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Alois Pichler


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Personal Details

First Name: Alois
Middle Name:
Last Name: Pichler

RePEc Short-ID: ppi285

Postal Address:


Department of Statistics and Operations Research
Fakultät für Wirtschaftswissenschaften
Universität Wien
Location: Wien, Austria
Postal: Brünner Straße 72, 1210 Wien
Handle: RePEc:edi:isduwat (more details at EDIRC)


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Working papers

  1. Alois Pichler, 2012. "Spectral Risk Measures, With Adaptions For Stochastic Optimization," Papers 1209.3570,
  2. Alois Pichler & Alexander Shapiro, 2012. "Uniqueness of Kusuoka Representations," Papers 1210.7257,, revised Feb 2013.


  1. Pflug, Georg Ch. & Pichler, Alois & Wozabal, David, 2012. "The 1/N investment strategy is optimal under high model ambiguity," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(2), pages 410-417.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2012-09-30 2012-11-11. Author is listed


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