DeutschThe university is member of the Confederation of Open Access Repositories (COAR)
More information about Open Acces at open-acces.net
Browse by Person
 | Up a level |
Article
Buch, Arne and Dorfleitner, Gregor and Wimmer, Maximilian (2011) Risk capital allocation for RORAC optimization. Journal of Banking & Finance 35 (11), pp. 3001-3009.
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.