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Absorbierte Brownsche Bewegung Allokation von Risikokapital Asset-liability management Bootstrap calibration CAMELS capital allocation Cash management Change of measure Co-Semivarianz Conditionally Independent Defaults Cooling Degree Days Copula models corporate social responsibility credit default swap credit portfolio model credit risk Daily Simulation default boundary Dynamic stochastic optimisation Dynamic stochastic programming Economic capital Efficient frontiers ESG-scores Euler allocation Event study Fama-French model Finance Finanzierung kleiner und mittlerer Unternehmen fixed income Fukushima-Daiichi Futures pricing FX risk gender global optimization Gradient allocation group lending Heating Degree Days heterogeneous portfolios Hyperbolic platelets Index modeling Index-Futures Inverse optimization Investment choice preferences lending rate Limit-Strategie logistic regression Market price of risk MC-based pricing Mezzanine MFI failure microfinance microfinance institutions multi-criteria optimization multi-parametric quadratic programming multi-period risk multi-period risk measure Multiple criteria decision making Multiple criteria optimization Multiplikator-Rundungsmethoden Multivariate analysis mutual funds Nachbildung von Aktienindizes Nondominated surfaces Nuclear accidents operating expenses Parametric quadratic programming per-unit risk performance analysis persistence Portfolio selection Portfoliobildung Predictability quantitative model R regulation risk analysis risk capital risk contribution risk management robustness check RORAC Safety First Investor Scenario generation Semivarianz Social Networks Socially responsible investing socially responsible Investment Socially responsible investors Stability sets Stochastic linear programming Stochastic Processes Stochastic programming structural model structured products Survey Sustainability Value sustainable finance Temperature Dynamics term structure estimation the Green function Trading strategy Treasury management VAR process Weather Derivatives Weather forecast
Number of items at this level: 127.

Absorbierte Brownsche Bewegung

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.

Allokation von Risikokapital

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.

Asset-liability management

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

Bootstrap

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.

calibration

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

CAMELS

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

capital allocation

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)

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

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

Cash management

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

Change of measure

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.

Co-Semivarianz

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.

Conditionally Independent Defaults

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)

Cooling Degree Days

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

Copula models

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)

corporate social responsibility

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

credit default swap

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

credit portfolio model

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

credit risk

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)

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

Daily Simulation

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

default boundary

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

Dynamic stochastic optimisation

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.

Dynamic stochastic programming

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

Economic capital

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

Efficient frontiers

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.

ESG-scores

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.

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

Euler allocation

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

Event study

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.

Fama-French model

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.

Finance

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.

Finanzierung kleiner und mittlerer Unternehmen

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.

fixed income

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

Fukushima-Daiichi

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.

Futures pricing

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.

FX risk

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.

gender

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 .

global optimization

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

Gradient allocation

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

group lending

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.

Heating Degree Days

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

heterogeneous portfolios

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

Hyperbolic platelets

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.

Index modeling

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.

Index-Futures

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.

Inverse optimization

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.

Investment choice preferences

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

lending rate

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.

Limit-Strategie

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.

logistic regression

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

Market price of risk

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.

MC-based pricing

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

Mezzanine

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.

MFI failure

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

microfinance

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.

microfinance institutions

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.

multi-criteria optimization

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.

multi-parametric quadratic programming

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.

multi-period risk

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)

multi-period risk measure

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

Multiple criteria decision making

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.

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.

Multiple criteria optimization

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.

Multiplikator-Rundungsmethoden

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

Multivariate analysis

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

mutual funds

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.

Nachbildung von Aktienindizes

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

Nondominated surfaces

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.

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.

Nuclear accidents

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.

operating expenses

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.

Parametric quadratic programming

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.

per-unit risk

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

performance analysis

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.

persistence

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

Portfolio selection

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.

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.

Portfoliobildung

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

Predictability

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

quantitative model

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

R

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

regulation

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

risk analysis

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

risk capital

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)

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

risk contribution

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)

risk management

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.

robustness check

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

RORAC

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

Safety First Investor

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.

Scenario generation

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

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.

Semivarianz

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.

Social Networks

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.

Socially responsible investing

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.

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

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.

socially responsible Investment

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.

Socially responsible investors

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

Stability sets

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.

Stochastic linear programming

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

Stochastic Processes

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

Stochastic programming

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

structural model

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

structured products

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

Survey

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

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.

Sustainability Value

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.

sustainable finance

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.

Temperature Dynamics

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

term structure estimation

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

the Green function

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

Trading strategy

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.

Treasury management

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.

VAR process

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

Weather Derivatives

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

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.

Weather forecast

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.

This list was generated on Sat Oct 25 07:35:29 2014 CEST.
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