Otto Randl

WU Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

15

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CITATIONS
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35

Scholarly Papers (15)

A Survey of University Endowment Management Research

Journal of Investment Management, Third Quarter 2014
Number of pages: 40 Posted: 23 Jan 2013 Last Revised: 12 Dec 2014
ZZ Vermögensverwaltung, Vienna University of Economics and Business, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,125 (17,523)
Citation 6

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university endowments, performance, asset allocation, spending policy

A Survey of University Endowment Management Research

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
ZZ Vermögensverwaltung, Vienna University of Economics and Business, WU Vienna University of Economics and Business and Vienna University of Economics and Business

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University endowments, performance, asset allocation, spending policy

2.

Chinese Walls in German Banks

EFA 2003 Annual Conference Paper No. 488
Number of pages: 35 Posted: 01 Aug 2003
Otto Randl and Alfred Lehar
WU Vienna University of Economics and Business and University of Calgary - Haskayne School of Business
Downloads 526 (51,242)
Citation 3

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Chinese walls, analyst forecasts, universal banking

3.

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 426 (66,544)
Citation 6

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Empirical asset pricing, equity return prediction, Bayesian econometrics

4.

Risk and Return of Short-Duration Equity Investments

Journal of Empirical Finance, Volume 36, pp. 181-198, 2016
Number of pages: 48 Posted: 03 Jan 2014 Last Revised: 14 Mar 2017
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 413 (69,091)

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Dividend derivatives; short-maturity anomaly; term structure of equity risk premia; downside risk; investment strategy

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 266 (112,541)
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, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 98 (267,117)

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Downloads 350 ( 83,835)
Citation 17

Where is the Market? Evidence from Cross-Listings

EFA 2004 Maastricht Meetings Paper No. 4399
Number of pages: 29 Posted: 23 Jun 2004
University of Vienna - Department of Business Engineering, University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 330 (89,038)
Citation 12

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trading volume, cross-listing, flow-back

Where is the Market? Evidence from Cross-Listings

CEPR Discussion Paper No. 4987
Number of pages: 34 Posted: 05 Aug 2005
University of Vienna - Department of Business Engineering, University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 20 (532,414)
Citation 11
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Trading volume, cross-listing, flow-back

7.

Dividend Risk Premia

Number of pages: 74 Posted: 01 Feb 2016 Last Revised: 03 May 2017
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 296 (100,929)

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Dividend derivatives, Cochrane-Piazzesi factor, term structure of equity risk premia, cash flow risk, discount rate risk, global risk factor

8.

Where is the Market? Evidence from Cross-Listings in the U.S.

Number of pages: 39 Posted: 14 Mar 2006
Stockholm School of Economics & Swedish House of Finance, University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 204 (147,065)
Citation 10

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cross-listing, trading volume, trade creation

9.

Implications of Index Construction Methodologies for Price and Dividend Indices

Number of pages: 50 Posted: 16 Jan 2013 Last Revised: 17 Jul 2013
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 153 (189,805)

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index performance, index selection and rebalancing rules, equity indices, dividend indices, fundamental indexation

10.

Does Corporate Social Responsibility Impact Equity Risk? International Evidence.

Number of pages: 39 Posted: 09 May 2018 Last Revised: 01 Feb 2019
University of Bologna, University of Bologna - Department of Statistical Sciences, University of Bologna- Department of Management and WU Vienna University of Economics and Business
Downloads 140 (204,085)

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corporate social resposibility, risk

Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation

Number of pages: 32 Posted: 09 Jun 2016
Otto Randl and Josef Zechner
WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 41 (423,520)
Citation 2

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Sovereign debt, reputation, retroactive legislation

Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation

CFS Working Paper, No. 545
Number of pages: 35 Posted: 18 Oct 2016
Otto Randl and Josef Zechner
WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 27 (489,479)

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Prämienbegünstigte Zukunftsvorsorge, Stilanalyse

13.

Equilibrium Policy Portfolios When Some Assets are Non-Tradable

Number of pages: 35 Posted: 09 Jan 2019 Last Revised: 31 Jan 2019
Otto Randl, Arne Westerkamp and Josef Zechner
WU Vienna University of Economics and Business, Vienna University of Economics and Business - Department of Accounting and Finance and Vienna University of Economics and Business
Downloads 25 (486,616)

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asset allocation, policy portfolios, non-tradable assets

14.

Visibility Effects of Equity Cross-Listings

Number of pages: 29 Posted: 08 Jun 2013
Otto Randl
WU Vienna University of Economics and Business
Downloads 16 (537,769)

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Equity cross-listings, visibility, analyst forecasts

15.

Where is the Market? Evidence from Cross-Listings in the United States

Review of Financial Studies, Vol. 21, Issue 2, pp. 725-761, 2008
Posted: 26 Jun 2008
Stockholm School of Economics & Swedish House of Finance, University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business

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G15, G30