- Dean
- Liechtenstein Business School
- Professor
- Finance
- Current Activity
- * Teaching at all levels
* Scientific research and transfer projects
Research areas:
Quantitative finance, esp. asset allocation, portfolio management, pension finance, derivatives pricing and financial engineering, empirical research in financial markets, scenario generation and stochastic optimization
- Education
- 1995 — 1998
Doctoral degree in Economics and Business Administration, WU
- 1992 — 1995
Diploma in Business Administration, WU
- Career
- since 2014
Pension Fund for Liechtenstein's State Employees: Board member and Vice President, since Sept. 2018 President of the Board, Member of the Investment Committee (until Sept. 2018: Head of the Investment Committee)
- 2004 — 2010
Professor of Finance, Dept. of Banking and Finance, Univ. of Innsbruck
- 2003 — 2004
Associate Professor, WU
- 1996 — 2003
Assistant Professor, Dept. of Operations Research, WU Vienna University of Economics and Business
- Visiting Academic
- 2001 — 2002
Visiting Senior Lecturer, University of New South Wales, Sydney
- Reviewer Services
- 1998 — 2018
Management Science; Review of Finance; IEEE Transactions on Neural Networks; Journal of Economic Dynamics and Control; Journal of Banking and Finance; European Journal of Operations Research; Quantitative Finance; Journal of Business Research; Intelligent Systems in Accounting; Finance and Management; Zeitschrift für Betriebswirtschaft; Business Research; Journal of Sports Economics; International Review of Economics and Finance; International Journal of Financial Engineering and Risk Management
- Schedule for SS 24
- C20 Financial Derivatives (Module)
- C20 Risk Management (Module)
- C21_Bachelor`s thesis: Process (Thesis)
- C21_Corporate Finance (VT IFS) (Module)
- C21_Financial Markets and Institutions (VT IFS) (Module)
- C21_ Introduction to Finance (Module)
- C21_Introduction to Finance - Lecture (Lecture) Angerer, Hanke
- C21_Innovation Finance and Research Projects (VT IFS) (Module)
- C21_Research Methods I (IFS) (Module)
- C21_Research Methods II (IFS) (Exercise) Hanke, Schenk
- Financial Derivatives (lecture) (Lecture) Hanke
- Forschungsansätze im Wirtschafts- und Steuerrecht (Colloquium) Papathanasiou, Hanke, Lettenbichler, Divjak
- Research Greenhouse (Miscellaneous) Stöckl, Menichetti, Hanke, Wenz, Angerer, Butterstein, Kordsachia
- Risk Management (lecture) (Lecture) Hanke
- Seminar in Finance (Seminar) Hanke, Stöckl, Angerer, Menichetti, Luan, Kordsachia, Schadner
- The impact of financial stress on FX trading strategies
- FFF-Förderprojekt, June 2024 until May 2025
The markets for the major world currencies are highly liquid with large volumes and numbers of transactions. Trading in these markets is 24/7. Compared to markets for other financial assets, these ... more ...
- Banking Crisis Prediction using Objective Crisis Measures and AI Methods
- FFF-Förderprojekt, November 2023 until December 2024
In the past decades, a number of financial crises originated in the banking sector. Examples include the Savings and Loan Crisis in the U.S. in the 1980s/90s, the Financial Crisis of 2007/08, or the ... more ...
- Machine Learning Methods in Finance: A Focus on Financial Crises
- PhD-Thesis, since September 2022
Sebastian Petric's doctoral thesis focuses on using machine learning methods to understand, identify, and predict financial crises and their impacts on markets and investment strategies. His research ... more ...
- Granularity of Information and its Impact on Stock Return Predictability and Portfolio Allocation
- PhD-Thesis, since September 2020
The thesis will consist of three individual papers, which will be combined into a cumulative dissertation. The research focuses on the question of how the different granularity of information affects ... more ...
- Machine Learning in Financial Economics: An Investment Perspective
- PhD-Thesis, since September 2020
With increasing computing power, advanced algorithms and growing data resources, machine learning methods are increasingly applied in various scientific domains. Deviating from other research fields, ... more ...
- Understanding Saving in Europe
- ERASMUS, September 2019 until August 2022 (finished)
Given the changing demographic and the continuous low interest rate environment, long-term decisions by individuals are becoming increasingly important. Saving optimally over the life cycle requires ... more ...
- Decision methods and tools in the context of pension finance
- FFF-Förderprojekt, September 2019 until August 2020 (finished)
In this project we developed an R-package (available through github at https://github.com/sstoeckl/pensionfinanceLi) to optimize decisions individuals in Liechtenstein's pension system have to take. ... more ...
- The EUR/CHF Exchange Rate: Drivers, Forecasting, and Trading Strategies
- PhD-Thesis, September 2018 until August 2023 (finished)
From the perspective of a relatively small and highly export-oriented Swiss economy, the level of exchange rates plays an important role for economic growth. The strong appreciation of the Swiss ... more ...
- Perception and processing of informative signals on financial markets
- FFF-Förderprojekt, June 2018 until December 2021 (finished)
Many decision-making models highlight the importance of informative signals as a relevant source of information on financial markets. However, although this importance is undisputed as such, we know ... more ...
- Market liquidity dynamics
- PhD-Thesis, September 2016 until August 2020 (finished)
In several segments of financial markets, trading books shrink, passive investment strategies become more important and the execution risk shifts from dealers to investors. As a result, liquidity has ... more ...
- Understanding Pensions in Europe
- ERASMUS, September 2016 until August 2019 (finished)
The aim of this project is to develop online courses and software for individual pension planning targeted at two different audiences: a) Students in higher education programs. b) European citizens ... more ...
- A Risk Index for Global Private Investors
- internes Projekt, March 2016 until March 2019 (finished)
In this project, we construct a series of risk indices for global private investors (a global, european, north american and asian version). These risk indices will reflect the overall risk of typical ... more ...
- The role of cryptocurrency in asset management
- PhD-Thesis, February 2016 until January 2021 (finished)
Blockchain technology and digital currencies enable users to generate units of currency and transfer funds without intermediaries. With a market cap of approximately $6.4 billion, Bitcoin is the ... more ...
- Altersvorsorge in Liechtenstein
- FFF-Förderprojekt, February 2016 until September 2019 (finished)
Es liegt sowohl im Interesse jedes Einzelnen als auch im Interesse des Staates, dass seine Bürger im Alter finanziell gut versorgt sind. Die Vorsorgeeinheiten (bspw. Familien) unterliegen dabei ... more ...
- Irrational people, irrational markets? Experimental studies on the relevance of peripheral cues
- PhD-Thesis, September 2015 until February 2019 (finished)
This cumulative dissertation project uses insights from cognitive and social psychology to explain financial market behavior. Thereby, it will contribute to a growing literature, investigating how ... more ...
- Grenzüberschreitendes Leben und Arbeiten - Cross-border Life and Work
- FFF-Förderprojekt, April 2015 until April 2019 (finished)
Emerging public policies and advanced information technologies (IT) have created new opportunities for work and life that thrive in global value chains and markets. Life, in general, and work, in ... more ...
- Nachweisbarkeit und Wirkung von menschlichen Verhaltensverzerrungen auf Finanzmärkten
- FFF-Förderprojekt, January 2015 until June 2017 (finished)
Das Forschungsprojekt siedelt sich interdisziplinär zwischen den Bereichen Finanzwirtschaft, Ökonomik und Psychologie an und untersucht die Auswirkungen von irrationalen (im Sinne von objektiv nicht ... more ...
- Szenariengenerierung für mehrstufige stochastische Optimierung in der Finanzwirtschaft
- FFF-Förderprojekt, February 2012 until March 2014 (finished)
Ziele des Projekts sind zum einen die Entwicklung eines Verfahrens zur Erzeugung von arbitragefreien Szenariobäumen, die als Basis für stochastische finanzwirtschaftliche Optimierungsprobleme ... more ...
- The influence of risk and return perception on financial risk taking
- FFF-Förderprojekt, June 2011 until February 2014 (finished)
We will investigate the role of risk taking in the human decision making process within the context of investments. A lot of theoretical and experimental research has been conducted in the last 50 ... more ...
Branger, N., Hanke, M., & Weissensteiner, A. (2024). The information content of wheat derivatives regarding the Ukrainian war. Journal of Futures Markets, 44(3), 420-431. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreKosolapova, M., Hanke, M., & Weissensteiner, A. (2023). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance, 23(1), 1-17. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreKotlarz, P., Hanke, M., & Stöckl, S. (2023). Regime-dependent drivers of the EUR/CHF exchange rate. Swiss Journal of Economics and Statistics, 159(3), 1-18.
moreHanke, M., Stöckl, S., & Weissensteiner, A. (2022). Recovering Election Winner Probabilities from Stock Prices. Finance Research Letters, 45, 1-5. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
moreHanke, M., Stöckl, S., & Weissensteiner, A. (2020). Political Event Portfolios. Journal of Banking and Finance, 118, 1-18. (ABDC_2022: A*; ABS_2021: 3; VHB_3: A)
moreHanke, M., Kosolapova, M., & Weissensteiner, A. (2020). COVID-19 and Market Expectations: Evidence from Option-Implied Densities. Economics Letters, 195, 1-4. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2019). The CHF/EUR Exchange Rate during the Swiss National Bank's Minimum Exchange Rate Policy: A Latent Likelihood Approach. Quantitative Finance, 19(1), 1-11. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes. The Journal of Derivatives, 26(4), 128-143. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2018). Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Journal of Financial and Quantitative Analysis (JFQA), 53(6), 2663-2683. (ABDC_2022: A*; ABS_2021: 4; FT_50_2016: yes; VHB_3: A)
moreHanke, M., & Penev, S. (2018). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research (EJOR), 265(2), 571-579. (ABDC_2022: A*; ABS_2021: 4; VHB_3: A)
moreWeigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research (BuR), 11(1), 173-196. (VHB_3: B)
moreStöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A risk index for global private investors. The Journal of Risk Finance, 18(2), 214-231. (ABDC_2022: B; ABS_2021: 1; VHB_3: B)
moreHanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. European Journal of Operational Research (EJOR), 263(2), 510-523. (ABDC_2022: A*; ABS_2021: 4; VHB_3: A)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2016). Inflation forecasts extracted from nominal and real yield curves. Quarterly Review of Economics and Finance, 60, 180-188. (ABDC_2022: B; ABS_2021: 2; VHB_3: B)
moreHanke, M., & Seeber, T. (2016). Die Haftung von Bankvorständen im Zusammenhang mit Auslandskrediten. Zeitschrift für das gesamte Kreditwesen, 69(24), 1231-1233. (VHB_3: D)
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2015). Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? Journal of Futures Markets, 35(12), 1103-1116. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreHanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238. (VHB_3: B)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research (EJOR), 236(2), 657-663. (ABDC_2022: A*; ABS_2021: 4; VHB_3: A)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79. (ABDC_2022: A*; ABS_2021: 3; VHB_3: A)
moreStöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84.
moreHanke, M., & Kirchler, M. (2013). Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation. European Journal of Finance, 19(3), 228-241. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
moreHanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB_3: D)
moreHanke, M. (2012). Selected aspects of the European sovereign debt crisis. Law and Economics Yearly Review, 1(2), 373-389.
moreHanke, M., Huber, J., Kirchler, M., & Sutter, M. (2010). The Economic Consequences of a Tobin Tax - An Experimental Analysis. Journal of Economic Behavior and Organization, 74(1-2), 58-71. (ABDC_2022: A*; VHB_3: A)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2010). No-Arbitrage Conditions, Scenario Trees, and Multi-Asset Financial Optimization. European Journal of Operational Research, 206(3), 609-613. (ABDC_2022: A*; ABS_2021: 4; VHB_3: A)
moreHanke, M., & Schredelseker, K. (2010). Index Funds Should Be Expected to Underperform the Index. Applied Economics Letters, 17(10), 991-994. (ABDC_2022: B; ABS_2021: 1)
moreHanke, M., & Huber, S. (2009). Curvature, not Second Derivative. Mathematical Spectrum, 41(2), 57-60.
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2009). Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming. Journal of Computational Finance, 12(4), 29-50. (ABDC_2022: C; ABS_2021: 1; VHB_3: B)
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2009). A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science, 6(2), 187-208. (ABDC_2022: B; ABS_2021: 1)
moreHanke, M., & Hauser, F. (2008). On the Effects of Stock Spam E-mails. Journal of Financial Markets, 11(1), 57-83. (ABDC_2022: A*; ABS_2021: 3; VHB_3: B)
moreHanke, M. (2006). (K)eine Kunst - Von Grundprinzipien der Finanzwirtschaft und irrationalen Investoren. Oesterreichisches Bankarchiv(1), 1-2.
moreHanke, M., Spiess, M., & Wachtler, T. (2006). Zur Qualität der Finanzberatung in Tirol - eine empirische Untersuchung. Oesterreichisches Bankarchiv(4), 223-232.
moreHanke, M. (2005). Pricing Options on Leveraged Equity with Default Risk and Exponentially Increasing, Finite Maturity Debt. Journal of Economic Dynamics and Control, 29(3), 389-421. (ABDC_2022: A*; ABS_2021: 3; VHB_3: A)
moreHanke, M., & Pötzelberger, K. (2003). Dilution, Anti-Dilution, and Corporate Positions in Options on the Company’s Own Stocks. Quantitative Finance, 3, 405-415. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)
moreHanke, M., & Pötzelberger, K. (2002). Consistent Pricing of Warrants and Traded Options. Review of Financial Economics, 11, 63-77. (ABDC_2022: B; ABS_2021: 1; VHB_3: B)
moreHanke, M. (2001). Einige Anmerkungen zu Transaktionen in Optionen auf eigene Aktien aus finanzökonomischer Sicht. Der Gesellschafter - Zeitschrift für Gesellschafts- und Unternehmensrecht, 90-96.
moreHanke, M., & Nettekoven, M. (2001). Melden oder selbst bezahlen? Rationales Verhalten von KFZ-Haftpflichtversicherten und paradoxe Ergebnisse eines neuen Prämienmodells. Journal für Betriebswirtschaft(4), 172-185. (VHB_3: C)
moreFröhlich, C., & Hanke, M. (2000). Zur Berücksichtigung des impliziten Verwässerungseffekts bei der Bewertung virtueller Optionsprogramme. Die Wirtschaftsprüfung, 53(14), 647-653.
moreHanke, M. (2000). Neuronale Netze in der Optionsbewertung - eine nichttechnische Einführung. Oesterreichisches Bankarchiv(Sept.), 793-796.
moreHanke, M., & Pötzelberger, K. (2000). Optionspreiseffekte von Warrant-Emissionen im Black/Scholes-Modell. Financial Markets and Portfolio Management(3), 283-295. (ABDC_2022: B; ABS_2021: 2; VHB_3: C)
moreHanke, M., & Pötzelberger, K. (2000). Auswirkungen virtueller Optionsprogramme auf den Aktienkurs. Journal für Betriebswirtschaft(6), 252-258. (VHB_3: C)
moreHanke, M. (1999). Neural Networks vs. Black/Scholes: An Empirical Comparison of Two Fundamentally Different Option Pricing Methods. Journal of Computational Intelligence in Finance, 7(1), 26-34.
moreHanke, M. (1999). Adaptive Hybrid Neural Network Option Pricing. Journal of Computational Intelligence in Finance, 7(5), 33-39.
moreHanke, M., & Leopoldseder, T. (1998). Comparing the Efficiency of Austrian Universities - A Data Envelopment Analysis Approach. Tertiary Education and Management, 4(3), 191-198. (ABS_2021: 1)
moreHanke, M. (1997). Neural Network Approximation of Option Pricing Formulas for Analytically Intractable Option Pricing Problems. Journal of Computational Intelligence in Finance, 5(5), 20-27.
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Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2023). Grundlagen der Finanzierung ( 7 ed.). Wien: Linde Verlag.
moreGeyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2020). Finanzierung und Investition: verstehen - berechnen - entscheiden ( 6 ed.). Wien: Linde.
moreHanke, M. (2003). Credit Risk, Capital Structure, and the Pricing of Equity Options : Springer.
moreHanke, M. (1998). Optionsbewertung mit Neuronalen Netzen : Peter Lang.
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M. Hanke & J. Huber (Eds.). (2008). Information, Interaction, and (In)Efficiency in Financial Markets. Wien: Linde.
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Hanke, M. (2024). AIF und Liquiditäts-(risiko-)management aus finanzökonomischer Perspektive. In T. Stern (Ed.), Praxishandbuch Alternative Investmentfonds (pp. 393-405). Wien: Linde Verlag.
moreAngerer, M., Hanke, M., Kirn, T., Preiner, C., Wenz, M., & Amann, M. (2023). Cross-Border Wealth Management. In P. Droege (Ed.), Cross-Border Life and Work. Cham: Springer.
moreHanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).
moreGeyer, A., Hanke, M., & Weissensteiner, A. (2012). Optimale Asset Allocation im Zeitablauf - Ein Überblick über Modelle und Lösungsverfahren. In R. Frick (Ed.), Asset Management (pp. 125-132). Bern: Haupt Verlag.
moreHanke, M. (2011). Regulatorische Rahmenbedingungen als eine (Mit-)Ursache der Krise. In W. Hummer (Ed.), Die Finanzkrise aus internationaler und österreichischer Sicht (pp. 67-77). Innsbruck: StudienVerlag.
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Hanke, M., & Zetzsche, D. (2023). §29 Risikomanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 422-473). Köln: Dr. Otto Schmidt KG.
moreHanke, M., & Zetzsche, D. (2023). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 473-482). Köln: Dr. Otto Schmidt KG.
moreHanke, M., & Zetzsche, D. (2023). Derivateverordnung (DerivateV). In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 2825-2856). Köln: Dr. Otto Schmidt KG.
moreHanke, M., & Zetzsche, D. (2019). §29 Risikomanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 379-431). Köln: Dr. Otto Schmidt KG.
moreHanke, M., & Zetzsche, D. (2019). Anhang zu §29: DerivateV. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 431-462). Köln: Dr. Otto Schmidt KG.
moreHanke, M., & Zetzsche, D. (2019). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 462-470). Köln: Dr. Otto Schmidt KG.
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Hanke, M. (2022). Estimating Risk Aversion Using Option Prices and Realized Returns. Presented at the Austrian Working Group on Banking and Finance, Klagenfurt.
moreGramlich, M., Angerer, M., & Hanke, M. (2022). Order Book Liquidity on Crypto Exchanges. Presented at the World Finance Conference, Torino, Italy.
moreGramlich, M., Angerer, M., & Hanke, M. (2021). Order Book Liquidity on Crypto Exchanges. Presented at the The 3rd Crypto Asset Lab Conference, Milan, Italy.
moreGramlich, M., Angerer, M., & Hanke, M. (2021). Order Book Liquidity on Crypto Exchanges. Presented at the AWG 2021, University of Graz, Austria.
moreHanke, M., Stöckl, S., & Weissensteiner, A. (2020). Portfolio Rules and Factor Premia under Ambiguity. Presented at the 9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020, electronical (originally scheduled in Geneva, Switzerland).
moreHanke, M., Stöckl, S., & Weissensteiner, A. (2019). Political Event Portffolios. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire dependence in risk-neutral probabilities of event outcomes. Presented at the Risk: modeling, optimization, and inference, Sydney, Australia.
moreAngerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2019). Income uncertainty and retirement savings in different pension systems: An experimental study. Presented at the Experimental Finance 2019, Copenhagen, Denmark.
moreAngerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2018). Income uncertainty and retirement savings in different pension systems: An experimental study. Presented at the ESA World Meeting 2018, Berlin, Germany.
moreHanke, M. (2017). Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Presented at the Quantitative Methods in Finance, Sydney, Australia.
moreHanke, M. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Risk:modeling, optimization, and inference, UNSW, Sydney, Australia.
moreHanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.
moreHanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Vienna Congress on Mathematical Finance, Vienna, Austria.
moreHanke, M., & Penev, S. (2015). Comparing Maximum Sharpe Ratios and Incremental Variable Testing. Presented at the Austrian Working Group on Banking and Finance, Graz.
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2015). Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach. Presented at the OR 2015 - International Conference on Operations Research, Vienna.
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Presented at the 11th International Conference on Computational Management Science, Lisbon.
moreHanke, M., Poulsen, R., & Weissensteiner, A. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Presented at the Quantitative Methods in Finance Conference 2014, Sydney.
moreStöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the 20th Forecasting Financial Markets 2013, Hannover (Germany).
moreStöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the Finance & Economics Conference 2013, Frankfurt (Germany).
moreStöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the 8th EEEcon Workshop 2013, Innsbruck (Austria).
moreStöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Presented at the World Finance & Banking Symposium 2013, Bejing (China).
moreStöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Presented at the 28th Workshop of the Austrian Working Group on Banking and Finance 2013, Vienna (Austria).
moreStöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Presented at the 26th Australasian Finance and Banking Conference 2013, Sydney (Australia).
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Hanke, M. (2019, 13.11.2019). Aktuelle Herausforderungen in der Altersvorsorge. 18. Wirtschaftspolitisches Seminar Alpenrhein, Chur.
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