Author Page for Thomas Dangl

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

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Citation 1

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2.

Credit Risk and Dynamic Capital Structure Choice

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Citation 27

2

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:

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

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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

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Citation 10

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4.

Predictive Regressions with Time-Varying Coefficients

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Citation 39

3

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:

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:

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

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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

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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

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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

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Citation 7

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8.

Market Discipline and Internal Governance in the Mutual Fund Industry

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Citation 12

3

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:

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:

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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9.

Risk Control in Asset Management: Motives and Concepts

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Citation 2

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

Downloads 269 (126,646)

Citation 1

Abstract:

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:

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:

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)

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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)

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13.

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

Downloads 102 (291,193)

Citation 1

2

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:

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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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

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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

Thomas Dangl

Vienna University of Technology

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Scholarly Papers (15)

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