Thomas Dangl

Vienna University of Technology

Theresianumgasse 27

Vienna, A-1040

Austria

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 7,215

SSRN RANKINGS

Top 7,215

in Total Papers Downloads

6,861

SSRN CITATIONS
Rank 5,407

SSRN RANKINGS

Top 5,407

in Total Papers Citations

133

CROSSREF CITATIONS

97

Scholarly Papers (15)

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 1,535 (12,868)
Citation 1

Abstract:

Loading...

2.
Downloads 981 ( 25,379)
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 927 (27,093)
Citation 3

Abstract:

Loading...

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 (422,922)
Citation 4
  • Add to Cart

Abstract:

Loading...

3.

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 912 (28,158)
Citation 10

Abstract:

Loading...

debt maturity, optimal capital structure choice

4.
Downloads 584 ( 51,559)
Citation 39

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 Stockholm School of Economics & Swedish House of Finance
Downloads 241 (141,772)
Citation 4

Abstract:

Loading...

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 Stockholm School of Economics & Swedish House of Finance
Downloads 178 (188,596)
Citation 2

Abstract:

Loading...

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 Stockholm School of Economics & Swedish House of Finance
Downloads 165 (201,476)
Citation 36

Abstract:

Loading...

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 533 (57,854)
Citation 5

Abstract:

Loading...

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 447 (71,934)
Citation 3

Abstract:

Loading...

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, Stockholm School of Economics & Swedish House of Finance and WU Vienna University of Economics and Business
Downloads 435 (74,313)
Citation 7

Abstract:

Loading...

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 - Lundquist College of Business and Vienna University of Economics and Business
Downloads 281 (120,898)
Citation 4

Abstract:

Loading...

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 126 (251,209)
Citation 9

Abstract:

Loading...

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

Abstract:

Loading...

G11, G23, G30

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 269 (126,646)
Citation 1

Abstract:

Loading...

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, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 120 (260,779)
Citation 1

Abstract:

Loading...

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 283 (120,656)
Citation 1

Abstract:

Loading...

Investment, real option, learning, business cycle

11.

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 130 (244,447)

Abstract:

Loading...

12.

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 Stevens Institute of Technology - School of Business
Downloads 123 (254,956)

Abstract:

Loading...

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

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 102 (293,093)
Citation 1

Abstract:

Loading...

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:

Loading...

Product innovation, process innovation, market introduction, innovation incentives

14.

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:

Loading...

Investment Analysis, Dynamic Programming

15.

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

Abstract:

Loading...