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Alois Pichler

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

Personal Details

First Name: Alois
Middle Name:
Last Name: Pichler
Suffix:

RePEc Short-ID: ppi285

Email:
Homepage: http://homepage.univie.ac.at/alois.pichler/
Postal Address:
Phone:

Affiliation

Department of Statistics and Operations Research
Fakultät für Wirtschaftswissenschaften
Universität Wien
Location: Wien, Austria
Homepage: http://isor.univie.ac.at/
Email:
Phone:
Fax:
Postal: Brünner Straße 72, 1210 Wien
Handle: RePEc:edi:isduwat (more details at EDIRC)

Works

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Working papers

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

Articles

  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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