Stephan Gasser

Vienna University of Economics and Business - Institute for Finance, Banking and Insurance

Senior Lecturer Post Doc

Welthandelsplatz 1

Building D4

Vienna, 1020

Austria

http://https://www.wu.ac.at/finance/people/faculty/gasser/

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 39,011

in Total Papers Downloads

1,082

CITATIONS
Rank 35,484

SSRN RANKINGS

Top 35,484

in Total Papers Citations

10

Scholarly Papers (5)

1.

Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?

Number of pages: 21 Posted: 15 Mar 2014 Last Revised: 04 Jun 2015
Alexander Eisl, Stephan Gasser and Karl Weinmayer
Vienna University of Economics and Business, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna - Department of International Management
Downloads 959 (22,683)
Citation 13

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Bitcoin, Portfolio Optimization, Conditional Value at Risk, Virtual Currencies

2.

DEA Portfolio Modeling - The Case of Socially Responsible Investing

29th Australasian Finance and Banking Conference 2016
Number of pages: 28 Posted: 22 Aug 2016 Last Revised: 24 Jan 2018
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Modul University Vienna - Department of International Management
Downloads 123 (225,958)

Abstract:

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Socially Responsible Investments, Portfolio Optimization, International Financial Markets

3.

The Impact of EU ETS Price Variations on Germany's Electricity Production Mix

Die Unternehmung - Swiss Journal of Business Research and Practice, Volume 3/2014, Pages 163-179.
Posted: 24 Sep 2014
Vienna University of Economics and Business, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

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Electricity Market Modeling and Simulation, Cournot Competition, EU ETS Certificate Prices

4.

Markowitz Revisited Social Portfolio Engineering

European Journal of Operational Research (EJOR)
Posted: 18 Aug 2014 Last Revised: 29 Oct 2016
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Modul University Vienna - Department of International Management

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Socially Responsible Investments, Portfolio Optimization, International Financial Markets

5.

Mergers and Acquisitions in European and North American Energy Markets: Implications for the Assessment of Legal and Ownership Unbundling

Journal of Competition Law and Economics, Volume 11, Issue 4, Pp. 935-954, 2015
Posted: 15 Sep 2012 Last Revised: 25 Mar 2016
Vienna University of Economics and Business Administration, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Vienna University of Economics and Business - Department of Corporate Finance

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Mergers, Acquisitions, Energy Markets, Regulation, Unbundling