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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 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 Pfister, Tamara (2013) Capital Allocation and Per-Unit Risk in Inhomogeneous and Stressed Credit Portfolios. Journal of Fixed Income 22 (3), pp. 64-78.
Pfister, Tamara (2013) Challenges of capital allocation in one- and multi-period credit risk. PhD, Universität Regensburg