Thomas Dangl

Vienna University of Technology

Theresianumgasse 27

Vienna, A-1040

Austria

SCHOLARLY PAPERS

14

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5,628

CITATIONS
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Top 6,337

in Total Papers Citations

78

Scholarly Papers (14)

1.

Value-at-Risk vs. Building Block Regulation in Banking

EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 55 Posted: 28 Oct 2000
Thomas Dangl and Alfred Lehar
Vienna University of Technology and University of Calgary - Haskayne School of Business
Downloads 1,503 (8,625)
Citation 10

Abstract:

2.
Downloads 971 ( 17,404)
Citation 17

Credit Risk and Dynamic Capital Structure Choice

EFA 2001 Barcelona Meetings
Number of pages: 28 Posted: 05 Jul 2001
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business
Downloads 917 (18,620)
Citation 17

Abstract:

Credit Risk and Dynamic Capital Structure Choice

CEPR Discussion Paper No. 4132
Number of pages: 30 Posted: 03 Jan 2004
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business
Downloads 54 (313,304)
Citation 17
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Abstract:

3.
Downloads 553 ( 38,546)
Citation 5

Debt Maturity and the Dynamics of Leverage

Number of pages: 49 Posted: 06 Mar 2005 Last Revised: 28 Jun 2016
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business
Downloads 493 (44,094)
Citation 5

Abstract:

debt maturity, optimal capital structure choice

Debt Maturity and the Dynamics of Leverage

CFS WP No. 547
Number of pages: 52 Posted: 25 Oct 2016
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business
Downloads 60 (297,193)
Citation 5

Abstract:

debt maturity, optimal capital structure choice

4.
Downloads 499 ( 43,955)
Citation 19

Predictive Regressions with Time-Varying Coefficients

Number of pages: 49 Posted: 21 Mar 2007 Last Revised: 16 Feb 2009
Thomas Dangl and Michael Halling
Vienna University of Technology and Swedish House of Finance
Downloads 216 (113,678)
Citation 19

Abstract:

Empirical asset pricing, equity return prediction, Bayesian econometrics

Predictive Regressions with Time-Varying Coefficients

Number of pages: 49 Posted: 15 Mar 2009
Thomas Dangl and Michael Halling
Vienna University of Technology and Swedish House of Finance
Downloads 145 (164,003)
Citation 19

Abstract:

Empirical asset pricing, equity return prediction, Bayesian econometrics

Predictive Regressions with Time-Varying Coefficients

Number of pages: 77 Posted: 17 Mar 2010 Last Revised: 29 Sep 2011
Thomas Dangl and Michael Halling
Vienna University of Technology and Swedish House of Finance
Downloads 138 (170,748)
Citation 19

Abstract:

Empirical asset pricing, equity return prediction, Bayesian econometrics

Market Discipline and Internal Governance in the Mutual Fund Industry

University of Vienna, Department of Finance Working Paper No. 2004-3, AFA 2006 Boston Meetings Paper
Number of pages: 39 Posted: 07 Feb 2005
Thomas Dangl, Youchang Wu and Josef Zechner
Vienna University of Technology, University of Oregon and Vienna University of Economics and Business
Downloads 272 (89,440)
Citation 22

Abstract:

mutual funds, portfolio management, governance, market discipline

Market Discipline and Internal Governance in the Mutual Fund Industry

Review of Financial Studies, Forthcoming
Number of pages: 51 Posted: 22 Jun 2006
Thomas Dangl, Youchang Wu and Josef Zechner
Vienna University of Technology, University of Oregon and Vienna University of Economics and Business
Downloads 112 (200,947)
Citation 22

Abstract:

mutual funds, portfolio management, governance, market discipline

Market Discipline and Internal Governance in the Mutual Fund Industry

The Review of Financial Studies, Vol. 21, Issue 5, pp. 2307-2343, 2008
Posted: 19 Sep 2008
Thomas Dangl, Youchang Wu and Josef Zechner
Vienna University of Technology, University of Oregon and Vienna University of Economics and Business

Abstract:

G11, G23, G30

6.

Equity Return Prediction: Are Coefficients Time-Varying?

EFA 2006 Zurich Meetings Paper
Number of pages: 37 Posted: 06 Mar 2006
Thomas Dangl, Michael Halling and Otto Randl
Vienna University of Technology, Swedish House of Finance and WU Vienna University of Economics and Business
Downloads 366 (57,093)
Citation 3

Abstract:

Empirical asset pricing, equity return prediction, Bayesian econometrics

7.

Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents

Number of pages: 40 Posted: 10 Aug 2013 Last Revised: 25 Aug 2013
Thomas Dangl and Michael Kashofer
Vienna University of Technology and Vienna University of Technology
Downloads 299 (57,261)

Abstract:

minimum-variance portfolios, stock selection, valuation anomalies

Risk Control in Asset Management: Motives and Concepts

Number of pages: 35 Posted: 23 Mar 2014
Thomas Dangl, Otto Randl and Josef Zechner
Vienna University of Technology, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 258 (94,630)

Abstract:

risk management, marginal risk contributions, downside risk, parameter uncertainty, model uncertainty

Risk Control in Asset Management: Motives and Concepts

CFS WP No. 546
Number of pages: 38 Posted: 19 Oct 2016
Thomas Dangl, Otto Randl and Josef Zechner
Vienna University of Technology, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 39 (361,176)

Abstract:

9.

Corporate Investment Over the Business Cycle

Review of Finance, Forthcoming
Number of pages: 50 Posted: 16 Mar 2010 Last Revised: 23 Jan 2015
Thomas Dangl and Youchang Wu
Vienna University of Technology and University of Oregon
Downloads 273 (89,576)
Citation 1

Abstract:

Investment, real option, learning, business cycle

10.

The Consequences of Uncertainty and of Irreversibility on Optimal Intertemporal CO2 Emission Policies

Number of pages: 34 Posted: 06 Nov 2000
Thomas Dangl and Franz Wirl
Vienna University of Technology and University of Vienna - Institute of Business Administration
Downloads 117 (185,327)

Abstract:

Trash It or Sell It? A Strategic Analysis of the Market Introduction of Product Innovations

Number of pages: 42 Posted: 17 Jul 2008
Herbert Dawid, Michael Kopel and Thomas Dangl
Bielefeld University - Department of Business Administration and Economics, University of Graz and Vienna University of Technology
Downloads 90 (234,338)
Citation 1

Abstract:

product/process innovation, market introduction, innovation incentives

Trash It or Sell It? A Strategic Analysis of the Market Introduction of Product Innovations

International Game Theory Review (IGTR), 2009
Posted: 22 Jun 2010
Herbert Dawid, Michael Kopel and Thomas Dangl
Bielefeld University - Department of Business Administration and Economics, University of Graz and Vienna University of Technology

Abstract:

Product innovation, process innovation, market introduction, innovation incentives

12.

Investment and Capacity Choice under Uncertain Demand

European Journal of Operational Research, 117 (1999), 415-428
Posted: 12 Dec 2016
Thomas Dangl
Vienna University of Technology

Abstract:

Investment Analysis, Dynamic Programming

13.

Long-Term Asset Allocation under Time-Varying Investment Opportunities: Optimal Portfolios with Parameter and Model Uncertainty

Number of pages: 41 Posted: 12 Dec 2016 Last Revised: 14 Jan 2017
Thomas Dangl and Alex Weissensteiner
Vienna University of Technology and Free University of Bolzano/Bozen
Downloads 0 (196,206)

Abstract:

Portfolio Choice, Predictability, Parameter Uncertainty, Ambiguity Aversion, Strategic Asset Allocation

14.

Explanation of Observed High Implicit Discount Rates of Conservation Investments Using the Theory of 'Investment Under Uncertainty'

OR Spektrum, Vol. 20, No. 4, 1998
Posted: 05 Mar 1999
Franz Wirl and Thomas Dangl
University of Vienna - Institute of Business Administration and Vienna University of Technology

Abstract: