Laux on the topic "Did banks un­derre­port losses and delay dis­clos­ures dur­ing the fin­an­cial crisis?"

VGSF faculty members receive WU Awards

Con­grat­u­la­tions to Rüdi­ger Frey, Chris­tian Wag­ner, Rüdi­ger Weber and Josef Zech­ner

Info Session 2021

We are here to answer all your ques­tions about our PhD in Fin­ance. Join us for the Info Ses­sion on Decem­ber 9, 2021.

Papers accepted for publication

To­bin Hanspal’s pa­pers "Con­sum­ing Di­vidends" and "The Char­ac­ter­ist­ics and Port­fo­lio Be­ha­vior of Bit­coin In­vestors: Evid­ence from In­dir­ect Crypto­cur­rency In­vest­ments"...

WU Best Paper Award 2021 for Rüdiger Frey

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 ...

Meet our new students

We are very happy to in­tro­duce the new VGS­F-fel­lows: Florian Wein­lich, Aron Bod­isz, Yuan Chen and El­iza­beth Rinde. Wel­come!

A successful VGSF Conference

The stu­dents presen­ted their most re­cent re­search ideas and res­ults at the an­nual VGSF Con­fer­ence

Paper accepted for presentation

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...

Papers accepted for presentation

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...

Paper accepted for publication by the Journal of Finance

Chris­tian Wag­ner’s pa­per “Debt re­fin­an­cing and equity re­turns” has been ac­cep­ted for pub­lic­a­tion by the Journal of Fin­ance

Papers accepted for presentation

The pa­pers 'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion' and 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the FMA 2021 an­nual meet­ing ...

Congratulations to Patrick Weiß!

Patrick Weiß suc­cess­fully de­fen­ded his PhD thesis

Join the alumni club!

Be­come a mem­ber of the Fin­ance Alumni Club to con­nect with other gradu­ates

Josef Zechner as Distinguished Speaker at the Annual Conference of the Western Finance Association

Josef Zech­ner will de­liver the Dis­tin­guished Speech at the 56th An­nual Con­fer­ence of the West­ern Fin­ance As­so­ci­ation

Paper accepted for publication by the Journal of Financial Economics

Josef Zech­ner's and Patrick Weiss' pa­per “The Ma­tur­ity Premium” has been ac­cep­ted for pub­lic­a­tion by the Journal of Fin­an­cial Eco­nom­ics.

Paper accepted for presentation

Aless­andro Mel­one´s pa­per 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the NFA an­nual meet­ing in Septem­ber 2021.

Paper accepted for presentation

The pa­per 'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion' will be presen­ted at the 2022 AFA An­nual Meet­ing in Janu­ary 2022

Paper accepted for publication by the Journal of Financial Economics

Chris­tian Laux’ pa­per “Ac­count­ing for Fin­an­cial Sta­bil­ity: Bank Dis­clos­ure and Loss Re­cog­ni­tion in the Fin­an­cial Crisis” has been ac­cep­ted for pub­lic­a­tion by the...

Paper accepted for presentation

Aless­andro Mel­one´s pa­per 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the Thir­teen An­nual SoFiE Con­fer­ence in June 2021.

Paper accepted for presentation

The pa­per 'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion' will be presen­ted at the Com­mod­ity and En­ergy Mar­kets As­so­ci­ation (CEMA) An­nual Meet­ing in June 2021...

Paper accepted for presentation

Aless­andro Mel­one´s pa­per 'Mon­et­ary Policy and Bond Prices with Drift­ing Equi­lib­rium Rates and Dia­gnostic Ex­pect­a­tions' will be presen­ted at the 2021 In­ter­na­tional...

Paper accepted for publication by Management Science

Chris­tian Wag­ner’s pa­per “Ex­change Rates and Sov­er­eign Risk” has been ac­cep­ted for pub­lic­a­tion by the journal Man­age­ment Science.

In Memory of Tomas Björk (1947 - 2021)

The VGSF com­munity ex­presses its deep sad­ness that To­mas Björk has passed away in late Janu­ary.

Paper is forthcoming in the Journal of Financial and Quantitative Analysis

VGSF fac­ulty mem­ber To­bin Hanspal’s pa­per is forth­com­ing in the Journal of Fin­an­cial and Quant­it­at­ive Ana­lysis (JFQA).

Paper presented at CFE 2020

Borys Koval presen­ted his pa­per “Bayesian re­con­cili­ation of the re­turn pre­dict­ab­il­ity” at the 14th CFE 2020 in Decem­ber 2020.

OenB Anniversary Fund for Nikolaus Hautsch and David Pothier

VGSF fac­ulty mem­bers Nikolaus Hautsch and David Poth­ier each re­ceived an An­niversary Fund from the Aus­trian Na­tional Bank (OeNB).

This year's WU awards have been a great success for VGSF

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. ...

Paper accepted for presentation

Aless­andro Mel­one´s pa­per 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the 2nd Fron­tier of Factor In­vest­ing Con­fer­ence in Janu­ary 2021. ...

Paper accepted at JFE

Con­grat­u­la­tions to our af­fil­i­ated fac­ulty mem­ber Rüdi­ger Weber! His pa­per “Im­plied Volat­il­ity Dur­a­tion: A Meas­ure for the Tim­ing of Un­cer­tainty Res­ol­u­tion” has been...

Welcome Elham Daadmehr

El­ham Daad­mehr (Uni­versity of Naples Fe­d­erico II) joined VGSF as vis­it­ing stu­dent for one semester.

Paper accepted for presentation

The pa­per 'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion' will be presen­ted at the 33rd Aus­tralasian Fin­ance and Bank­ing Con­fer­ence in Decem­ber 2020 ...

The VGSF welcomes the cohort of 2020!

The VGSF wel­comes the co­hort of 2020: Thi Thuy Dung Phung, Laura Pi­ovesan, Mat­thias Reiner, Zhou Ren and Bog­dan Stankovski.

Congratulations to Stefan Voigt

Con­grat­u­la­tions to Stefan Voigt for suc­cess­fully de­fend­ing his PhD thesis!

WU-Institute for Finance, Banking and Insurance currently closed

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 Christoph Scheuch

Con­grat­u­la­tions to Chris­toph Sch­euch for suc­cess­fully de­fend­ing his PhD thesis!

Placements 2020

The Vi­enna Gradu­ate School of Fin­ance (VGSF) con­grat­u­lates its gradu­at­ing PhD stu­dents for their out­stand­ing ap­point­ments.

WU-Institute for Finance, Banking and Insurance closed!

Due to the cur­rent cir­cum­stances the WU-In­sti­tute for Fin­ance, Bank­ing and In­sur­ance is closed. We are avail­able per email and phone.

New Professor for Credit Markets and Financial Intermediation: Rainer Jankowitsch

Rainer Jankow­itsch, VGSF fac­ulty mem­ber, is the new pro­fessor for „Credit Mar­kets and Fin­an­cial In­ter­me­di­ation“

Paper selected as Discussion Paper by the Centre for Economic Policy Research (CEPR)

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). ...

Paper accepted for presentation at the SFS Cavalcade North America 2020

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. ...

Paper accepted for presentation at the 2020 Western Finance Association Meetings

"Trust Takes Time: Lim­its to Ar­bit­rage in De­cent­ral­ized Mar­kets" by Nikolaus Hautsch, Chris­toph Sch­euch and Stefan Voigt

“Distinguished Paper Prize” for Christian Wagner

Chris­tian Wag­ner, VGSF fac­ulty mem­ber, wins “Dis­tin­guished Pa­per Prize” at the AFA con­fer­ence.

Paper accepted for presentation at the FIRS Conference in May 2020

The pa­per “Per­ceived Pre­cau­tion­ary Sav­ings Motives: Evid­ence from FinTech” will be presen­ted at the 2020 Fin­an­cial In­ter­me­di­ation Re­search So­ci­ety (FIRS) Con­fer­ence,...

Meet our new students

We are very happy to in­tro­duce the new VGS­F-fel­lows: Nat­alija Kostic, Dominik Wal­ter and Paul Mayer. Wel­come!

Info Session 2019

We are here to answer all your ques­tions about a PhD in Fin­ance. Join us for the Info Ses­sion on Novem­ber 29 @WU Vi­enna.

WU City of Vienna Best Paper Award for Christian Laux

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...

Welcome Günter Strobl as new VGSF Faculty Member

Wel­come to Günter Strobl (Pro­fessor of Fin­ance at the Uni­versity of Vi­enna) who joins VGSF as Fac­ulty Mem­ber.

Paper accepted for presentation at the TAU Finance Conference 2019

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...

Paper accepted for presentation at the AFA and AEA 2020 Annual Meetings

Con­grat­u­la­tions to Chris­toph Sch­euch for this great res­ult. His pa­per will be presen­ted at the Amer­ican Fin­ance As­so­ci­ation 2020 An­nual Meet­ing, San Diego, Janu­ary...

A successful VGSF Conference

The stu­dents are present­ing their most re­cent re­search ideas and res­ults at the an­nual VGSF Con­fer­ence.

Congratulations to Giedre Lenciauskaite

Con­grat­u­la­tions to Giedre Len­ci­auskaite for suc­cess­fully de­fend­ing her PhD thesis!

Congratulations to Maximilian Bredendiek

Con­grat­u­la­tions to Max­imilian Bre­dendiek for suc­cess­fully de­fend­ing his PhD thesis!

Welcome Guillaume Vuillemey

Wel­come to Guil­laume Vuille­mey (HEC Paris) who will join VGSF as vis­it­ing Fac­ulty to teach Fin­an­cial In­ter­me­di­ation.

Congratulations to Giorgio Ottonello

Con­grat­u­la­tions to Gior­gio Ot­ton­ello for suc­cess­fully de­fend­ing his PhD thesis!

Congratulations to Asad Rauf

Con­grat­u­la­tions to Asad Rauf for suc­cess­fully de­fend­ing his PhD thesis!

Welcome Tomas Björk

Wel­come to To­mas Björk (Stock­holm School of Eco­nom­ics) who will join VGSF as vis­it­ing Fac­ulty to teach Con­tinu­ous Time Fin­ance.

Paper accepted for presentation at the 3rd SAFE Market Microstructure Conference

Con­grat­u­la­tions to Nikolaus Hautsch, Chris­toph Sch­euch and Stefan Voigt for this great res­ult. Their pa­per will be presen­ted at the 3rd SAFE Mar­ket Mi­cro­struc­ture...

Congratulations to our job market candidates for their excellent placements

The VGSF con­grat­u­lates its gradu­at­ing PhD stu­dents for their out­stand­ing ap­point­ments. They found ex­cit­ing jobs in ex­cel­lent in­sti­tu­tions.

Paper accepted for presentation at the 46th EFA Annual Meeting

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...

Welcome Toni Whited

Wel­come to Toni Whited (Uni­versity of Michigan) who will join VGSF as vis­it­ing Fac­ulty to teach Fin­an­cial Econo­met­rics.

Two papers accepted for presentation at 4thVienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019

Two pa­pers ac­cep­ted for present­a­tion at 4thVi­enna Work­shop on High-Di­men­sional Time Ser­ies in Mac­roe­co­nom­ics and Fin­ance 2019.

Christoph Scheuch Received Best Doctoral Student Paper Award

Chris­toph Sch­euch was award a Best Doc­toral Stu­dent Pa­per Award at the Second Toronto FinTech Con­fer­ence. Con­grat­u­la­tions!

Announcement of a series of lectures in memory of Engelbert J. Dockner

The Vi­enna Uni­versity of Tech­no­logy , the Uni­versity of Vi­enna and WU Vi­enna launch the DOCK­NER LEC­TURES to com­mem­or­ate En­gel­bert Dock­ner’s achieve­ments. ...

Paper accepted for presentation at the SFS Cavalcade North America 2019

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 accepted for presentation at the 2019 Financial Intermediation Research Society Conference

Two pa­pers from VGSF stu­dents and fac­ulty are ac­cep­ted for present­a­tion at Fin­an­cial In­ter­me­di­ation Re­search So­ci­ety (FIRS) Con­fer­ence.

Alexander Mürmann elected WU Researcher of the month

Al­ex­an­der Mürmann was in­ter­viewed by WU on the topic "Do risky drivers seek higher in­sur­ance cov­er­age?"

Read the experience of Hyemin Kim at VGSF as visiting student

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...

Paper invited for presentation at the "Recent Advances in Theoretical Corporate Finance" workshop at the Center for Analytical Finance (CAFIN) at UC Santa Cruz

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 received the Lykke Research Hub grant

Stefan Voigt was awar­ded the Lykke Re­search Hub grant for his re­search pro­posal on "Mar­ket Mak­ing and Toxic Ar­bit­rage in Block­chain Mar­kets". Con­grat­u­la­tions! ...

Christoph Scheuch and Stefan Voigt invited to the Perm Winter School on Cryptomarkets

They will presents their find­ings on li­quid­ity mon­it­or­ing in­sights and mar­ket mak­ing op­por­tun­it­ies in a world with stochastic latency.

Paper accepted for presentation at the 2nd Toronto FinTech Conference Annual Conference

Con­grat­u­la­tions to Nikolaus Hautsch, Chris­toph Sch­euch and Stefan Voigt for this great res­ult. Their pa­per will be presen­ted at the 2nd Toronto FinTech Con­fer­ence...

Congratulations to our Graduates

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...

VGSF faculty members receive the WU Best Paper Award 2018

Con­grat­u­la­tions to Chris­tian Laux, Gyöngyi Lor­anth and Ju­lian Kolm for their achieve­ment.

Paper accepted for publication at the Journal of Risk and Insurance

The pa­per “Asym­met­ric In­form­a­tion in Auto­mobile In­sur­ance: Evid­ence from Driv­ing Be­ha­vior” has been ac­cep­ted for pub­lic­a­tion by the Journal of Risk and In­sur­ance ...

Welcome Philipp Karl Illeditsch

Wel­come to Phil­ipp Karl Illed­itsch (Carne­gie Mel­lon) who will join VGSF as vis­it­ing Fac­ulty to teach As­set Pri­cing.

Paper accepted for presentation at Oxford Finance Job Market Workshop (15th of Nov, 2018)

The pa­per “Bank Sta­bil­ity and the Price of Loan Com­mit­ments” will be presen­ted at the Ox­ford Fin­ance Job Mar­ket Work­shop

Welcome to Hyemin Kim!

Hyemin Kim joined VGSF as vis­it­ing stu­dent from Nan­yang Busi­ness School for one semester.

Alex Mürmann appointed co-Editor-in-Chief of The Geneva Risk and Insurance Review

We are pleased to an­nounce that Prof. Alex Mürmann was ap­poin­ted co-Ed­it­or­-in-Chief of "The Geneva Risk and In­sur­ance Re­view".

Paper accepted for publication at the Review of Financial Studies

The pa­per “Mul­tina­tional Banks and Supra­na­tional Su­per­vi­sion” has been ac­cep­ted for pub­lic­a­tion by the Re­view of Fin­an­cial Stud­ies.

Paper accepted for publication at the Journal of Econometrics

The pa­per “Large-S­cale Port­fo­lio Al­loc­a­tion Un­der Trans­ac­tion Costs and Model Un­cer­tainty” has been ac­cep­ted for pub­lic­a­tion by the Journal of Econo­met­rics ...

Paper accepted for presentation at the 25th Annual Meeting of the German Finance Association (DGF)

The pa­per "Ma­tur­ity Premium" will be presen­ted at the 25th An­nual Meet­ing of the Ger­man Fin­ance As­so­ci­ation (DGF).

Three papers accepted for presentation at the 2019 AFA Annual Meeting

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...

Paper accepted for presentation at the 2018 Crypto Valley Conference on Blockchain Technology

The pa­per "Price Ef­fi­ciency in Mar­kets with Stochastic Latency" will be presen­ted at the 2018 Crypto Val­ley Con­fer­ence on Block­chain Tech­no­logy. ...

Paper accepted for presentation at the 2018 QFFE

The pa­per "Price Ef­fi­ciency in Mar­kets with Stochastic Latency" will be presen­ted at the 2018 QFFE

The Vienna Graduate School of Finance launches its new corporate design and website

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...

Paper accepted for publication by the Journal of Financial Stability

The pa­per “The Dark Side of Stress Tests: Neg­at­ive Ef­fects of In­form­a­tion Dis­clos­ure” has been ac­cep­ted for pub­lic­a­tion by the Journal of Fin­an­cial Sta­bil­ity. ...

Congratulations to our students for their excellent placements!

The Vi­enna Gradu­ate School of Fin­ance (VGSF) con­grat­u­lates its gradu­at­ing PhD stu­dents for their out­stand­ing ap­point­ments. They found ex­cit­ing jobs in ex­cel­lent...

Welcome Rüdiger Fahlenbrach

Wel­come to Rüdi­ger Fah­len­brach (EPFL - École poly­tech­nique fédérale de Lausanne) who joined VGSF as vis­it­ing Fac­ulty to teach Em­pir­ical Cor­por­ate Fin­ance. ...

Paper accepted for presentation at HEC-McGill Winter Finance Workshop

The pa­per "Cor­por­ate Bond Port­fo­lios and Mac­roec­nomic Con­di­tions" will be presen­ted at HEC-M­c­Gill Win­ter Fin­ance Work­shop

Paper accepted for presentation at the Second Workshop on Corporate Debt Market in Cass Business School

The pa­per "Struc­tural Changes in Cor­por­ate Bond Un­der­pri­cing" will be presen­ted at the Second Work­shop on Cor­por­ate Debt Mar­ket in Cass Busi­ness School ...

Paper accepted for presentation at the SFS Cavalcade 2018

The pa­per "Struc­tural Changes in Cor­por­ate Bond Un­der­pri­cing" will be presen­ted at the SFS Caval­cade 2018.

Two papers accepted for presentation at the 2018 Financial Intermediation Research Society Conference

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...

Paper accepted for presentation at Fixed Income and Financial Institutions Conference

The pa­per "Struc­tural Changes in Cor­­por­ate Bond Un­­der­­­pri­­cing" will be presen­ted at the Fixed In­come and Fin­an­cial In­sti­tu­tions con­fer­ence in Darla Moore School...

VGSF receives FWF doc.funds funding

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...

Visiting Scholar PhD student in NYU

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. ...

Christian Laux elected Director of the EFA

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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