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Alois Geyer (retired)
Alois Geyer (retired)
WU VGSF University of Economics and Business; Vienna Graduate School of Finance
Verified email at wu.ac.at - Homepage
Title
Cited by
Cited by
Year
Measuring systematic risk in EMU government yield spreads
A Geyer, S Kossmeier, S Pichler
Review of Finance 8 (2), 171-197, 2004
2842004
Measuring systematic risk in EMU government yield spreads
A Geyer, S Kossmeier, S Pichler
Review of Finance 8 (2), 171-197, 2004
2842004
Students' evaluation of teachers and instructional quality--Analysis of relevant factors based on empirical evaluation research
B Greimel-Fuhrmann, A Geyer
Assessment & Evaluation in Higher Education 28 (3), 229-238, 2003
2052003
A state‐space approach to estimate and test multifactor Cox‐Ingersoll‐Ross models of the term structure
ALJ Geyer, S Pichler
Journal of Financial Research 22 (1), 107-130, 1999
2011999
The Innovest Austrian pension fund financial planning model InnoALM
A Geyer, WT Ziemba
Operations Research 56 (4), 797-810, 2008
1582008
Messung und erfolgswirksamkeit transformationaler führung
A Geyer, J Steyrer
German Journal of Human Resource Management 12 (4), 377-401, 1998
1111998
Transformationale führung, klassische führungstheorien und erfolgsindikatoren von bankbetrieben
ALJ Geyer, J Steyrer
Zeitschrift für Betriebswirtschaft 64 (8), 961-979, 1994
631994
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
502010
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
432009
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
432009
Bayesian estimation of econometric multifactor Cox Ingersoll Ross models of the term structure of interest rates via MCMC methods
S Frühwirth-Schnatter, ALJ Geyer
Working Paper, Department of Statistics, Vienna University of Economics and …, 1998
381998
Transformational leadership, classical leadership dimensions and performance indicators in savings banks
AL Geyer, J Steyrer
Leadership Quarterly 47, 397-420, 1998
361998
Asymmetric information in automobile insurance: Evidence from driving behavior
A Geyer, D Kremslehner, A Muermann
Journal of Risk and Insurance 87 (4), 969-995, 2020
352020
Grundlagen der Finanzierung: verstehen-berechnen-entscheiden
A Geyer, M Hanke, E Littich, M Nettekoven
Linde Verlag GmbH, 2020
342020
Forecasting exchange rates using cointegration models and intra‐day data
A Trapletti, A Geyer, F Leisch
Journal of Forecasting 21 (3), 151-166, 2002
312002
A stochastic programming approach for multi-period portfolio optimization
A Geyer, M Hanke, A Weissensteiner
Computational management science 6, 187-208, 2009
252009
Estimation of the term structure of interest rates-A parametric approach
A Geyer, R Mader
Working Paper, 1999
251999
No-arbitrage bounds for financial scenarios
A Geyer, M Hanke, A Weissensteiner
European Journal of Operational Research 236 (2), 657-663, 2014
202014
Volatility estimates of the Vienna stock market
ALJ Geyer
Applied Financial Economics 4 (6), 449-455, 1994
191994
Scenario tree generation and multi-asset financial optimization problems
A Geyer, M Hanke, A Weissensteiner
Operations Research Letters 41 (5), 494-498, 2013
182013
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