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Number of items: 4.

Article

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 (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.

Thesis of the University of Regensburg

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

This list was generated on Fri Apr 18 22:55:47 2014 CEST.
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