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Number of items at this level: 75.

Dorfleitner, Gregor and Kapitz, Jonas and Wimmer, Maximilian (2014) Crowdinvesting als Finanzierungsalternative für kleine und mittlere Unternehmen. Die Betriebswirtschaft (DBW) 74 (5), pp. 283-303.

Dorfleitner, Gregor and Jahnes, Hilger (2014) Determinants of mortgage loan fraud: Empirical evidence from Germany. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 66, pp. 351-382.

Utz, Sebastian and Wimmer, Maximilian and Hirschberger, Markus and Steuer, Ralph E. (2014) Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. European Journal of Operational Research 234 (2), pp. 491-498.

Utz, Sebastian and Wimmer, Maximilian (2014) Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. Journal of Asset Management 15 (1), pp. 72-82.

Pfister, Tamara and Utz, Sebastian and Wimmer, Maximilian (2014) Capital allocation in credit portfolios in a multi-period setting. Review of Managerial Science. (In Press)

Dorfleitner, Gregor and Jahnes, Hilger (2014) What factors drive personal loan fraud? Evidence from Germany. Review of Managerial Science 8 (1), pp. 89-119.

Dorfleitner, Gregor and Pfister, Tamara (2014) Justification of per-unit risk capital allocation in portfolio credit risk models. International Journal of Theoretical & Applied Finance 17 (6), 1450039/1-1450039/29.

Dorfleitner, Gregor and Utz, Sebastian (2014) Profiling German-speaking socially responsible investors. Qualitative Research in Financial Markets 6 (2), pp. 118-156.

Pfister, Tamara (2013) Challenges of capital allocation in one- and multi-period credit risk. PhD, Universität Regensburg

Dorfleitner, Gregor and Leidl , Michaela and Priberny, Christopher and von Mosch, Jacob (2013) What determines microcredit interest rates? Applied Financial Economics 23 (20), pp. 1579-1597.

Dorfleitner, Gregor and Leidl , Michaela and Priberny, Christopher (2013) Explaining Failures of Microfinance Institutions. Social Science Research Network : SSRN .

Dorfleitner, Gregor and Priberny, Christopher (2013) A quantitative model for structured microfinance. Quarterly Review of Economics and Finance 53 (1), pp. 12-22.

Priberny, Christopher and Dorfleitner, Gregor (2013) Risk perception and foreign exchange risk management in microfinance. Journal of Management and Sustainability 3 (2), pp. 68-78.

Hirschberger, Markus and Steuer, Ralph E. and Utz, Sebastian and Wimmer, Maximilian and Qi, Yue (2013) Computing the nondominated surface in tri-criterion portfolio selection. Operations Research 61 (1), pp. 169-183.

Steuer, Ralph E. and Wimmer, Maximilian and Hirschberger, Markus (2013) Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection. Journal of Business Economics 83 (1), pp. 61-85.

Dorfleitner, Gregor and Pfister, Tamara (2013) Capital Allocation and Per-Unit Risk in Inhomogeneous and Stressed Credit Portfolios. Journal of Fixed Income 22 (3), pp. 64-78.

Bamberg, Günter and Dorfleitner, Gregor (2013) On a Neglected Aspect of Portfolio Choice: The Role of the Invested Capital. Review of Managerial Science 7 (1), pp. 85-98.

Wimmer, Maximilian (2013) ESG-Persistence in Socially Responsible Mutual Funds. Journal of Management and Sustainability 3 (1), pp. 9-15.

Krohmer, Albert and Utz, Sebastian and Wagner, Andreas (2013) Modellkalibrierung - Ein oft unterschätzter Faktor für die Modellgüte. Energiewirtschaftliche Tagesfragen : et 11.

Amon, Nadine Assunta and Dorfleitner, Gregor (2013) The influence of the financial crisis on mezzanine financing of European medium-sized businesses – an empirical study. Journal of Small Business and Entrepreneurship 26 (2), pp. 169-181.

Braun, Thomas and Wimmer, Maximilian and Hempel, John Martin (2012) Zwei Formeln zur exakten Berechnung des Hörverlusts für Zahlen. HNO 60 (9), pp. 814-816.

Dorfleitner, Gregor and Utz, Sebastian (2012) Safety first portfolio choice based on financial and sustainability returns. European Journal of Operational Research 221, pp. 155-164.

Dorfleitner, Gregor and Fischer, Matthias and Geidosch, Marco (2012) Specification risk and calibration effects of a multi-factor credit portfolio model. Journal of Fixed Income 22 (1), pp. 7-24.

Ferstl, Robert and Utz, Sebastian and Wimmer, Maximilian (2012) The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study. Business Research (BuR) 5 (1), pp. 25-41.

Schiller, Frank and Seidler, Gerold and Wimmer, Maximilian (2012) Temperature Models for Pricing Weather Derivatives. Quantitative Finance 12 (3), pp. 489-500.

Belousova, Julia and Dorfleitner, Gregor (2012) On the diversification benefits of commodities from the perspective of euro investors. Journal of Banking and Finance 36, pp. 2455-2472.

Dorfleitner, Gregor and Leidl, Michaela and Reeder, Johannes (2012) Theory of social returns in portfolio choice with application to microfinance. Journal of Asset Management 13 (6), pp. 384-400.

Dorfleitner, Gregor and Leidl, Michaela and Reeder, Johannes (2012) Theory of social returns in portfolio choice with application to microfinance. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 455, Working Paper.

Dorfleitner, Gregor and Leidl , Michaela (2011) Kleine Kredite, große Rendite?
Zur Refinanzierung von Mikrokrediten.
Blick in die Wissenschaft 24, pp. 41-46.

Buch, Arne and Dorfleitner, Gregor and Wimmer, Maximilian (2011) Risk capital allocation for RORAC optimization. Journal of Banking & Finance 35 (11), pp. 3001-3009.

Ferstl, Robert and Weissensteiner, Alex (2011) Asset-liability management under time-varying investment opportunities. Journal of Banking & Finance 35 (1), pp. 182-192.

Dorfleitner, Gregor and Schneider, Paul and Veza, Tanja (2011) Flexing the Default Barrier. Quantitative Finance 11 (12), pp. 1729-1743.

Dorfleitner, Gregor and Leidl , Michaela and Priberny, Christopher (2011) Microcredit as an Asset Class: Structured Microfinance. In: Köhn, Doris, (ed.) Mobilising Capital for Emerging Markets: What Can Structured Finance Contribute? Springer, Berlin, pp. 137-154. ISBN 978-3-540-92224-7; ISBN-10: 3540922245 .

Ferstl, Robert and Hayden, Josef (2010) Zero Coupon Yield Curve Estimation with the Package termstrc. Journal of Statistical Software 36 (1), pp. 1-34.

Dorfleitner, Gregor and Wimmer, Maximilian (2010) The pricing of temperature futures at the Chicago Mercantile Exchange. Journal of Banking & Finance 34 (6), pp. 1360-1370.

Buehler, Stefan and Burger, Anton and Ferstl, Robert (2010) The Investment Effects of Price Caps Under Imperfect Competition: A Note. Economics Letters 106 (2), pp. 92-94.

Dorfleitner, Gregor and Ilmberger, Franziska and Meyer-Scharenberg, Carmen (2010) Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz. Die Betriebswirtschaft (DBW) 70, pp. 5-23.

Ferstl, Robert and Weissensteiner, Alex (2010) Back Testing Short-Term Treasury Management Strategies Based on Multi-stage Stochastic Programming. Journal of Asset Management 11 (2/3), pp. 94-112.

Ferstl, Robert and Weissensteiner, Alex (2010) Cash Management using Multi-Stage Stochastic Programming. Quantitative Finance 10 (2), pp. 209-219.

Dorfleitner, Gregor and Klein, Christian (2009) Psychological barriers in European stock markets: Where are they? Global Finance Journal 19, pp. 268-285.

Dorfleitner, Gregor and Klein, Christian and Kundisch, Dennis (2009) Technical Analysis as a method of risk management. In: Squires, William N. and Burdock, Charles P., (eds.) Monetary Growth: Trends, Impacts and Policies. Nova Science Publishers, New York, pp. 151-159.

Ferstl, Eva-Maria and Gerer, Johannes and Priberny, Christopher and Seitz, Manuel (2008) Wie können Privatanleger durch den Einsatz von Hedge-Fonds profitieren? In: Franke, Günter and Klein, Wolfgang, (eds.) Hedge-Fonds - Chancen und Risiken. Frankfurter-Allgemeine-Buch. FAZ-Institut für Management, Markt- und Medieninformationen, Frankfurt am Main, pp. 143-234. ISBN 978-3-89981-182-7.

Leidl , Michaela and Dorfleitner, Gregor (2008) Investitionen in Mikrokredite: Die Entwicklung einer neuen Assetklasse. VDM Verlag, Saarbrücken. ISBN 978-3-639-06852-8.

Wimmer, Maximilian and Schiller, Frank and Seidler, Gerold (2008) Pricing
von Wetterderivaten.
Versicherungswirtschaft 63 (3), pp. 491-494.

Deng, Haini and Dorfleitner, Gregor (2008) Underpricing in Chinese IPOs-some recent evidence. Applied financial economics 18 (1), pp. 9-22.

Dorfleitner, Gregor and Buch, Arne (2008) Coherent risk measures, coherent capital allocations and the gradient allocation principle. Insurance: Mathematics & economics 42 (1), pp. 235-242.

Dorfleitner, Gregor and Schneider, Paul and Hawlitschek, Kurt and Buch, Arne (2008) Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time. Quantitative Finance 8 (2), pp. 119-133.

Buch, Arne and Dorfleitner, Gregor (2007) Ein Vergleich der Sicherheitsäquivalentmethode und der Risikoanalyse als Methoden zur Bewertung risikobehafteter Zahlungsströme. Zeitschrift für Betriebswirtschaft 77 (2), pp. 141-170.

Krapp, Michael and Dorfleitner, Gregor (2007) On multiattributive risk aversion: Some clarifying results. Review of managerial science 1 (1), pp. 47-63.

Wimmer, Maximilian (2006) A Law of Large Numbers and Central Limit Theorem for the Leaves in a Random Graph Model. Masters, Iowa State University.

Dorfleitner, Gregor and Bamberg, Günter and Krapp, Michael (2006) Treffen Investoren mit konstanter relativer Risikoaversion auch im Buy-and-Hold-Kontext myopische Portfolioentscheidungen? In: Kürsten, Wolfgang, (ed.) Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen: Festschrift für Jochen Wilhelm. Springer, Berlin, pp. 4-14. ISBN 978-3-540-27691-3; 3-540-27691-2.

Dorfleitner, Gregor and Bamberg, Günter and Krapp, Michael (2006) Unternehmensbewertung unter Unsicherheit - Zur entscheidungsorientierten Fundierung der Risikoanalyse. Zeitschrift für Betriebswirtschaft 76 (3), pp. 287-307.

Dorfleitner, Gregor (2004) How short-termed is the trading behaviour in Eurex futures markets? Applied financial economics 14 (17), pp. 1269-1279.

Klein, Christian and Dorfleitner, Gregor (2004) Renditen und Volatilität bei Ein-/Ausstiegsstrategien. Wirtschaftswissenschaftliches Studium: WiSt 33 (10), pp. 582-589.

Dorfleitner, Gregor and Bamberg, Günter and Glaab, Holger (2004) Risikobasierte Kapitalallokation in Versicherungsunternehmen unter Verwendung des Co-Semivarianz-Prinzips. In: Spremann, Klaus and Bamberg, Günter, (eds.) Versicherungen im Umbruch: Werte schaffen, Risiken managen, Kunden gewinnen. Springer, Berlin, pp. 399-415. ISBN 3-540-22063-1; 978-3-540-22063-3; 978-3-540-26943-4.

Krapp, Michael and Dorfleitner, Gregor and Bamberg, Günter (2004) Zur Bewertung risikobehafteter Zahlungsströme mit intertemporaler Abhängigkeitsstruktur. Betriebswirtschaftliche Forschung und Praxis 56 (2), pp. 101-118.

Dorfleitner, Gregor (2003) Why the Return Notion Matters. International Journal of Theoretical & Applied Finance 6 (1), pp. 73-86.

Dorfleitner, Gregor and Bamberg, Günter (2003) Capital Allocation under Regret and Kataoka Criteria. In: Della Riccia, Giacomo and Dubois, Didier and Kruse, Rudolf and Lenz, Hans-J., (eds.) Planning based on decision theory. Courses and lectures / International Centre for Mechanical Sciences, 472. Springer, Wien, pp. 155-163. ISBN 3-211-40756-1.

Dorfleitner, Gregor and Bamberg, Günter (2003) Portfoliobildung bei schweren Rändern. In: Rathgeber, Andreas and Tebroke, Hermann-Josef and Wallmeier, Martin, (eds.) Finanzwirtschaft, Kapitalmarkt und Banken: Festschrift für Manfred Steiner zum 60. Geburtstag. Schäffer-Poeschel, Stuttgart, pp. 241-254. ISBN 3-7910-2083-8.

Dorfleitner, Gregor and Klein, Christian (2002) Kursprognose mit Hilfe der Technischen Analyse — Eine empirische Untersuchung. Financial Markets and Portfolio Management 16 (4), pp. 497-521.

Bamberg, Günter and Dorfleitner, Gregor (2002) Is Traditional Capital Market Theory Consistent with Fat-Tailed Log Returns? Zeitschrift für Betriebswirtschaft 72 (8), pp. 865-873.

Dorfleitner, Gregor (2002) Stetige versus diskrete Renditen: Überlegungen zur richtigen Verwendung beider Begriffe in Theorie und Praxis. Kredit und Kapital 35, pp. 216-241.

Röder, Klaus and Dorfleitner, Gregor (2002) Der Optionscharakter von Bezugsrechten. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 54, pp. 460-477.

Dorfleitner, Gregor and Bamberg, Günter (2002) The Influence of Taxes on the DAX Future Market: Some Recent Developments. Schmalenbach business review: Special Issue 1, pp. 191-203.

Dorfleitner, Gregor and Bamberg, Günter (2000) Concentration on the Nearby Contract in Financial Futures Markets: A Stochastic Model to Explain the Phenomenon. Journal of Economics and Finance 24 (3), pp. 246-259.

Dorfleitner, Gregor (1999) Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode. OR Spectrum 21 (4), pp. 493-502.

Dorfleitner, Gregor and Bamberg, Günter (1999) Ein Modell zur Analyse des Limitorder-Tradings in Index-Futures-Märkten. OR Spectrum 21 (1-2), pp. 239-257.

Dorfleitner, Gregor and Bamberg, Günter and Lasch, Rainer (1999) Does the Planning Horizon Affect the Portfolio Structure? In: Gaul, Wolfgang and Locarek-Junge, Hermann, (eds.) Classification in the information age: proceedings of the 22nd Annual GfKl Conference, Dresden, March 4 - 6, 1998. Studies in classification, data analysis, and knowledge organization. Springer, Berlin, pp. 100-114. ISBN 3-540-65855-6.

Dorfleitner, Gregor and Klein, Thomas (1999) Rounding with Multiplier Methods: An Efficient Algorithm and Applications in Statistics. Statistical Papers (formerly: Statistische Hefte) 40, pp. 143-157.

Dorfleitner, Gregor (1999) Zum Glattstellen von Index-Futures: Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures. Reihe Quantitative Ökonomie, 97. Eul, Lohmar. ISBN 3-89012-669-3.

Dorfleitner, Gregor and Röder, Klaus (1998) Spekulation mit dem DAX-Future: Eine theoretische und empirische Untersuchung. Kredit und Kapital 31, pp. 592-612.

Dorfleitner, Gregor (1998) Conditional MSE-based Discrimination of the Sample Mean and the Post-Stratification Estimator in Population Sampling. Statistical Papers (formerly: Statistische Hefte) 39, pp. 313-319.

Bamberg, Günter and Dorfleitner, Gregor (1998) Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt. Zeitschrift für Betriebswirtschaft Ergänzungsband (2), pp. 55-74.

Dorfleitner, Gregor and Miskolczi, Magdalena (1997) Eine Promotionsstatistik der Universität Augsburg - Erstmals fakultätsübergreifende Zahlen verfügbar. UniPress (1), pp. 32-35.

Dorfleitner, Gregor and Klein, Thomas (1996) Renaissance Area-Fillings in the City Hall of Augsburg. The mathematical intelligencer 18, pp. 48-51.

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