Stefan Pichler
Prof. for Banking and Finance
WU Vienna - Department for Finance, Accounting and Statistics
Research Interests
Credit Risk Management, Fixed Income, Financial Institutions
Selected Publications
- De Silva, H., Dockner, E.J., Jankowitsch, R., Pichler, S., Ritzberger, K. (2014): Choice of rating technology and loan pricing in imperfect credit markets, Journal of Risk 17 (1), 29-62.
- Grün, B., Hofmarcher, P., Hornik, K., Leitner, Ch., Pichler, S. (2013): Deriving consensus ratings of the big three rating agencies, Journal of Credit Risk 9 (1), 75-98.
- Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S., Winkler, G. (2010): Determinants of Heterogeneity in European Credit Ratings, Financial Markets and Portfolio Management 24 (3), 271-287.