Thomas Dangl

Vienna University of Technology

Theresianumgasse 27

Vienna, A-1040

Austria

  • Vienna University of Technology

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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Top 4,784

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182

CROSSREF CITATIONS

98

Scholarly Papers (20)

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1.

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

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 1,540 (16,537)
Citation 2

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2.

Debt Maturity and the Dynamics of Leverage

Number of pages: 64 Posted: 06 Mar 2005 Last Revised: 26 Oct 2020
Thomas Dangl and Josef Zechner
Vienna University of Technology and Vienna University of Economics and Business
Downloads 1,070 (28,400)
Citation 10

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debt maturity, optimal capital structure choice

3.

Credit Risk and Dynamic Capital Structure Choice

Downloads 998 ( 31,355)
Citation 27

Credit Risk and Dynamic Capital Structure Choice

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 944 (33,446)
Citation 3

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Credit Risk and Dynamic Capital Structure Choice

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 (504,759)
Citation 4
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4.

Predictive Regressions with Time-Varying Coefficients

Downloads 635 ( 57,886)
Citation 53

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 University of Luxembourg
Downloads 272 (153,225)
Citation 4

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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 University of Luxembourg
Downloads 192 (214,296)
Citation 2

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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 University of Luxembourg
Downloads 171 (237,153)
Citation 51

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Empirical asset pricing, equity return prediction, Bayesian econometrics

5.

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 564 (67,273)
Citation 5

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minimum-variance portfolios, stock selection, valuation anomalies

6.

Optimal Portfolios under Time-Varying Investment Opportunities, Parameter Uncertainty and Ambiguity Aversion

Number of pages: 51 Posted: 12 Dec 2016 Last Revised: 31 Dec 2018
Thomas Dangl and Alex Weissensteiner
Vienna University of Technology and Free University of Bolzano Bozen
Downloads 490 (80,054)
Citation 4

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

7.

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, University of Luxembourg and Vienna University of Economics and Business
Downloads 466 (85,079)
Citation 6

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Empirical asset pricing, equity return prediction, Bayesian econometrics

8.

Market Discipline and Internal Governance in the Mutual Fund Industry

Downloads 423 ( 95,231)
Citation 13

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 - Lundquist College of Business and Vienna University of Economics and Business
Downloads 288 (144,497)
Citation 4

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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 - Lundquist College of Business and Vienna University of Economics and Business
Downloads 135 (287,886)
Citation 10

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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 - Lundquist College of Business and Vienna University of Economics and Business

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G11, G23, G30

9.

Risk Control in Asset Management: Motives and Concepts

Downloads 415 ( 97,380)
Citation 2

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, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 270 (154,403)
Citation 1

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

Risk Control in Asset Management: Motives and Concepts

CFS Working Paper, No. 546
Number of pages: 38 Posted: 19 Oct 2016 Last Revised: 18 Jan 2018
Thomas Dangl, Otto Randl and Josef Zechner
Vienna University of Technology, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 145 (272,152)
Citation 1

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10.

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 - Lundquist College of Business
Downloads 287 (145,756)
Citation 3

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Investment, real option, learning, business cycle

11.

Hedging Effect of Low-Quality Capital Assets in Competitive Industries

Number of pages: 45 Posted: 17 Sep 2019 Last Revised: 10 Oct 2019
Thomas Dangl and Hamed Ghoddusi
Vienna University of Technology and California State Polytechnic University, San Luis Obispo
Downloads 176 (231,080)

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Capacity Options, Durability of Capital, Dynamic Investment under Uncertainty, Depreciation, Rational Expectations Equilibrium

12.

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 131 (293,226)

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13.

News Sentiment and Equity Returns

Number of pages: 51 Posted: 10 Jan 2022
Thomas Dangl and Stefan Salbrechter
Vienna University of Technology and Vienna University of Technology
Downloads 113 (326,528)

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14.

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

Downloads 106 (341,145)
Citation 1

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 106 (343,438)
Citation 1

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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

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Product innovation, process innovation, market introduction, innovation incentives

15.

Optimal Investment Strategy in Renewable Energy Technologies

Number of pages: 48 Posted: 15 Dec 2020 Last Revised: 03 Sep 2021
Matthias Ondra and Thomas Dangl
Vienna University of Technology and Vienna University of Technology
Downloads 47 (526,663)

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Generation expansion problem, Risk management, Energy Economics

16.

Strategic Capacity Choice in Renewable Energy Technologies Under Uncertainty

Number of pages: 37 Posted: 06 Oct 2021
Matthias Ondra and Thomas Dangl
Vienna University of Technology and Vienna University of Technology
Downloads 27 (634,632)

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Feed-in tariff; Renewable energy policy; Renewable energy investment under uncertainty

17.

Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows

Number of pages: 53 Posted: 29 Apr 2022
Thomas Dangl, Lorenzo Garlappi and Alex Weissensteiner
Vienna University of Technology, University of British Columbia (UBC) - Sauder School of Business and Free University of Bolzano Bozen
Downloads 23 (662,638)

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Portfolio Choice, Asset Pricing

18.

A Probabilistically Constrained Extension to the Generation Expansion Problem

Number of pages: 42 Posted: 18 Feb 2021 Last Revised: 03 Sep 2021
Matthias Ondra, Thomas Dangl and Christoph Hilscher
Vienna University of Technology, Vienna University of Technology and Vienna University of Technology
Downloads 13 (740,652)

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Generation expansion planning, Probabilistically constrained optimization, Risk management

19.

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

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Investment Analysis, Dynamic Programming

20.

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

Posted: 05 Mar 1999
Franz Wirl and Thomas Dangl
University of Vienna - Institute of Business Administration and Vienna University of Technology

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