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Alois Geyer


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Personal Details

First Name: Alois
Middle Name:
Last Name: Geyer

RePEc Short-ID: pge36

Postal Address: WU Wirtschaftsuniversität Wien, Department of Finance, Accounting and Statistics, and Vienna Graduate School of Finance, Welthandelsplatz 1, A-1020 Wien, Austria
Phone: +43 1 31336 4559


(66%) WU Wirtschaftsuniversität Wien
Location: Wien, Austria
Handle: RePEc:edi:wiwieat (more details at EDIRC)
(34%) Vienna Graduate School of Finance
Location: Wien, Austria
Phone: +43-1-31336-5070
Fax: +43-1-4277-38074
Postal: c/o WU (Vienna University of Economics and Business, Heiligenstädter Straße 46-48, DG 1.26, A-1190 Wien
Handle: RePEc:edi:vgsfwat (more details at EDIRC)


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Working papers

  1. Alois Geyer & Richard Mader, 1999. "Estimation of the term structure of interest rates - A parametric approach," Working Papers 37, Oesterreichische Nationalbank (Austrian Central Bank).


  1. Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2014. "No-arbitrage bounds for financial scenarios," European Journal of Operational Research, Elsevier, vol. 236(2), pages 657-663.
  2. Geyer, Alois & Hanke, Michael & Weissensteiner, Alex, 2010. "No-arbitrage conditions, scenario trees, and multi-asset financial optimization," European Journal of Operational Research, Elsevier, vol. 206(3), pages 609-613, November.
  3. Alois Geyer & Michael Hanke & Alex Weissensteiner, 2009. "A stochastic programming approach for multi-period portfolio optimization," Computational Management Science, Springer, vol. 6(2), pages 187-208, May.
  4. Alois Geyer & Stephan Kossmeier & Stefan Pichler, 2004. "Measuring Systematic Risk in EMU Government Yield Spreads," Review of Finance, Springer, vol. 8(2), pages 171-197.
  5. Trapletti, Adrian & Geyer, Alois & Leisch, Friedrich, 2002. "Forecasting Exchange Rates Using Cointegration Models and Inra-day Data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 151-66, April.
  6. Alois Geyer, 2000. "Implications of dependence in stock returns for asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 10(6), pages 623-633.
  7. Geyer, Alois L J & Pichler, Stefan, 1999. "A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 22(1), pages 107-30, Spring.


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