Concepedia

Alex Weissensteiner

AW

21

Publications

449

Citations

15

H-Index

2008

Active since

Affiliations

Free University of Bozen-Bolzano(Current)

University of Liechtenstein

Technical University of Denmark

University of Copenhagen

Vienna University of Economics and Business

Alex Weissensteiner is an author at Free University of Bozen-Bolzano specializing in finance, business, and financial engineering.

Top concepts

FinanceBusinessFinancial EngineeringEconomicsAsset PricingManagementPortfolio OptimizationFinancial EconomicsEngineeringAsset Allocation

Publications per year

2008–2021

21

Publications

21

No-arbitrage conditions, scenario trees, and multi-asset financial optimization

Alois Geyer, Michael Hanke, Alex Weissensteiner · European Journal of Operational Research · 2010 · 46 citations

Portfolio Optimization, Computational Finance, Asset Pricing +6

Optimal Portfolios under Time-Varying Investment Opportunities, Parameter Uncertainty, and Ambiguity Aversion

Thomas Dangl, Alex Weissensteiner · Journal of Financial and Quantitative Analysis · 2019 · 38 citations · Full text

Asset Allocation, Portfolio Management, Portfolio Choice +20

COVID-19 and market expectations: Evidence from option-implied densities

Michael Hanke, Maria Kosolapova, Alex Weissensteiner · Economics Letters · 2020 · 36 citations · Full text

Empirical Finance, Risk-neutral Densities, Asset Pricing +16

Where Would the EUR/CHF Exchange Rate be Without the SNB's Minimum Exchange Rate Policy?

Michael Hanke, Rolf Poulsen, Alex Weissensteiner · Journal of Futures Markets · 2014 · 30 citations

Monetary Policy, Economics, Financial Economics +14

A $Q$-Learning Approach to Derive Optimal Consumption and Investment Strategies

Alex Weissensteiner · IEEE Transactions on Neural Networks · 2009 · 26 citations

Asset Allocation, Computational Economics, Management +16

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