IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Alois Geyer

This is information that was supplied by Alois Geyer in registering through RePEc. If you are Alois Geyer , 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:Geyer
Suffix:
RePEc Short-ID:pge36
Email:
Homepage:http://www.wu.ac.at/~geyer
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
Location: Wien, Austria
Homepage: http://www.wu.ac.at/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:wiwieat (more details at EDIRC)
Location: Wien, Austria
Homepage: http://www.vgsf.ac.at/
Email:
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)
in new window

  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 ROM simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 66-79.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Alois Geyer, 2000. "Implications of dependence in stock returns for asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 10(6), pages 623-633.
  8. 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.

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alois Geyer should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.