Measuring systematic risk in EMU government yield spreads A Geyer, S Kossmeier, S Pichler Review of Finance 8 (2), 171-197, 2004 | 284 | 2004 |
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 | 209 | 2003 |
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 | 202 | 1999 |
The Innovest Austrian pension fund financial planning model InnoALM A Geyer, WT Ziemba Operations Research 56 (4), 797-810, 2008 | 125 | 2008 |
Messung und erfolgswirksamkeit transformationaler führung A Geyer, J Steyrer German Journal of Human Resource Management 12 (4), 377-401, 1998 | 111 | 1998 |
Transformationale führung, klassische führungstheorien und erfolgsindikatoren von bankbetrieben ALJ Geyer, J Steyrer Zeitschrift für Betriebswirtschaft 64 (8), 961-979, 1994 | 62 | 1994 |
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 | 51 | 2010 |
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 | 42 | 2009 |
The Innovest Austrian pension fund financial planning model InnoALM A Geyer, W Herold, K Kontriner, WT Ziemba Operations Research, to appear, 2002 | 42 | 2002 |
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 | 40 | 2020 |
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 | 39 | 1998 |
Grundlagen der Finanzierung: verstehen-berechnen-entscheiden A Geyer, M Hanke, E Littich, M Nettekoven Linde Verlag GmbH, 2020 | 35 | 2020 |
Transformational leadership, classical leadership dimensions and performance indicators in savings banks AL Geyer, J Steyrer Leadership Quarterly 47, 397-420, 1998 | 35 | 1998 |
Forecasting exchange rates using cointegration models and intra‐day data A Trapletti, A Geyer, F Leisch Journal of Forecasting 21 (3), 151-166, 2002 | 31 | 2002 |
Estimation of the term structure of interest rates-A parametric approach A Geyer, R Mader Working Paper, 1999 | 25 | 1999 |
A stochastic programming approach for multi-period portfolio optimization A Geyer, M Hanke, A Weissensteiner Computational management science 6, 187-208, 2009 | 24 | 2009 |
No-arbitrage bounds for financial scenarios A Geyer, M Hanke, A Weissensteiner European Journal of Operational Research 236 (2), 657-663, 2014 | 20 | 2014 |
Scenario tree generation and multi-asset financial optimization problems A Geyer, M Hanke, A Weissensteiner Operations Research Letters 41 (5), 494-498, 2013 | 19 | 2013 |
Volatility estimates of the Vienna stock market ALJ Geyer Applied Financial Economics 4 (6), 449-455, 1994 | 18 | 1994 |
A maximum entropy method for inverting Laplace transforms of probability density functions U Wagner, ALJ Geyer Biometrika 82 (4), 887-892, 1995 | 17 | 1995 |