WU Master Quantitative Finance

01/12/2022

💡A spotlight on research excellence at WU💡

WU (Wirtschaftsuniversität Wien) honored the authors of 15 publications that appeared in internationally renowned journals (on WU’s Star Journal List).

Congrats to our and Vienna Graduate School of Finance (VGSF) PhD in Finance faculty members Patrick Weiss, Josef Zechner, and Christian Wagner for their outstanding contributions.

Interested in the papers? Take a look below ⬇️

🕮 Maria Chaderina, Patrick Weiß, Patrick, Josef Zechner, 2021: The Maturity Premium: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3594191

🕮Nils Friewald, Florian Nagler, Christian Wagner, 2021: Debt Refinancing and Equity Returns: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2684462

🕮 Pasquale Della Corte, Lucio Sarno, Maik Schmeling, Christian Wagner, 2021: Exchange Rates and Sovereign Risk: https://pubsonline.informs.org/doi/10.1287/mnsc.2021.4115

14/11/2022

Aaand it's a wrap...*Congratulations to our Masters of Science - class of 2020! We're proud of our QFin alumni.
🎓 Thank you to our QFin alumnae Natalie Frantsits and Chiara Lesa for their impressive speech at the graduation ceremony.

28/10/2022

📢Our QFin alumna Gabriela Kováčová has been awarded the Stephan Koren Prize 2022 and the Dr. Marie Schaumayer Stiftung prize for her dissertation.

🏆The Stephan-Koren Prize is awarded by the Association of WU Professors to doctoral candidates who, due to their work and the overall course of their studies, contribute to the high standing of WU's academic work.

🏆The Dr. Maria Schaumayer Foundation serves to promote science, in particular the scientific research and achievements of women in the fields of natural sciences, economics, and political sciences as well as adult education. In particular, scientific research and achievements of Austrian women are being promoted.

👩‍🏫Gabriela Kováčová from the Institute for Statistics and Mathematics has been awarded for her work "The set-valued Bellman's principle: Methodology, applications, and computation".

Congratulations Gabi!

06/10/2022

Our application deadline ends on October 8, 11:59 pm CET. Do not hesitate to apply and become a part of our quant finance world 🙋 Do you need more information on admission and the requirements? Click here: https://bit.ly/3yo0WVX.

29/09/2022

🎉🎉Our Master's program in Quantitative Finance performed amongst the top 8% globally in the QS Masters in Finance Rankings 2023!

This year, we were again ranked 16th out of 189 programs from 37 different countries.

A big shoutout goes out to our QFin students and alumni! THANK YOU! 🏆

12/09/2022

Our online application phase has re-opened. Apply now for our WU Master Quantitative Finance program! Find out more here: https://bit.ly/3Bz41of.

05/08/2022

📢QFin faculty member Christian Wagner has published a new paper (with his colleagues Florian Nagler, Bocconi University, and Niels Friewald (Norwegian School of Economics)).

🖊️In their new paper “Debt Refinancing and Equity Returns,” published online in the Journal of Finance, they investigate one of the fundamental notions of corporate finance, that is, how debt affects stock returns.

🖊️Their research shows that investors ask for higher returns when they buy stock of firms with a higher proportion of short-term debt. Long-term debt does not have the same effect.

➡️Interested in the paper? https://dx.doi.org/10.1111/jofi.13162.

08/06/2022

**QFin company talk w/Giorgio Ottonello, Assistant Professor of Finance at NOVA School of Business & Economics**

Following the academic path is not always the easiest way - but it's not fun if it's easy! Thanks to our and Vienna Graduate School of Finance (VGSF) PhD in Finance alumnus Giorgio Ottonello for holding an insightful and honest talk to our students.

Very proud of his achievements so far. Thank you for being our guest - it was a pleasure!

03/06/2022

📢 QFin faculty member Felix Fattinger will present his paper “Asset Pricing In a World of Imperfect Foresight” at the Helsinki Finance Summit from August 22-23, 2022.

View the paper ➡️ https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3610634

More information on the Helsinki Finance Summit ➡️ http://hfs.aalto.fi/

📢 affiliated faculty member Felix Fattinger will present his paper “Asset Pricing In a World of Imperfect Foresight” at the Helsinki Finance Summit from August 22-23, 2022.

View the paper ➡️ https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3610634

More information on the Helsinki Finance Summit ➡️ http://hfs.aalto.fi/

19/05/2022

📢 QFin faculty member Felix Fattinger (and his co-authors Marc Chesney, Jonathan Krakow, and Simon Straumann) are presenting their paper on the topic of "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" at three different conferences ⬇️

FIRS 2022 in Budapest
EFA 2022 in Barcelona
SAFE Household Finance Workshop in Frankfurt

Interested in the paper? ➡️ https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3499660

18/05/2022

📢 Proud of our QFin alumnus Giorgio Ottonello! As part of the Finance Brown Bag Seminar, he will give a presentation on the topic "Bank connections and firms' access to the bond market" on June 8, 2022 at WU (Wirtschaftsuniversität Wien)

Have a look at the abstract ➡️ https://bit.ly/3yKJrAj.

Giorgio is a tenure-track Assistant Professor of Finance at NOVA School of Business and Economics (Portugal).

💡 The Finance Brown Bag Seminar is held by the Institute for Finance, Banking and Insurance (WU) and the Vienna Graduate School of Finance (VGSF) PhD in Finance. It serves as a presentation platform for Ph.D. students, faculty members, and visitors.