Thomas Dangl

Vienna University of Technology

Theresianumgasse 27

Vienna, A-1040

Austria

SCHOLARLY PAPERS

24

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9,966

SSRN CITATIONS
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SSRN RANKINGS

Top 3,556

in Total Papers Citations

409

CROSSREF CITATIONS

100

Scholarly Papers (24)

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 1,564 (22,544)
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 1,171 (34,483)
Citation 34

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debt maturity, optimal capital structure choice

3.
Downloads 1,025 (41,754)
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 971 (44,341)
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 (705,551)
Citation 4
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4.
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Citation 108

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 328 (171,173)
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 267 (212,305)
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 215 (262,472)
Citation 104

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Empirical asset pricing, equity return prediction, Bayesian econometrics

5.

Overnight Reversal and the Asymmetric Reaction to News

Number of pages: 40 Posted: 28 Dec 2022
Thomas Dangl and Stefan Salbrechter
Vienna University of Technology and Deka Investment GmbH
Downloads 644 (77,846)

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Overnight Returns, Return Predictability, Text Mining, Sentiment Analysis, Machine Learning, BERT

6.

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 609 (83,419)
Citation 5

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minimum-variance portfolios, stock selection, valuation anomalies

7.

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 545 (96,236)
Citation 4

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

8.

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 503 (105,962)
Citation 5

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Empirical asset pricing, equity return prediction, Bayesian econometrics

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 300 (188,267)
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 189 (295,566)
Citation 1

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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 312 (180,531)
Citation 7

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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 148 (365,612)
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

11.

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 319 (177,582)
Citation 3

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Investment, real option, learning, business cycle

12.

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

Number of pages: 62 Posted: 29 Apr 2022 Last Revised: 15 Dec 2023
Vienna University of Technology, University of British Columbia (UBC) - Sauder School of Business and Free University of Bolzano Bozen
Downloads 271 (210,298)

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Ambiguity, uncertainty, learning, portfolio flows, equilibrium asset prices, heterogeneous agents

13.

Firm-specific Climate Risk Estimated from Public News

Number of pages: 62 Posted: 05 Oct 2023 Last Revised: 19 Oct 2023
Vienna University of Technology, University of Luxembourg and Deka Investment GmbH
Downloads 270 (211,872)

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Climate Change, Climate Risk, Text Analytics, Natural Language Processing, Factor Investing, Alternative Data, ESG

14.

Social Preferences and Corporate Investment

Number of pages: 56 Posted: 07 Jun 2023 Last Revised: 15 Dec 2023
Thomas Dangl, Michael Halling, Jin Yu and Josef Zechner
Vienna University of Technology, University of Luxembourg, Monash University - Department of Banking and Finance and Vienna University of Economics and Business
Downloads 267 (213,470)

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Social Preferences, Portfolio Choice, Corporate Investment

15.

The Hedging Effect of Low Durability Capital Assets in Competitive Industries

Number of pages: 79 Posted: 17 Sep 2019 Last Revised: 20 Jan 2023
Thomas Dangl, Hamed Ghoddusi and Sebastian Rötzer
Vienna University of Technology, California State Polytechnic University, San Luis Obispo and Austrian Financial Market Authority
Downloads 261 (218,398)

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

16.

Stochastic Social Preferences and Corporate Investment Decisions

Number of pages: 52 Posted: 23 Jun 2023 Last Revised: 28 May 2024
Thomas Dangl, Michael Halling, Jin Yu and Josef Zechner
Vienna University of Technology, University of Luxembourg, Monash University - Department of Banking and Finance and Vienna University of Economics and Business
Downloads 197 (287,925)

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Social Preferences, Portfolio Choice, Corporate Investment in Social Responsibility

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 150 (361,594)
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

18.

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 148 (365,260)

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19.

Guided Topic Modeling with Word2Vec: A Technical Note

Number of pages: 29 Posted: 05 Oct 2023
Thomas Dangl and Stefan Salbrechter
Vienna University of Technology and Deka Investment GmbH
Downloads 96 (503,656)

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Topic Models, Text Analytics, Machine Learning, Natural Language Processing, Word2Vec, Alternative Data

20.

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 86 (539,762)

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Generation expansion problem, Risk management, Energy Economics

21.

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 47 (734,523)

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

22.

A Probabilistically Constrained Extension to the Generation Expansion Problem

Number of pages: 42 Posted: 18 Feb 2021 Last Revised: 03 Sep 2021
Vienna University of Technology, Vienna University of Technology and Vienna University of Technology
Downloads 34 (829,215)

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Generation expansion planning, Probabilistically constrained optimization, Risk management

23.

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

24.

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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