Here you can find a selection of research papers from members of the Academic Advisory Team and employees of IQAM Invest. These deal mainly with fundamental research, which is often directly or indirectly put into practice in IQAM Invest products and services. Some of these papers have already been published in leading international journals and some are still working papers.
Our philosophy is to constantly review and improve the IQAM Invest processes in light of new financial research. This is made possible by the members of IQAM Invest’s Academic Advisory Team, who are firmly established in the international financial research community, regularly contribute to fundamental research and are actively involved in notable conferences and academic institutions. The research papers listed below provide an overview of the issues we have engaged in.
Thomas Dangl,
Youchang Wu,
Josef Zechner,
2008
University of Wisconsin-Madison and Vienna University of Economics and Business) Vol 21, Nr 5 – pp. 2307-2343
Youchang Wu,
Russ Wermers,
Josef Zechner,
2013
SSRN Working Paper Series 2179125
Johann Reindl,
Neal Stoughton,
Josef Zechner,
2013
SSRN Working Paper Series 2324097
Nils Friewald,
Christian Wagner,
Josef Zechner,
2013
Journal of Finance
Engelbert J. Dockner,
Manuel Mayer,
Josef Zechner,
2013
SSRN Working Paper Series 2275916
Thomas Dangl,
Michael Kashofer,
2013
TU-Wien Working Paper, SSRN Working Paper Series 2302453
Thomas Dangl,
Michael Halling,
2012
Journal of Financial Economics – pp. 157 - 181
Christian Schittenkopf,
Georg Dorffner,
Engelbert J. Dockner,
2000
Journal of Forecasting 19: 355-374
Engelbert J. Dockner,
Martin Scheicher,
1999
Financial Markets and Portfolio Management 13: 39-55
Engelbert J. Dockner,
Murray Carlson,
Adlai Fisher,
Ron Giammarino,
2014
Journal of Financial and Quantitative Analysis 49 (2): 321-349
Engelbert J. Dockner,
Zehra Eksi-Altay,
Margarethe Rammerstorfer,
2015
Journal of Futures Markets, im Erscheinen
Engelbert J. Dockner,
Petra Halling,
Otto Randl,
2014
Arbeitspapier WU Wirtschaftsuniversität Wien
Engelbert J. Dockner,
Manuel Mayer,
Josef Zechner,
2015
in Begutachtung
Christian Schittenkopf,
Georg Dorffner,
Engelbert J. Dockner,
2000
Journal of Forecasting, 19 – pp. 355-374
Thomas Reininger,
Franz Schardax,
Martin Summer,
2001
Discussion Paper 16/01, Deutsche Bundesbank
Engelbert J. Dockner,
Martin Scheicher,
1999
Finanzmarkt und Portfolio Management, 13. Jahrgang, Nr. 1 – pp. 39-55
Thomas Dangl,
Michael Halling,
2009
Working Paper
Peter Backé,
Thomas Reininger,
Jarko Fidrmuc,
Franz Schardax,
2002
Working Papers 61, Österreichische Nationalbank
Peter Backé,
Franz Schardax,
2009
“Focus on European Economic Integration” Q2/2009, Österreichische Nationalbank – pp. 56-66
Thomas Steinberger,
2006
Working Paper
Thomas Steinberger,
2004
Working Paper
Thomas Hintermaier,
Thomas Steinberger,
2005
Journal of Economic Dynamics & Control 29 – pp. 1765-1783
Franz Schardax,
2002
“Stability and Security, Focus on Transition”, 2/2002, Österreichische Nationalbank – pp. 58 -71
Franz Schardax,
2004
edited by
Morten Balling, Frank Lierman, and Andrew W. Mullineux
Routledge Studies in the European Economy, Routledge, London and New York
Engelbert J. Dockner,
Andrea Gaunersdorfer,
2010
Applied Mathematics and Computation 217: 1001-1009
Engelbert J. Dockner,
Clemens Löffler,
2015
im Erscheinen
Engelbert J. Dockner,
Margarethe Rammerstorfer,
Denes Kucsera,
2013
Energy Economics 37: 182-192
Engelbert J. Dockner,
Florian Wagener,
2014
56 (3): 585-625
Engelbert J. Dockner,
Siyahhan Baran,
2015
im Erscheinen
Neal Stoughton,
Josef Zechner,
2007
Journal of Financial Intermediation, 16 – pp. 312-342
Thomas Steinberger,
2004
Working Paper
Thomas Hintermaier,
Thomas Steinberger,
2002
Working Paper
Robert Heinkel,
Alan Kraus,
Josef Zechner,
2001
Journal of Financial and Quantitative Analysis, 36 – pp. 431-450
Edwin O. Fischer,
Robert Heinkel,
Josef Zechner,
1998
The Journal of Finance, 44 – pp. 19-40
Thomas Dangl,
1999
European Journal of Operational Research, 117/3 – pp. 1-14
Thomas Dangl,
Franz Wirl,
2004
Journal of Economic Dynamics and Control, Vol 28/7 – pp. 1437-1460
Thomas Dangl,
Josef Zechner,
2004
Journal of Financial Intermediation, 13/2 – pp. 183-204
Engelbert J. Dockner,
Luise Breinlinger,
2009
Working Paper
Murray Carlson,
Engelbert J. Dockner,
Adlai Fisher,
Ron Giammarino,
2010
Working Paper
Anat R. Admati,
Paul Pfleiderer,
Josef Zechner,
1994
The Journal of Political Economy, 102 – pp. 1097-1130
Thomas Dangl,
Youchang Wu,
Josef Zechner,
2008
University of Wisconsin-Madison and Vienna University of Economics and Business) Vol 21, Nr 5 – pp. 2307-2343
Hannelore De Silva,
Engelbert J. Dockner,
Rainer Jankowitsch,
Stefan Pichler,
2014
Journal of Risk 17 (1): 29-62
Thomas Dangl,
Alfred Lehar,
2004
Journal of Financial Intermediation, 13/2 – pp. 96-131
2002
Journal of Economic Dynamics and Control, 26 – pp. 1301-1321