Wolfgang Aussenegg
Vienna University of Technology
Wolfgang is associate professor at the Vienna University of Technology (TU Wien, Institute of Management Science, Department of Finance and Corporate Control) and also academic director at the TU Wien Academy for Continuing Education of the MBA program General & Technology Management. He has been visiting professor at the University of Innsbruck and visiting lecturer at the University of Birmingham. His research has been published in various academic journals, like the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance, the Journal of International Financial Markets, Institutions & Money, the Journal of Business Finance & Accounting, the European Financial Management, and the European Journal of Finance. Wolfgang is ranked among top 10% authors, by downloads and citations, on the Social Sciences Research Network (SSRN). His research interests include risk management, directors’ dealings, corporate bonds, initial public offerings, firm valuation, and earnings management. Wolfgang serves as an associate editor of the European Journal of Finance and is member of the American Finance Association, the European Finance Association, the German Finance Association, and the Western Finance Association.
Follow Wolfgang
Articles by Wolfgang Aussenegg
A dynamic method-of-moments copula model approach for market risk estimates
The authors propose a method-of-moments copula technique for estimating asset portfolios' market risk, demonstrating a significant reduction in copula estimation time.