Startseite UB

Browse by Institutions of the University

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Creators | Keywords | Item Type | No Grouping
Number of items at this level: 74.

Article

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 Jahnes, Hilger (2014) Determinants of mortgage loan fraud: Empirical evidence from Germany. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung. (In Press)

Dorfleitner, Gregor and Utz, Sebastian (2014) Profiling German-speaking socially responsible investors. Qualitative Research in Financial Markets. (In Press)

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 (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.

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.

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.

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.

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 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 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 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.

Book Section

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 .

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.

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 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.

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 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.

Monograph

Dorfleitner, Gregor and Pfister, Tamara (2012) Justification of per-unit risk capital allocation in portfolio credit risk models. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 467, Working Paper, Univ. Regensburg, Regensburg.

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.

Book

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

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.

Thesis of the University of Regensburg

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

Thesis

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

This list was generated on Fri Apr 25 07:16:33 2014 CEST.
  1. University

University Library

Publication Server

Contact person
Gernot Deinzer

Telefon 0941 943-2759
Contact