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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
Location: Wien, Austria
Handle: RePEc:edi:wiwieat (more details at EDIRC)
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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  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.

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