| On the effects of stock spam e-mails M Hanke, F Hauser Journal of Financial Markets 11 (1), 57-83, 2008 | 124 | 2008 |
| The economic consequences of a Tobin tax—an experimental analysis M Hanke, J Huber, M Kirchler, M Sutter Journal of Economic Behavior & Organization 74 (1-2), 58-71, 2010 | 121 | 2010 |
| Comparing the efficiency of Austrian universities: A data envelopment analysis application M Hanke, T Leopoldseder Tertiary Education & Management 4 (3), 191-197, 1998 | 63 | 1998 |
| No-arbitrage conditions, scenario trees, and multi-asset financial optimization A Geyer, M Hanke, A Weissensteiner European Journal of Operational Research 206 (3), 609-613, 2010 | 49 | 2010 |
| Life-cycle asset allocation and consumption using stochastic linear programming A Geyer, M Hanke, A Weissensteiner Journal of Computational Finance 12 (4), 29-50, 2009 | 43 | 2009 |
| COVID-19 and market expectations: Evidence from option-implied densities M Hanke, M Kosolapova, A Weissensteiner Economics Letters 195, 109441, 2020 | 42 | 2020 |
| Neural network approximation of option pricing formulas for analytically intractable option pricing models M Hanke Journal of Computational Intelligence in Finance 5 (5), 20-27, 1997 | 42 | 1997 |
| Neural networks versus Black-Scholes: An empirical comparison of the pricing accuracy of two fundamentally different option pricing methods M Hanke Journal of Computational Intelligence in Finance 5, 26-34, 1999 | 38 | 1999 |
| Where Would the EUR/CHF Exchange Rate Be Without the SNB's Minimum Exchange Rate Policy? M Hanke, R Poulsen, A Weissensteiner Journal of Futures Markets 35 (12), 1103-1116, 2015 | 36 | 2015 |
| Financial Applications of the Mahalanobis Distance SM Stöckl, M Hanke Applied Economics and Finance 1 (2), 78-84, 2014 | 35 | 2014 |
| Grundlagen der Finanzierung: verstehen-berechnen-entscheiden A Geyer, M Hanke, E Littich, M Nettekoven Linde Verlag GmbH, 2020 | 33 | 2020 |
| Football championships and jersey sponsors’ stock prices: an empirical investigation M Hanke, M Kirchler The European Journal of Finance 19 (3), 228-241, 2013 | 33 | 2013 |
| Consistent pricing of warrants and traded options M Hanke, K Pötzelberger Review of Financial Economics 11 (1), 63-77, 2002 | 27 | 2002 |
| A stochastic programming approach for multi-period portfolio optimization A Geyer, M Hanke, A Weissensteiner Computational management science 6, 187-208, 2009 | 25 | 2009 |
| Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach M Hanke, R Poulsen, A Weissensteiner Quantitative Finance 19 (1), 1-11, 2018 | 22* | 2018 |
| Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices M Hanke, R Poulsen, A Weissensteiner Journal of Financial and Quantitative Analysis 53 (6), 2663-2683, 2018 | 21 | 2018 |
| No-arbitrage bounds for financial scenarios A Geyer, M Hanke, A Weissensteiner European Journal of Operational Research 236 (2), 657-663, 2014 | 20 | 2014 |
| Scenario tree generation and multi-asset financial optimization problems A Geyer, M Hanke, A Weissensteiner Operations Research Letters 41 (5), 494-498, 2013 | 20 | 2013 |
| Credit risk, capital structure, and the pricing of equity options M Hanke Springer, 2003 | 16 | 2003 |
| Political event portfolios M Hanke, S Stöckl, A Weissensteiner Journal of Banking & Finance 118, 105883, 2020 | 15 | 2020 |
Alois Geyer (retired)WU VGSF University of Economics and Business; Vienna Graduate School of FinanceVerified email at wu.ac.at
