Georg Cejnek

ZZ Vermögensverwaltung

Head of Research

Coburgbastei 4, Top5

Vienna, 1010

Austria

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,395

SSRN RANKINGS

Top 17,395

in Total Papers Downloads

3,009

SSRN CITATIONS
Rank 35,903

SSRN RANKINGS

Top 35,903

in Total Papers Citations

11

CROSSREF CITATIONS

8

Scholarly Papers (8)

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, Vienna University of Economics and Business, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,214 (17,490)
Citation 7

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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, Vienna University of Economics and Business, WU Vienna University of Economics and Business and Vienna University of Economics and Business

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University endowments, performance, asset allocation, spending policy

2.

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 and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 431 (72,669)
Citation 1

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

3.

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 and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 353 (91,708)

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

4.

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, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 336 (96,897)
Citation 5

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endowments, asset allocation, spending, donations

5.
Downloads 322 (101,611)
Citation 4

The COVID-19 Pandemic and Corporate Dividend Policy

Number of pages: 8 Posted: 16 Apr 2020 Last Revised: 17 Apr 2020
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 322 (101,001)
Citation 4

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COVID-19 pandemic, dividends

The Covid-19 Pandemic and Corporate Dividend Policy

CEPR Discussion Paper No. DP14571
Number of pages: 9 Posted: 08 May 2020
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung, WU Vienna University of Economics and Business and Vienna University of Economics and Business
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6.

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 and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 163 (197,400)

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

7.

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
Downloads 150 (211,689)

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

8.

Understanding Volatility-Managed Portfolios

Number of pages: 36 Posted: 26 Jun 2020
Georg Cejnek and Florian Mair
ZZ Vermögensverwaltung and Vienna University of Economics and Business
Downloads 40 (457,522)

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volatility management, cash-flow news, discount rate news, market timing, portfolio management, investment strategies