Engelbert J. Dockner

WU Vienna University of Economics and Business (deceased)

Professor of Finance

Heiligenstaedter Strasse 46-48

Vienna, 1190

Austria

http://www.wu.ac.at/finance/people/faculty/list/dockner

SCHOLARLY PAPERS

9

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1,540

SSRN CITATIONS
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Top 44,152

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5

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Leaders, Followers, and Risk Dynamics in Industry Equilibrium

AFA 2007 Chicago Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 06 Mar 2008 Last Revised: 06 May 2013
Murray Carlson, Engelbert J. Dockner, Adlai J. Fisher and Ron Giammarino
University of British Columbia (UBC) - Sauder School of Business, WU Vienna University of Economics and Business (deceased), University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 776 (31,044)
Citation 2

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Real options, dynamics of firm and industry risk, asset pricing, corporate investment, valuation, cost-of-capital

2.

Sovereign Bond Risk Premiums

Number of pages: 53 Posted: 09 Jun 2013
Engelbert J. Dockner, Manuel Mayer and Josef Zechner
WU Vienna University of Economics and Business (deceased), Oesterreichische Nationalbank (OeNB) and Vienna University of Economics and Business
Downloads 274 (111,112)
Citation 1

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Bond risk premiums, market and credit risk factors, financial repression

3.

Choice of Rating Technology and Price Formation in Imperfect Credit Markets

Number of pages: 24 Posted: 17 May 2007
WU Vienna University of Economics and Business (deceased), Vienna University of Economics and Business - Department of Accounting and Finance, WU (Vienna University of Economics and Business) and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 197 (153,879)

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rating systems, loan pricing, oligopolistic banking sector, two-stage game, adverse selection

4.

Markov-Perfect Nash Equilibria in Models with a Single Capital Stock

TI Discussion Paper No. 06-055/1
Number of pages: 26 Posted: 06 Jul 2006
Engelbert J. Dockner and Florian Wagener
WU Vienna University of Economics and Business (deceased) and University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) - Department of Quantitative Economics
Downloads 95 (274,020)
Citation 7

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Capital accumulation games, Markov equilibria, Resource games, Differential games

5.

Do Conditional Covariance Estimates Generate Value?

Number of pages: 32 Posted: 30 Apr 2009
Mindaugas Baltutis and Engelbert J. Dockner
University of Vienna - Department of Finance and WU Vienna University of Economics and Business (deceased)
Downloads 78 (309,513)
Citation 1

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Conditional and Unconditional Covariance Estimates, Value of Covariance Estimates, Minimum Variance Portfolio

6.

Interaction between Dynamic Financing and Investments: The Role of Priority Rules

Number of pages: 40 Posted: 10 Mar 2016
Engelbert J. Dockner, Joril Maeland and Kristian R. Miltersen
WU Vienna University of Economics and Business (deceased), NHH Norwegian School of Economics - Department of Finance and Copenhagen Business School
Downloads 75 (316,748)
Citation 2

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Dynamic capital structure, taxes and optimal debt structure, structural model, credit risk, priority rule, investment and financing decisions

7.

Strategic Delegation and Dynamic Competition

Number of pages: 21 Posted: 08 Sep 2009
Engelbert J. Dockner and Clemens Löffler
WU Vienna University of Economics and Business (deceased) and University of Applied Sciences for Management and Communication (FHWien der WKW)
Downloads 45 (405,560)

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Strategic delegation, dynamic competition and incentives, strategic equilibrium incentives

8.

Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets

Journal of Risk, Vol. 17, No. 1, 2014
Number of pages: 34 Posted: 09 Jun 2016
Vienna University of Economics and Business, WU Vienna University of Economics and Business (deceased), WU (Vienna University of Economics and Business), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Institute for Advanced Studies (IHS)
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loan pricing, rating systems, loan portfolios

9.

Rivalry Restraint as Equilibrium Behavior

Journal of Economics & Management Strategy, Vol. 24, Issue 1, pp. 189-209, 2015
Number of pages: 21 Posted: 13 Feb 2015
Engelbert J. Dockner and Clemens Löffler
WU Vienna University of Economics and Business (deceased) and University of Applied Sciences for Management and Communication (FHWien der WKW)
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