• Empirical Asset Pricing (Predicting the Equity Premium)
      • Portfolio Management (Quantitative and Empirical)
      • Risk Management (Risk Properties of Portfolios, Risk Metrics, Risk Indices, Financial Turbulence)
      • Parameter/Model Uncertainty (Robust Portfolios, Ambiguity Aversion)
      • Econometrics (Forecasting, multivariate GARCH)
      • Learning in Financial Markets
      • Behavioural Finance


      • Angerer, M., Stöckl, S., Peter, G., Wachter, T., Bank, M., & Menichetti , M. (2017). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on XETRA. Schmalenbach Business Review, forthcoming.
      • Stöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A Risk Index for Global Private Investors. Journal of Risk Finance, 18(2), 214-231. (DOI)
      • Müller, M., Stöckl, S., Zimmermann, S., & Heinrich, B. (2016). Decision Support for IT Investment Projects - A Real Option Analysis Approach Based on Relaxed Assumptions. Business & Information Systems Engineering, 58(6), 381-396. (DOI) - awarded with the Research Prize of the Principality of Liechtenstein for Young Researchers 2015
      • Stöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84. (DOI)


      • Stöckl, S. (2017). Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns. University of Liechtenstein.
      • Stöckl, S., & Kaiser, L. (2017). Higher moments matter! Cross-sectional (higher) moments and the predictability of stock returns. University of Liechtenstein. (SSRN)
      • Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. University of Liechtenstein. (SSRN)
      • Panagakou, E., & Stöckl, S. (2017). Hedging Effectiveness of the EURO STOXX 50 Index Futures Contracts. University of Liechtenstein.
      • Heinrich, B., Müller, M., Stöckl, S., & Zimmermann, S. (2015). Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review. (SSRN)
      • Stöckl,S. (2015). Comoment Factors and the Predictability of Stock Returns. University of Liechtenstein.


      • Stöckl, S. (2009). Die Riemannsche Vermutung. In M. Wohlgemuth (Ed.), Mathematisch für Anfänger (2 ed., pp. 277-290): Spektrum Verlag. (Google Books)


      • Stöckl, S. (2015). Selected Essays in Financial Economics. PhD Thesis, University of Innsbruck, Innsbruck (Austria)