Wissenschaftliche Artikel

Dangl, T., & Zechner, J. (2021). Debt Maturity and the Dynamics of Leverage. The Review of Financial Studies, 34(12), 5796–5840. https://doi.org/10.1093/rfs/hhaa148 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2020). Optimal Portfolios under Time-Varying Investment Opportunities, Parameter Uncertainty, and Ambiguity Aversion. Journal of Financial and Quantitative Analysis, 55(4), 1163–1198. https://doi.org/10.1017/s0022109019000425 ( reposiTUm)
Dangl, T., & Wu, Y. (2016). Corporate Investment over the Business Cycle. Review of Finance, 20(1), 337–371. https://doi.org/10.1093/rof/rfv003 ( reposiTUm)
Dangl, T., & Halling, M. (2012). Predictive Regressions with Time-Varying Coefficients. Journal of Financial Economics, 106(1), 157–181. https://doi.org/10.1016/j.jfineco.2012.04.003 ( reposiTUm)
Dangl, T., Wu, Y.-C., & Zechner, J. (2008). Market Discipline and Internal Governance in the Mutual Fund Industry. The Review of Financial Studies, 21(5), 2307–2343. http://hdl.handle.net/20.500.12708/171097 ( reposiTUm)

Präsentationen

Dangl, T., Halling, M., & Salbrechter, S. (2023, September 22). Firm-Specific Climate Risk Estimated from Public News [Presentation]. 38th Workshop of the AWG, Wien, Austria. http://hdl.handle.net/20.500.12708/193372 ( reposiTUm)
Dangl, T., Garlappi, L., & Weissensteiner, A. (2023, January 15). Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows [Conference Presentation]. 16th Jackson Hole Finance Group Conference, United States of America (the). http://hdl.handle.net/20.500.12708/193375 ( reposiTUm)
Dangl, T., Garlappi, L., & Weissensteiner, A. (2023, September 10). Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows [Conference Presentation]. Meeting of the 2023 Northern Finance Association, Canada. http://hdl.handle.net/20.500.12708/193390 ( reposiTUm)
Dangl, T., Garlappi, L., & Weissensteiner, A. (2023, August 28). Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows [Conference Presentation]. 38th meetings of the European Economic Association 2023, Barcelona, Spain. http://hdl.handle.net/20.500.12708/193486 ( reposiTUm)
Zechner, J., Dangl, T., Yu, J., & Halling, M. (2023, July 28). Stochastic Social Preferences and Corporate Investment Decisions [Conference Presentation]. 19th UBC Summer Finance Conference 2023, Vancouver, Canada. http://hdl.handle.net/20.500.12708/193407 ( reposiTUm)
Dangl, T. (2022, March 21). Discussion of “Dynamic Banking and the Value of Deposits” by Bolton, Li, Wang, Yang [Conference Presentation]. EWFS 2023, Switzerland. ( reposiTUm)
Dangl, T., & Salbrechter, S. (2021). News Sentiment and Equity Returns. 36th Workshop der AWG, Graz, Austria. http://hdl.handle.net/20.500.12708/95492 ( reposiTUm)
Dangl, T., & Ondra, M. (2021). Strategic capacity investment in renewable energy technologies under uncertainty. 12. Internationale Energiewirtschaftstagung, Wien, Austria. http://hdl.handle.net/20.500.12708/95620 ( reposiTUm)
Dangl, T. (2019). Discussion of: The Time Variation in Risk Appetite and Uncertainty. European Winter Finance Summit 2019, Zürs, Austria. http://hdl.handle.net/20.500.12708/95307 ( reposiTUm)
Dangl, T., & Ghoddusi, H. (2019). Hedging Effect of Low-Quality Capital Assets in CompetitiveIndustries. Seminar an der Freien Universität Bozen, Bozen, Italy. http://hdl.handle.net/20.500.12708/95311 ( reposiTUm)
Dangl, T. (2019). Discussion of: A Credit-Based Theory of the Currency Risk Premium. Vienna Symposium on Foreign Exchange Markets, 2019, Wien, Austria. http://hdl.handle.net/20.500.12708/95310 ( reposiTUm)
Dangl, T. (2019). Discussion of: Can unpredictable risk exposure be priced? 46th Annual Meeting of the European Finance Association, Carcavelos, Portugal. http://hdl.handle.net/20.500.12708/95308 ( reposiTUm)
Dangl, T. (2019). Discussion of: Debt Covenants and the Value of Commitment. 46th Annual Meeting of the European Finance Association, Carcavelos, Portugal. http://hdl.handle.net/20.500.12708/95309 ( reposiTUm)
Dangl, T., & Ghoddusi, H. (2018). Dynamic Capacity Investment with Depreciating Capital and Endogenous Capital Prices. 14th Viennese Conference on Optimal Control and Dynamic Games, ORCOS, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/95060 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2018). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. Frontiers of Factor Investing, Lancester, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/95059 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2018). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. Seminar am Stevens Institute of Technology, NJ, USA, Hoboken, New Jersey, United States of America (the). http://hdl.handle.net/20.500.12708/95050 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2018). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. 21st Annual Conference of the Swiss Society for Financial Market Research, Zürich, Switzerland. http://hdl.handle.net/20.500.12708/95061 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2017). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. Asset Allocation under Parameter Uncertainty, Bozen, Austria. http://hdl.handle.net/20.500.12708/94836 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2017). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. FMA Annual Meeting 2017, Boston, United States of America (the). http://hdl.handle.net/20.500.12708/94721 ( reposiTUm)
Dangl, T., & Weissensteiner, A. (2017). Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty. INFORMS 2017 Annual Meeting, Houston, United States of America (the). http://hdl.handle.net/20.500.12708/94837 ( reposiTUm)
Dangl, T. (2016). Was kann man von Risikomanagement erwarten und was nicht. investmentforum 2016, Salzburg, Austria. http://hdl.handle.net/20.500.12708/94523 ( reposiTUm)
Dangl, T. (2015). Discussion of: Di Maggio and Kacperczyk, The Unintended consequences of the Zero Lower Bound Policy. Annual Meeting of the European Finance Association 2015, Wien, Austria. http://hdl.handle.net/20.500.12708/94205 ( reposiTUm)
Dangl, T., & Kashofer, M. (2015). Minimum Variance Stock Picking. INQUIRE Europe and INQUIRE UK Spring Seminar 2015, Coombe Abbey, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/94204 ( reposiTUm)
Dangl, T., & Kashofer, M. (2014). Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents. 17th Annual Conference of the Swiss Society for Financial Market Research, Zürich, Switzerland. http://hdl.handle.net/20.500.12708/94032 ( reposiTUm)
Dangl, T. (2014). Discussion of: Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle, by Chen, Cui, He, Milbradt. WFA 2014 Meeting, Monterey Bay, United States of America (the). http://hdl.handle.net/20.500.12708/94031 ( reposiTUm)
Dangl, T., & Wu, Y. (2014). Corporate Investment Over the Business Cycles. Annual Meeting of the American Economic Association, Philadilphia, United States of America (the). http://hdl.handle.net/20.500.12708/93764 ( reposiTUm)
Dangl, T., & Kashofer, M. (2014). Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents. Eastern Finance Association 2014, Pittsburgh, United States of America (the). http://hdl.handle.net/20.500.12708/94039 ( reposiTUm)
Dangl, T. (2014). Discussion of: Privatization and innovation: Evidence from a quasi-natural experiment in China, by Tan, Tian, Zhang, Zhao. 41st Annual Meeting of the European Finance Association, Lugano, Switzerland. http://hdl.handle.net/20.500.12708/94034 ( reposiTUm)
Dangl, T. (2014). Discussion of: Financing Investment: The Choice between Bonds and Bank Loans, by Morellec, Valta, Zhdanov. 17th Annual Conference of the Swiss Society for Financial Market Research, Zürich, Switzerland. http://hdl.handle.net/20.500.12708/94033 ( reposiTUm)
Dangl, T., & Wu, Y. (2013). Corporate Investment Over Uncertain Business Cycles. The European Winter Finance Summit 2013, Obertauern, Austria. http://hdl.handle.net/20.500.12708/93763 ( reposiTUm)
Dangl, T., & Kashofer, M. (2013). Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents. 28. Workshop der Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/93758 ( reposiTUm)
Dangl, T., & Wu, Y. (2012). Corporate Investment Over Uncertain Business Cycles. Finanzwirtschaftliches Kolloquium der Goethe Universität Frankfurt am Main, Goethe Universität Frankfurt am Main, EU. http://hdl.handle.net/20.500.12708/93552 ( reposiTUm)
Dangl, T., & Wu, Y. (2012). Corporate Investment over Uncertain Business Cycles. 15th Conference of the Swiss Society for Financial Market Research, Zürich, Non-EU. http://hdl.handle.net/20.500.12708/93553 ( reposiTUm)
Dangl, T., & Wu, Y. (2011). Corporate Investment over Uncertain Business Cycles. China International Conference in Finance, Wuhan, China, Non-EU. http://hdl.handle.net/20.500.12708/93294 ( reposiTUm)
Dangl, T., & Zechner, J. (2008). Debt Maturity and the Dynamics of Leverage. WFA 2008 Annual Meeting, Kona (USA, HI), Non-EU. http://hdl.handle.net/20.500.12708/92728 ( reposiTUm)
Dangl, T., & Halling, M. (2008). Predictive Regressions with Time-Varying Coefficients. 2008 FMA European Conference, Prague, EU. http://hdl.handle.net/20.500.12708/92727 ( reposiTUm)
Dangl, T., & Halling, M. (2008). Predictive Regressions with Time-Varying Coefficients. FIRS Finance Conference, Anchorage, USA, Non-EU. http://hdl.handle.net/20.500.12708/92731 ( reposiTUm)
Dangl, T., & Halling, M. (2008). Predictive Regressions with Time-Varying Coefficients. Annual Meeting der AWG 2008, Wien, Austria. http://hdl.handle.net/20.500.12708/92729 ( reposiTUm)
Dangl, T., Halling, M., & Randl, O. (2006). Equity Return Prediction: Are Coefficients Time Varying? NHH Conference 2006, Skarsnuten, Norwegen, Non-EU. http://hdl.handle.net/20.500.12708/92442 ( reposiTUm)
Dangl, T. (2004). Discussion of: Mutual fund portfolio choice in the presence of dynamic flows. Gutmann Symposium on Hedge Funds, Wien, Austria. http://hdl.handle.net/20.500.12708/91937 ( reposiTUm)
Dangl, T. (2004). Discussion of: A testable credit risk framework with optimal bankruptcy, tax, and a complex capital structure. 11th Annual Meeting of the German Finance Association, Tübingen, Deutshcland, Austria. http://hdl.handle.net/20.500.12708/91935 ( reposiTUm)
Dangl, T. (2004). Discussion of: Watching the shop from the front seat: Determinants of venture capitalists representation on the board. Corporate Governance Conference, BSI Gamma Foundation and ISK, Wien, Austria. http://hdl.handle.net/20.500.12708/91936 ( reposiTUm)
Dangl, T. (2004). Discussion of: Understanding the role of recovery in default risk models: Empirical comparisons and implied recovery rates. 31st Annual Meeting of the European Finance Association, Maastricht, Niederlande, Austria. http://hdl.handle.net/20.500.12708/91933 ( reposiTUm)
Dangl, T., & Zechner, J. (2004). Voluntary debt reduction. 11th Annual Meeting of the German Finance Association, Tübingen, Deutshcland, Austria. http://hdl.handle.net/20.500.12708/91934 ( reposiTUm)
Dangl, T., Wu, Y.-C., & Zechner, J. (2004). Mutual fund flows and optimal manager replacement. 31st Annual Meeting of the European Finance Association, Maastricht, Niederlande, Austria. http://hdl.handle.net/20.500.12708/91932 ( reposiTUm)
Dangl, T. (2003). The firm in a changing environment. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91726 ( reposiTUm)
Dangl, T., Wu, Y.-C., & Zechner, J. (2003). Optimal trading strategies in markets with heterogeneously informed traders. 17th Workshop der Austrian Working Group on Banking and Finance, Graz, Austria. http://hdl.handle.net/20.500.12708/91738 ( reposiTUm)
Dangl, T. (2003). Discussion of The valuation of employee stock options. 10th Annual Meeting of the German Finance Association, Mainz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91737 ( reposiTUm)
Dangl, T. (2003). The Firm in a Changing Environment: About Investors’Rational Pessimism and the Consequences on Corporate Financial Decision Making. Workshop on Nonlinear Oligopoly Dynamics, Odense, Dänemark, Austria. http://hdl.handle.net/20.500.12708/91641 ( reposiTUm)
Dangl, T., & Lehar, A. (2002). Basle Accord vs Value-at-Risk Regulation in Banking. Basle II: A first assessment. Joint workshop of the Basel Committee on Banking Supervision, the Center of Economic Policy Research, and the Journal of Financial Intermediation, Basle, Switzerland, Austria. http://hdl.handle.net/20.500.12708/91578 ( reposiTUm)
Dangl, T., & Zechner, J. (2002). Credit Risk and Dynamic Capital Structure Choice. Risikomanagement - Kreditmanagement - Kreditrisikomanagement, Tgaung des Forums für Bankmanagement, Österreichische Kontrollbank, Wien, Austria. http://hdl.handle.net/20.500.12708/91580 ( reposiTUm)
Dangl, T., & Zechner, J. (2002). Credit Risk and Dynamic Capital Structure Choice. Michael M. Ryan Workshop in Finance, Univeristy of British Columbia, Vancouver, Canada, Austria. http://hdl.handle.net/20.500.12708/91581 ( reposiTUm)
Dangl, T., & Zechner, J. (2002). Credit Risk and Dynamic Capital Structure Choice. 16th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91583 ( reposiTUm)
Dangl, T., & Zechner, J. (2002). Credit Risk and Dynamic Capital Structure Choice. 2002 Annual Meeting of the Northern Finance Association, Banff, Canada, Austria. http://hdl.handle.net/20.500.12708/91582 ( reposiTUm)
Dangl, T., & Lehar, A. (2001). Basle Accord vs Value-at-Risk Regulation in Banking. 61th Annual Meeting of the American Finance Association, New Orleans, USA, Austria. http://hdl.handle.net/20.500.12708/91576 ( reposiTUm)
Dangl, T., & Lehar, A. (2001). Basle Accord vs Value-at-Risk Regulation in Banking. 28th Annual Meeting of the European Finance Association, Barcelona, Spain, Austria. http://hdl.handle.net/20.500.12708/91577 ( reposiTUm)
Dangl, T., & Zechner, J. (2001). Credit Risk and Dynamic Capital Structure Choice. 28th Annual Meeting of the European Finance Association, Barcelona, Spain, Austria. http://hdl.handle.net/20.500.12708/91579 ( reposiTUm)
Dangl, T., & Lehar, A. (2000). Basle Accord vs Value-at-Risk Regulation in Banking. CCEFM Workshop, Wien, Austria. http://hdl.handle.net/20.500.12708/91575 ( reposiTUm)
Dangl, T., & Wirl, F. (2000). The consequences of uncertainty on optimal intertemporal adatement policies concerning stock creating emissions. 7th Vienna Workshop on optimal control, dynamic games and nonlinear dynamics, Wien, Austria. http://hdl.handle.net/20.500.12708/91573 ( reposiTUm)
Dangl, T., & Lehar, A. (2000). Basle Accord vs Value-at-Risk Regulation in Banking. 7th Annual Meeting of the German Fianance Association, Konstanz, Deutschland, Austria. http://hdl.handle.net/20.500.12708/91574 ( reposiTUm)
Dangl, T., Sögner, L., Dockner, E., Gaunersdorfer, A., Strobl, G., Pfister, A., & Mitlöhner, H. (1999). Adaptive Erwartungsbildung und Finanzmarktdynamik. 13th Workshop of the Austrian Working Group on Banking and Finance, Wien, Austria. http://hdl.handle.net/20.500.12708/91557 ( reposiTUm)
Dangl, T., & Wirl, F. (1999). The consequences of uncertainty about global warming and of irreversibility on optimal intertemporal CO2 emission policies. 9th Annual Conference of the European Association of Environmental and Resource Economists, Oslo, Norwegen, Austria. http://hdl.handle.net/20.500.12708/91572 ( reposiTUm)

Berichte

Dangl, T., & Wu, Y. (2011). Corporate Investment over Uncertain Business Cycles. http://hdl.handle.net/20.500.12708/37216 ( reposiTUm)

Hochschulschriften

Dangl, T. (2003). Real options : essays on the value of managerial flexibility, risk management and optimal corporate decision-making [Professorial Dissertation, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/184980 ( reposiTUm)