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Number of items: 2.
Article
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.
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.