Georg Cejnek

ZZ Vermögensverwaltung GmbH

Head of Research

Coburgbastei 4, Top5

Vienna, 1010

Austria

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 12,903

SSRN RANKINGS

Top 12,903

in Total Papers Downloads

4,794

SSRN CITATIONS
Rank 31,005

SSRN RANKINGS

Top 31,005

in Total Papers Citations

12

CROSSREF CITATIONS

16

Scholarly Papers (8)

1.
Downloads 1,477 ( 16,011)
Citation 6

The COVID-19 Pandemic and Corporate Dividend Policy

Number of pages: 46 Posted: 16 Apr 2020 Last Revised: 29 Jul 2021
Georg Cejnek, Otto Randl, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, WU Vienna University of Economics and Businessaffiliation not provided to SSRN and Vienna University of Economics and Business
Downloads 1,477 (15,707)
Citation 10

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COVID-19 pandemic, dividends

The Covid-19 Pandemic and Corporate Dividend Policy

CEPR Discussion Paper No. DP14571
Number of pages: 56 Posted: 08 May 2020 Last Revised: 22 Sep 2021
Georg Cejnek, Otto Randl, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, WU Vienna University of Economics and Businessaffiliation not provided to SSRN and Vienna University of Economics and Business
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A Survey of University Endowment Management Research

Journal of Investment Management, Third Quarter 2014
Number of pages: 40 Posted: 23 Jan 2013 Last Revised: 12 Dec 2014
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business, WU Vienna University of Economics and Businessaffiliation not provided to SSRN and Vienna University of Economics and Business
Downloads 1,331 (18,347)
Citation 8

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university endowments, performance, asset allocation, spending policy

A Survey of University Endowment Management Research

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business, WU Vienna University of Economics and Businessaffiliation not provided to SSRN and Vienna University of Economics and Business

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University endowments, performance, asset allocation, spending policy

3.

Risk and Return of Short-Duration Equity Investments

Journal of Empirical Finance, Volume 36, pp. 181-198, 2016
Number of pages: 48 Posted: 03 Jan 2014 Last Revised: 14 Mar 2017
Georg Cejnek, Otto Randl and Otto Randl
ZZ Vermögensverwaltung GmbH and WU Vienna University of Economics and Businessaffiliation not provided to SSRN
Downloads 461 (78,802)
Citation 4

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Dividend derivatives; short-maturity anomaly; term structure of equity risk premia; downside risk; investment strategy

4.

Dividend Risk Premia

Journal of Financial and Quantitative Analysis, Volume 55 (4), pp. 1199-1242, 2020
Number of pages: 74 Posted: 01 Feb 2016 Last Revised: 17 Jun 2020
Georg Cejnek, Otto Randl and Otto Randl
ZZ Vermögensverwaltung GmbH and WU Vienna University of Economics and Businessaffiliation not provided to SSRN
Downloads 438 (83,721)

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Dividend derivatives, Cochrane-Piazzesi factor, term structure of equity risk premia, cash flow risk, discount rate risk, global risk factor

5.

Understanding Volatility-Managed Portfolios

Number of pages: 43 Posted: 26 Jun 2020 Last Revised: 23 Apr 2021
Georg Cejnek and Florian Mair
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 388 (97,009)

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volatility management, cash-flow news, discount rate news, market timing, portfolio management, investment strategies, risk-neutral variance, SVIX

6.

An Integrated Model of University Endowments

Number of pages: 53 Posted: 02 Nov 2013 Last Revised: 21 Nov 2017
Georg Cejnek, Richard Franz and Neal Stoughton
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 367 (102,676)
Citation 6

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endowments, asset allocation, spending, donations

7.

Implications of Index Construction Methodologies for Price and Dividend Indices

Number of pages: 50 Posted: 16 Jan 2013 Last Revised: 17 Jul 2013
Georg Cejnek, Otto Randl and Otto Randl
ZZ Vermögensverwaltung GmbH and WU Vienna University of Economics and Businessaffiliation not provided to SSRN
Downloads 179 (210,561)

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index performance, index selection and rebalancing rules, equity indices, dividend indices, fundamental indexation

8.

Exploiting Value and Momentum in Emerging Market Assets

Number of pages: 49 Posted: 30 Jun 2014 Last Revised: 21 Nov 2015
Georg Cejnek
ZZ Vermögensverwaltung GmbH
Downloads 153 (240,445)

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Asset Allocation, Value, Momentum, Emerging Markets, Parametric Portfolio Policies