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Information about:
Alois Geyer

Personal Details | Affiliation | Works
This is information that was supplied by Alois Geyer in registering through RePEc. If you are Alois Geyer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Alois
Middle Name:
Last Name: Geyer
Suffix:

RePEc Short-ID: pge36

Email:
Homepage: http://www.wu.ac.at/~geyer
Postal Address: WU Wirtschaftsuniversität Wien, Department of Finance&Accounting, and Vienna Graduate School of Finance, Heiligenstaedter Strasse 46, A-1190 Wien, Austria
Phone: +43 1 31336 4559

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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). [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!]

  3. 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.

  4. Geyer, Alois L J, 2000. "Implications of Dependence in Stock Returns for Asset Allocation," Applied Financial Economics, Taylor and Francis Journals, vol. 10(6), pages 623-33, December. [Downloadable!] (restricted)

  5. Geyer, Alois L J, 1994. "Volatility Estimates of the Vienna Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 4(6), pages 449-55, December. [Downloadable!] (restricted)

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This page was last updated on 2009-11-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.