VGSf - WU Vienna campus

News

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

We doubled it: join one of the two Info Session!

We are here to answer all your ques­tions about a PhD in Fin­ance. Join us for the Info Ses­sion at the WU Vi­enna (Nov. 20) or at the Uni­versity of Vi­enna (Nov. 21) ...

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...