Edwin O. Fischer

University of Graz/Finance

Professor

Universitätsstrasse

15/G2

Graz, 8010

Austria

SCHOLARLY PAPERS

6

DOWNLOADS

1,040

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Portfolio Optimization: A Combined Regime-Switching and Black–Litterman Model

Number of pages: 27 Posted: 22 Jan 2013
Edwin O. Fischer and Immanuel Seidl
University of Graz/Finance and University of Graz - Department of Finance
Downloads 616 (55,179)
Citation 3

Abstract:

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Optimal Portfolio Selection, Regime Switching, Black–Litterman, Risk Measures

2.

Debt Restructuring: When Do Loan and Bond Prepayments Pay Off?

Journal of Banking and Financial Research (BankArchiv), Vol. 67, No. 1, pp. 39-49 (2019)
Number of pages: 21 Posted: 16 Aug 2018 Last Revised: 26 Jan 2019
Edwin O. Fischer and Ines Wöckl
University of Graz/Finance and University of Graz
Downloads 178 (212,084)
Citation 1

Abstract:

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debt restructuring, loan prepayments, fixed and variable rate loans

3.

Forensic Finance: Market Abuse and Price Manipulation in Security Markets on the Trail

Number of pages: 32 Posted: 18 Dec 2012 Last Revised: 19 Dec 2012
Marija Corluka and Edwin O. Fischer
University Graz and University of Graz/Finance
Downloads 138 (261,819)

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market abuse, price manipulation, alarm trigger, turbo-certificate, intra-day event study

4.

On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model

Number of pages: 28 Posted: 16 Sep 2019
Edwin O. Fischer, Lisa-Maria Kampl and Ines Wöckl
University of Graz/Finance, University of Graz and University of Graz
Downloads 42 (514,822)

Abstract:

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risky debt, debt valuation, debt analysis, expected yield

5.

How to Choose Between Fixed- and Variable-Rate Loans

Journal of Banking and Financial Research (BankArchiv), Vol. 67, No. 2. pp. 125-135
Number of pages: 21 Posted: 24 Sep 2018 Last Revised: 13 Feb 2019
Edwin O. Fischer and Lisa-Maria Kampl
University of Graz/Finance and University of Graz
Downloads 36 (544,118)
Citation 1

Abstract:

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Optimal Loan Choice, Effective Interest Rate, Fixed- and Variable-Rate Loans

6.

On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations

Number of pages: 32 Posted: 30 Apr 2020
Edwin O. Fischer, Lisa-Maria Kampl and Ines Wöckl
University of Graz/Finance, University of Graz and University of Graz
Downloads 30 (576,884)

Abstract:

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risky debt, debt valuation, expected yield