Professoren
o. Univ.-Prof. Dr. Engelbert J. Dockner

o. Univ.-Prof. Dr. Engelbert J. Dockner

"Department Editor“ für den Fachbereich Finance im Business Research (BuR). BuR ist offizielles Open Access Journal des „Verbands der Hochschullehrer für Betriebswirtschaft e.V.“ (VHB).1. Work in Progress and Papers Submitted to Journals

S. Thurner, E.J. Dockner, A. Gaunersdorfer, 2002. Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons. Working Paper University of Vienna.

E.J. Dockner and K. Nishimura, 2002. Capital Accumulation in a Dynamic Game Model with Convex-Concave Production. Working Paper University of Vienna.

E.J. Dockner and K. Nishimura, 2002. Private Investment for a Public Project: A Multiperiod Analysis. Working Paper University of Vienna.

C. Schittenkopf, G. Dorffner and E.J. Dockner, 2001. Time Varying Skewness. Working Paper University of Vienna.

C. Schittenkopf, G. Dorffner and E.J. Dockner, 2000. Nonlinear Versus Non-Gaussian Volatility Models. Working Paper, University of Vienna.

E.J. Dockner and K. Nishimura, 2000. Endogenous and Strategic Growth. Working Paper University of Vienna.

E.J. Dockner, H. Elsinger and A. Gaunersdorfer, 1999, The Strategic Role of Dividends and Debt in Markets with Imperfect Competition, Paper presented at the 24th Meeting of the European Finance Association.

E.J. Dockner and H. Moritsch, 1999. Pricing Constant Maturity Floaters with Embedded Options Using Monte Carlo Simulation. Working Paper University of Vienna.

E.J. Dockner and P. Harold, 1998, Die Bedeutung von Volatilit{"atsprognosen, Verteilungssch{"atzungen und Portfoliobewertung im Rahmen von Value at Risk-Modellen. Working Paper University of Vienna.

E.J. Dockner and A. Luhmer, 1999, Dynamic Decentralized Quality Management, Paper presented at the 20th Annual Congress of the European Accounting Association.

E.J. Dockner, 1997, Dynamic Imperfect Product Market Competition and Loan Commitments. Working Paper University of Vienna.

E.J. Dockner and G. Strobl, 1999, Volatility Forecasts and the Profitability of Option Trading Strategies. Paper presented at the European Financial Management Association Meeting, Innsbruck, June 1996.

E.J. Dockner, N.V. Long, and G. Sorger, 1995, Multiperiod Rent Seeking Investment. Working Paper, University of Vienna.


2. Books:

E.J. Dockner, S. Jørgensen, N.V. Long and G. Sorger, 2000, Differential Games in Economics and Management Science. Forthcoming Cambridge University Press.

E.J. Dockner, R.F. Hartl, M. Luptacik and G. Sorger, 2000, Optimization, Dynamics, and Economic Analysis. Physica Verlag.


3. Refereed Journals:

E.J. Dockner and G. Leitmann, 2001, Coordinate Transformations and Derivation of Open-Loop Nash Equilibria. Journal of Optimization Theory and Applications 110/1, 1-15.

E.J. Dockner and A. Gaunersdorfer, 2001, On the Profitability of Horizontal Mergers in Industries With Dynamic Competition. Japan and the Workl Economy 13, 195-216.

E.J. Dockner and K. Nishimura, 2001, Characterization of Equilibrium Strategies in a Class of Difference Games. Journal of Difference Equations and Applications 7, 915-926.

T. Dangl, E.J. Dockner, A. Gaunersdorfer, A. Pfister, L. S{"ogner and G. Strobl, 2001, Adaptive Erwartungsbildung und Finanzmarktdynamik. Schmalenbachs Zeitschrift f{"ur betriebswirtschaftliche Forschung (Schmalenbach Business Review) 53, 339-365.

C. Schittenkopf, G. Dorfner and E.J. Dockner, 2000. Forecasting Time-dependent Conditional Densities: A Semi-non-parmetric Neural Network Approach. Journal of Forecasting 19, 355-374.

G.Ch. Pflug, E.J. Dockner, A. Swietanowski and H. Moritsch, 2000, The AURORA Financial Management System: Model and Parallel Implementation Design. Annals of Operations Research 99, 189-206.

H. Reisinger, E.J. Dockner and A. Baldauf, 2000, Examining the Interaction of Marketing and Finance Decisions in a Dynamic Environment. OR-Spektrum 22, 159-171.

C. Schittenkopf, G. Dorffner and E.J. Dockner, 2000, On Nonlinear, Stochastic Dynamics in Economic and Financial Time Series. Studies in Nonlinear Dynamics and Econometrics 4, 101-121.

E.J. Dockner, M. Plank and K. Nishimura, 1999. Markov Perfect Equilibria for a class of capital accumulation games. Annals of Operations Research 89, 215-230.

E.J. Dockner and K. Nishimura, 1999, Transboundary Pollution in a Dynamic Game Model. Forthcoming The Japanese Economic Review.

A. Baldauf, E.J. Dockner and H. Reisinger, 1999, The Effects of Long-Term Debt on a Firm's New Product Pricing Policy in Duopolistic Markets. Forthcoming Journal of Business Reserach.

E.J. Dockner, M. Plank and K. Nishimura, 1999, Markov Perfect Equilibria for a Class of Capital Accumulation Games. Annals of Operations Research 89, 215-230.

E.J. Dockner and M. Scheicher, 1999, Evaluating Volatility Forecasts and Empirical Distributions in Value at Risk Models. Forthcoming Finanzmarkt und Portfolio Management 13, 39-55.

E.J. Dockner and J. Gaugusch, 1998, Minimierung der Eigenmittelunterlegung fuer offene Devisenpositionen, Bankarchiv 11/46, 863-866.

E.J. Dockner and G. Sorger, 1996, Existence and Properties of Equilibria for a Dynamic Game on Productive Assets. Journal of Economic Theory 71, 209-227.

E.J. Dockner, N.V. Long and G. Sorger, 1996, Analysis of Nash Equilibria in a Class of Capital Accumulation Games. Journal of Economic Dynamics and Control 20, 1209-1235.

E.J. Dockner and A. Gaunersdorfer, 1996, Strategic New Product Pricing When Demand Obeys Saturation Effects. European Journal of Operational Research 90, 589-598.

E.J. Dockner and A. Gaunersdorfer, 1995, Die Bedeutung der Chaostheorie für die empirische Kapitalmarktforschung. Bank Archiv 6/95, 427-439.

F. Wirl and E.J. Dockner, 1995, Leviathan Governments and Carbon Taxes: Costs and Potential Benefits. European Economic Review 39, 1215-1236.

R. Neck and E.J. Dockner, 1995, Commitment and Coordination in a Dynamic Game Model of International Economic Policy Making. Open Economies Review 6, 5-28.

E.J. Dockner and H. Takahashi, 1994, Stability and Entry in a Dynamic Cournot Market. The Economic Studies Quarterly 45, 131-140.

E.J. Dockner, G. Feichtinger and A. Mehlmann, 1993. Dynamic R & D Competition With Memory. Journal of Evolutionary Economics 3, 145-152.

E.J. Dockner and F. Feichtinger, 1993, Cyclical consumption patterns and rational addiction. American Economic Review 83, 256-263.

E.J. Dockner, 1992, A dynamic theory of conjectural variations. The Journal of Industrial Economics XL, 377-395.

E.J. Dockner and N.V. Long, 1993, International Pollution Control: Cooperative versus non-cooperative strategies. Journal of Environmental Economics and Management 24, 13-29.

E.J. Dockner and S. Jørgensen, 1992. New product advertising in dynamic oligopolies. Zeitschrift für Operations Research 36, 459-473.

E.J. Dockner, G. Feichtinger and A. Novak, 1991. On cyclical production and marketing decisions: An application of Hopf bifurcation theory. International Journal of Systems Science 22, 1035-1046.

E.J. Dockner and G. Feichtinger, 1991. On the optimality of limit cycles in dynamic economic systems. Zeitschrift für Nationalökonomie 53, 31-50.

E.J. Dockner and A. Haug, 1991. The Closed-loop motive for voluntary export restraints. Canadian Journal of Economics 24, 679-685.

G. Feichtinger and E.J. Dockner, 1990. Capital accumulation, endogenous population growth, and Easterlin cycles. Journal of Population Economics 3, 73-87.

E.J. Dockner and A. Haug, 1990. Tariffs and quotas under dynamic duopolistic competition. Journal of International Economics 29, 147-159.

E.J. Dockner and H. Takahashi, 1990. On the saddle-point stability for a class of dynamic games. Journal of Optimization Theory and Applications 67, 247-258.

E.J. Dockner and G. Feichtinger, 1990. Oligopolistisches Preismanagement bei Lerneffekten und überkapazitäten. Zeitschrift für Betriebswirtschaft 60, 5-17.

E.J. Dockner and V. Kaitala, 1989. On efficient equilibrium solutions in dynamic games of resource management. Resources and Energy 11, 23-34.

E.J. Dockner, G. Feichtinger and A. Mehlmann, 1989. Non-cooperative solutions for a differential game model of fishery. Journal of Economic Dynamics and Control 13, 272-291.

E.J. Dockner and S. Jørgensen, 1988. Optimal advertising policies for diffusion models of new product innovation in monopolistic situations. Management Science 34, 119-130.

E.J. Dockner and S. Jørgensen, 1988. Optimal pricing strategies for new products in dynamic oligopolies. Marketing Science 7, 315-334.

E.J. Dockner, 1988. On the relation between dynamic oligopolistic competition and long-run competitive equilibrium. European Journal of Political Economy 4, 47-64.

E.J. Dockner and H. Takahashi, 1988. Further turnpike properties for general capital accumulation games. Economics Letters 28, 321-325.

R. Neck and E.J. Dockner, 1987. Can the gains from international cooperation be secured without policy coordination? Ricerche Economiche XLI, 373-391.

R. Neck and E.J. Dockner, 1987. Conflict and cooperation in a model of stabilization policies: a differential game approach. Journal of Economic Dynamics and Control 11, 153-158.

E.J. Dockner and G. Feichtinger, 1986. Dynamic advertising and pricing in an oligopoly. Journal of Economic Dynamics and Control 10, 37-39.

E.J. Dockner and A. Sitz, 1986. An investigation into Austrian export pricing: Price taking or price setting of a small open economy? Empirica 13, 221-241.

E.J. Dockner, 1985. Optimal pricing in a dynamic duopoly game model. Zeitschrift für Operations Research 29, B1-B16.

G. Feichtinger and E.J. Dockner, 1985. Optimal pricing in a duopoly: A noncooperative differential games solution. Journal of Optimization Theory and Applications 45, 199-218.

E.J. Dockner, G. Feichtinger and S. Jørgensen, 1985. Tractable classes of non-zerosum open-loop Nash differential games: Theory and examples. Journal of Optimization Theory and Applications 45, 179-197.

E.J. Dockner and S. Jørgensen, 1984. Cooperative and non-cooperative differential game solutions to an investment and pricing problem. Journal of the Operational Research Society 35, 731-739.

E.J. Dockner, 1984. Optimal pricing of a monopoly against a competitive producer. Optimal Control Applications and Methods 5, 345-351.

G. Feichtinger and E.J. Dockner, 1984. A Note on Jørgensen's logarithmic advertising differential game. Zeitschrift für Operations Research 28, 133-153.


4. Papers in Books:

E.J. Dockner, A. Prskawetz and G. Feichtinger, 1997. Nonlinear Dynamics and Predictability in the Austrian Stock Market, C. Heij et. al. (eds.), System Dynamics in Economic and Financial Models. John Wiley Press, 45-62.

E.J. Dockner, 1996. Die Quantifizierung und Prognose des Marktrisikos. G.E. Tichy et. al. (eds.) Wege zur Ganzheit. Duncker & Humblot, 799-809.

E.J. Dockner and R. Neck, 1995. How can decentralized non-cooperative stabilization policies be efficient? A differential game approach. In: A. Riedl et al. (eds.), Macroeconomic Policy Games, Physica-Verlag, 41-55.

E.J. Dockner and H. Takahashi, 1993. Turnpike properties and comparative dynamics of general capital accumulation games. In: M. Boldrin et al. (eds.), General Equilibrium, Growth, and Trade II. The Legacy of Lionel W. McKenzie. Academic Press, 352-366.

E.J. Dockner, 1993, Wettbewerbs- und Kosteneffekte der Integration. In: J.H. Pichler (ed.), ökonomische Konsequenzen eines EG-Beitritts österreichs, Duncker & Humblot.

E.J. Dockner, 1993, Anmerkungen zur Anwendung von numerischen Gleichgewichtsmodellen in der Außenhandelsthorie. In: J.H. Pichler (ed.), ökonomische Konsequenzen eines EG-Beitritts österreichs, Duncker & Humblot.

E.J. Dockner, 1993, ökonomische Konsequenzen eines österreichischen EG-Beitritts: Eine Gleichgewichtsanalyse. In: J.H. Pichler (ed.), ökonomische Konsequenzen eines EG-Beitritts österreichs, Duncker & Humblot.

E.J. Dockner and A. Sitz, 1992, Integrationseffekte: Folgen der Liberalisierung des Handels mit EFTA- und EG-Ländern. In: J.H. Pichler (ed.), ökonomische Konsequenzen eines EG-Beitritts österreichs, Duncker & Humblot.

E.J. Dockner and A. Sitz, 1990. Marktstruktur und optimale Handelspolitik. In: J.H. Pichler (ed.), Finanzmarktanalysen, internationaler Handel und Politikkoordination, Duncker & Humblot, VWS 394, 9-36.

E.J. Dockner and A. Sitz, 1990. Realwirtschaftliche Konsequenzen von Wechselkursänderungen. In: J.H. Pichler (ed.), Finanzmarktanalysen, internationaler Handel und Politikkoordination, Duncker & Humblot, VWS 394, 49-65.

E.J. Dockner and A. Sitz, 1990. Optimale Geld- und Fiskalpolitik einer kleinen offenen Volkswirtschaft bei alternativen Wechselkursregimen und strategischen Interdependenzen. In: J.H. Pichler (ed.), Finanzmarktanalysen, internationaler Handel und Politikkoordination, Duncker & Humblot, VWS 394, 127-149.

E.J. Dockner, 1990. Strategische Aspekte internationaler Politikkoordination. In: J.H. Pichler (ed.), Finanzmarktanalysen, internationaler Handel und Politikkoordination, Duncker & Humblot, VWS 394, 151-168.

E.J. Dockner, 1990. Preis- und Einkommenseffekte im österreichischen Außenhandel. In: J.H. Pichler (ed.), Finanzmarktanalysen, internationaler Handel und Politikkoordiantion, Duncker & Humblot, VWS 394, 37-48.

E.J. Dockner, 1986. Optimale Preisstrategien für neue Produkte: Theoretische Resultate und eine empirische Studie. In: W. Kabelka and M. Chloupek (eds.), Wirtschaftliche Aspekte neuer Informationstechnologien, Linde-Verlag, 31-44.


5. Papers in Non-Refereed Journals:

E.J. Dockner and J. Zechner,1997. Marktrisikomanagement von Optionspositionen. Ticker 1/97, 17-19.

E.J. Dockner, 1997. Oekonomische Analyse der (De-)Regulierung von Handwerk und Gewerbe. Wirtschaftspolitische Blätter 44, 264-272.

E.J. Dockner and G. Feichtinger, 1994. Environmentalists Versus Resource Exploiters: A Dynamic Game Analysis. G.L. Paredes V. (ed.) International Symposium on Systems Analysis and Management Decisions in Forestry, 392-398.

E.J. Dockner and A. Sitz, 1987. Preisnehmer oder Preissetzer? Theoretische Fundierung und empirische Tests für österreichs Warenexporteure. Quartalshefte der Girozentrale I-II/87, 111- 148.

R. Neck and E.J. Dockner, 1987. Zur Erklärung von Konjunkturschwankungen durch optimale zyklische Stabilisierungspolitik. Quartalshefte der Girozentrale IV/87, 57- 78.

E.J. Dockner, 1983. Optimale Preispolitik für dauerhafte Güter: Ein Modell der Kontrolltheorie. Quartalshefte der Girozentrale II/83, 43-47.


6. Papers in Proceedings Volumes:

E.J. Dockner and A. Gaunersdorfer, 2002. Dynamic Oligopolistic Competition and Quasi-Competitive Behavior, in: G. Zaccour (ed.), Optimal Control and Differential Games - Essays in Honor of Steffen S. Jørgensen, Kluwer Academic Publishers, 2002.

E.J. Dockner, A. Gaunersdorfer, and S. Jørgensen, 1996. Government Price Subsidies to Promote Fast Diffusion of a New Consumer Durable, in: S. Jørgensen and G. Zaccour (eds.), Dynamic Competitive Analysis in Marketing, LN in Economics and Mathematical Systems 444, Springer. Proceedings of the International Workshop on Dynamic Competitive Analysis in Marketing, Montreal, Canada, September 1995.

E.J. Dockner and P. Wöhrmann, 1996. Nonlinearities and Chaos in the Austrian Stock Market. Proceedings of the Third International Conference on Forecasting Financial Markets, London, March 1996.

R. Neck and E.J. Dockner, 1991. Open-loop Stackelberg Equilibrium Solutions of Differential Games and Dynamic Economic Rational-Expectations Models. In: ü. Jaaksoo and V.I. Utkin (eds.), Automatic Control - World Congress 1990, 347-353.

E.J. Dockner, 1991. Kann es für Exporteure optimal sein, die Exporte freiwillig zu beschränken? In: Griller et al. (eds.), Europäische Integration aus österreichischer Sicht, 95-105.

E.J. Dockner, 1991. Austria and the internal European Market: A simulation Study. Atlantic Economic Society: Best Papers Proceedings 1, 60-64.

E.J. Dockner and G. Feichtinger, 1990. On cyclical inventory and marketing decisons. Methods of Operations Research 62, 387-388.

E.J. Dockner and R. Neck, 1990. On the use of control theory to calculate a time-consistent government policy. Methods of Operations Research 62, 389-398.

E.J. Dockner, G. Feichtinger and G. Sorger, 1990. Interaction of price and advertising under dynamic conditions. In: K.-P. Kistner et al. (eds.), Operations Research Proceedings 1989, Springer-Verlag, 547-554.

E.J. Dockner and R. Neck, 1989. Is policy coordination necessary to achieve efficient stabilization policies? In: N.M. Christodoulakis (ed.), Dynamic Modelling and Control of National Economies, Pergamon Press, 27-32.

E.J. Dockner and R. Neck, 1989. Inefficient and efficient stabilization policies in a simple macroeconomic model: An application of linear quadratic differential game theory. Methods of Operations Research 59, 371-381.

R. Neck and E.J. Dockner, 1988. On the optimality of cyclical stabilization policies: Some variations on a model of Nordhaus. In: G. Feichtinger (ed.), Optimal Control Theory and Economic Analysis 3, North-Holland, 77-86.

E.J. Dockner and R. Neck, 1987. Zur Effizienz dezentralisierter Stabilisierungspolitik. In: H. Isermann et al. (eds.), DGOR Operations Research Proceedings 1986, Springer-Verlag, 528-536.

R. Neck and E.J. Dockner, 1987. Open-loop equilibria for an LQ differential game of stabilization policies. In: R. Isermann (ed.), Automatic Control World Congress, 1987, Pergamon Press, 183- 189.

E.J. Dockner, 1987. Oligopolistic Pricing in Durable Goods Markets. Atlantic Economic Journal 15, 61-62.

E.J. Dockner and R. Neck, 1986. Cooperative and non-cooperative stabilization policies: An LQ differential game. In: B. Martos et al. (eds.), Dynamic Modelling and Control of National Economies, Pergamon Press, 399-404.

E.J. Dockner and R. Neck, 1986. Cooperative and non-cooperative solutions for a linear quadratic differential game model of stabilization policies. In: A. Bensoussan and J.L. Lions (eds.), Analysis and Optimization of Systems, Springer-Verlag, 807- 818.

E.J. Dockner and G. Feichtinger, 1986. Dynamic advertising and pricing in an oligopoly: A Nash equilibrium approach. In: T. Basar (ed.), Dynamic Games and Applications in Economics, Springer-Verlag, 238-251.

S. Jørgensen and E.J. Dockner, 1985. Optimal consumption and replenishment policies for a renewable resource. In: G. Feichtinger (ed.), Optimal Control Theory and Economic Analysis 2, North-Holland, 647-664.

E.J. Dockner, 1985. Local stability analysis in optimal control problems with two state variables. In: G. Feichtinger (ed.), Optimal Control Theory and Economic Analysis 2, North-Holland, 89-103.

E.J. Dockner, 1984. Optimale Preisbildung unter dynamischer Nachfrage: Die Nash-Lösung eines Differentialspiels. In: H. Steckhan et al. (eds.), DGOR Operations Research Proceedings 1983, Springer-Verlag, 592-598.


7. Working & Research Papers:

E.J. Dockner, N.V. Long and G. Sorger, 1994, Trade, human capital formation, and growth: An overlapping generations model. Working Paper University of Vienna.

E.J. Dockner and F. Wirl, 1992, CO2 emission taxes - energy producers versus consumers. Working Paper, Technische Universität Wien.

E.J. Dockner, 1991, Strategic trade policy with uncertain entry. Working Paper, Queen's University.

E.J. Dockner, 1991, A letter on nonlinear strategies in dynamic duopolistic competition with sticky prices, Working Paper, Queen's University.

E.J. Dockner, 1991. österreich und der EG-Binnenmarkt: Eine Simulationsstudie. Working Paper Nr. 9108, Ludwig Boltzmann Institut für ökonomische Analysen wirtschaftspolitischer Aktivitäten.

E.J. Dockner and R. Neck, 1990. Time-consistency, subgame-perfectness, solution concepts and information patterns in dynamic models of stabilization policies. Working Paper, University of Saskatchewan.

E.J. Dockner and G. Feichtinger, 1989. A note on optimal redistributive taxation. Working Paper, Technische Universität Wien.

E.J. Dockner and H. Takahashi, 1989. A turnpike theorem for nonstationary capital accumulation games. Working Paper, Wirtschaftsuniversität Wien.

E.J. Dockner and R. Lansing, 1989. Industry protection and international trade under dynamic duopoly. Working Paper, University of Saskatchewan.

E.J. Dockner and R. Lucas, 1988. Policy regime changes and the existence of limit cycles. Working Paper, University of Saskatchewan.

R. Neck and E.J. Dockner, 1988. Commitment and coordination in a dynamic game model of international economic policy making. Working Paper Nr. 8804, Ludwig Boltzmann Institut für ökonomische Analysen wirtschaftspolitischer Aktivitäten.

E.J. Dockner and A. Sitz, 1987. Input costs, market structure and price determination of Austrian export industries. Working Paper Nr. 8702, Ludwig Boltzmann Institut für ökonomische Analysen wirtschaftspolitischer Aktivitäten.

E.J. Dockner and G. Feichtinger, 1987. Dynamic games of capitalism. Working Paper, Technische Universität Wien.

E.J. Dockner and A. Sitz, 1986. On the economics of resource exporting countries: Dutch disease and optimal policy. Working Paper Nr. 46, Wirtschaftsuniversität Wien.

E.J. Dockner, G. Feichtinger and A. Mehlmann, 1986. On the value of information in dynamic games of R and D. Working Paper Nr. 85, Institut für ökonometrie and OR, Technische Universität Wien.

E.J. Dockner and G. Feichtinger, 1984. Strategic advertising and price management under dynamic conditions. Working Paper No. 76, Institut für ökonometrie und OR, Technische Universität Wien.


8. Book Reviews:

P. van Loon, 1984. A dynamic theory of the firm: Production, finance and investment. Zeitschrift für Mathematische Operationsforschung, 474-475.

A. Bagchi, 1985. Stackelberg differential games in economic models. Zeitschrift für Operations Research 29, 200-201.

A. Mehlmann, 1986. Differentialspiele - Die Analyse dynamischer Konfliktsituationen. Zeitschrift für Operations Research 30, 44.

M. Meyer and K. Hansen, 1987. Planungsverfahren des Operations Research. Zeitschrift für Operations Research 31, 96.

H.F. Sonnenschein (ed.), 1988. Models of economic dynamics. Zeitschrift für Operations Research 32, 137-138.

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