Georg Cejnek

ZZ Vermögensverwaltung GmbH

Head of Quantitative Research and Asset Management

Coburgbastei 4, Top5

Vienna, 1010

Austria

Engelbert Dockner Stiftung

CIO

Vienna

Austria

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,477

SSRN RANKINGS

Top 14,477

in Total Papers Downloads

6,405

SSRN CITATIONS
Rank 17,130

SSRN RANKINGS

Top 17,130

in Total Papers Citations

60

CROSSREF CITATIONS

22

Scholarly Papers (8)

1.
Downloads 1,795 (18,159)
Citation 27

The COVID-19 Pandemic and Corporate Dividend Policy

Journal of Financial and Quantitative Analysis, Volume 56 (7), pp. 2389-2410, 2021
Number of pages: 46 Posted: 16 Apr 2020 Last Revised: 27 Jul 2022
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,795 (17,838)
Citation 27

Abstract:

Loading...

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: 09 Nov 2021
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 0
Citation 2
  • Add to Cart

Abstract:

Loading...

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, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,682 (19,709)
Citation 14

Abstract:

Loading...

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

Abstract:

Loading...

University endowments, performance, asset allocation, spending policy

3.

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 942 (46,838)

Abstract:

Loading...

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

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 and Otto Randl
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 549 (94,885)

Abstract:

Loading...

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

5.

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 GmbH and Vienna University of Economics and Business
Downloads 531 (98,884)
Citation 4

Abstract:

Loading...

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

6.

Portfolio Choice with Endogenous Donations - Modeling University Endowments

Number of pages: 59 Posted: 02 Nov 2013 Last Revised: 03 Jul 2023
Georg Cejnek, Richard Franz and Neal Stoughton
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 456 (118,746)
Citation 6

Abstract:

Loading...

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 and Otto Randl
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 270 (210,618)

Abstract:

Loading...

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 180 (308,630)

Abstract:

Loading...

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