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Scenario tree generation and multi-asset financial optimization problems

Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Operations research letters 41 (2013) 5, pp. 494-498

Persistent link: https://www.econbiz.de/10010189850

Football championships and jersey sponsors' stock prices : an empirical investigation

Hanke, Michael; Kirchler, Michael - 2010

Corporate sports sponsorship is an important part of many companies' corporate communication strategy. We take the example of major football tournaments to show that sponsorship indeed affects the sponsor's (stock) market value. We find a statistically significant impact of football results (at...

Persistent link: https://www.econbiz.de/10009736617

Inflation forecasts extracted from nominal and real yield curves

Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 180-188

Persistent link: https://www.econbiz.de/10011627436

PRIX : a risk index for global private investors

Stöckl, Sebastian; Hanke, Michael; Angerer, Martin - In: Journal of risk finance : the convergence of financial … 18 (2017) 2, pp. 214-231

Persistent link: https://www.econbiz.de/10011701765

Die Haftung von Bankvorständen im Zusammenhang mit Auslandskrediten

Hanke, Michael; Seeber, Thomas - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 69 (2016) 24, pp. 1231-1233

Persistent link: https://www.econbiz.de/10011609955

Comparing large-sample maximum Sharpe ratios and incremental variable testing

Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579

Persistent link: https://www.econbiz.de/10011811449

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2663-2683

Persistent link: https://www.econbiz.de/10012128877

Political event portfolios

Hanke, Michael; Stöckl, Sebastian; Weissensteiner, Alex - In: Journal of banking & finance 118 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521018

Recovering election winner probabilities from stock prices

Hanke, Michael; Stöckl, Sebastian; Weissensteiner, Alex - In: Finance research letters 45 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014575493

Regime-dependent drivers of the EUR/CHF exchange rate

Kotlarz, Piotr; Hanke, Michael; Stöckl, Sebastian - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-18

We analyze drivers of the EUR/CHF exchange rate in different regimes between 2000 and 2020. Structural breaks between these subperiods are estimated in an integrated way together with the drivers that are relevant during these subperiods. Overall, the main drivers of the exchange rate include...

Persistent link: https://www.econbiz.de/10014506550