Otto Randl

WU Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

16

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4,949

SSRN CITATIONS
Rank 13,865

SSRN RANKINGS

Top 13,865

in Total Papers Citations

20

CROSSREF CITATIONS

55

Scholarly Papers (16)

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 1,222 (17,487)
Citation 7

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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

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 534 (56,470)
Citation 2

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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 434 (72,757)
Citation 7

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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 432 (73,170)
Citation 1

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

5.
Downloads 387 ( 83,215)
Citation 4

The COVID-19 Pandemic and Corporate Dividend Policy

Number of pages: 8 Posted: 16 Apr 2020 Last Revised: 17 Apr 2020
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 387 (82,488)
Citation 5

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COVID-19 pandemic, dividends

The Covid-19 Pandemic and Corporate Dividend Policy

CEPR Discussion Paper No. DP14571
Number of pages: 9 Posted: 08 May 2020
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung, WU Vienna University of Economics and Business and Vienna University of Economics and Business
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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 (123,683)
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 117 (260,184)
Citation 1

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7.

Dividend Risk Premia

Journal of Financial and Quantitative Analysis, Volume 55 (4), pp. 1199-1242, 2020
Number of pages: 74 Posted: 01 Feb 2016 Last Revised: 17 Jun 2020
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Downloads 358 (91,060)

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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.
Downloads 354 ( 92,258)
Citation 21

Where is the Market? Evidence from Cross-Listings

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 334 (97,811)
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 (586,327)
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Trading volume, cross-listing, flow-back

9.

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 265 (126,325)
Citation 2

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corporate social resposibility, risk

10.

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 208 (160,150)
Citation 8

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cross-listing, trading volume, trade creation

11.

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 164 (198,055)

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

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 45 (449,309)

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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 32 (510,501)

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Prämienbegünstigte Zukunftsvorsorge, Stilanalyse

14.

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 47 (433,281)

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asset allocation, policy portfolios, non-tradable assets

15.

Visibility Effects of Equity Cross-Listings

Number of pages: 29 Posted: 08 Jun 2013
Otto Randl
WU Vienna University of Economics and Business
Downloads 20 (567,147)

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Equity cross-listings, visibility, analyst forecasts

16.

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