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Bibliography of the Universität Regensburg

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Number of items at this level: 173.

2024

Senanayake, Maheshika, Harymawan, Iman, Dorfleitner, Gregor, Lee, Seungsoo, Rhee, Jay Hyuk and Ok, Yong Sik (2024) Towards More Nature-Positive Outcomes: A Review of Corporate Disclosure and Decision-Making on Biodiversity. Sustainability 16 (18), p. 8110.

Laschinger, Ralf (2024) Digital and Sustainable Finance: New Drivers for Market Efficiency. PhD, Universität Regensburg.

Fernsebner, Thomas, Dorfleitner, Gregor, Reichardt, Michael, Eikelmann, Matthias, von Gliszczynski, Anika and Frimel, Dorit (2024) Empirische Analyse des Personalbedarfs in deutschen Dialyseeinrichtungen: Eine Untersuchung im Kontext des Dialyse-Pflegestandards. Discussion Paper, Traunstein.

Koelbl, Marina, Laschinger, Ralf , Steininger, Bertram I. and Schäfers, Wolfgang (2024) Revealing the risk perception of investors using machine learning. The European Journal of Finance, pp. 1-27.

Dorfleitner, Gregor and Nguyen, Quynh Anh (2024) Mobile money for women’s economic empowerment: the mediating role of financial management practices. Review of Managerial Science 18, pp. 1807-1836.

Dorfleitner, Gregor and Zhang, Rongxin (2024) ESG News Sentiment and Stock Price Reactions: A Comprehensive Investigation via BERT. Schmalenbach Journal of Business Research 76, pp. 197-244. Fulltext not available.

2023

Dorfleitner, Gregor and Utz, Sebastian (2023) Green, green, it’s green they say: a conceptual framework for measuring greenwashing on firm level. Review of Managerial Science.

Kreppmeier, Julia (2023) Digitization in the Financial Industry: Empirical Evidence on Data Privacy and Digital Assets. PhD, Universität Regensburg.

Steuer, Ralph E., Qi, Yue and Wimmer, Maximilian (2023) Computing Cardinality Constrained Portfolio Selection Efficient Frontiers via Closest Correlation Matrices. European Journal of Operational Research. (In Press) Fulltext not available.

Kreppmeier, Julia and Laschinger, Ralf (2023) Signaling in the Market for Security Tokens. Journal of Business Economics 93, pp. 1515-1552.

Sparrer, Christian (2023) Sustainability and corporate scandals: The role of corporate social responsibility and irresponsibility in financial markets. PhD, Universität Regensburg.

Priberny, Christopher (2023) The impact of COVID-19 on demand and lending behavior in prosocial P2P lending. Credit and Capital Markets 56 (1), pp. 5-26. Fulltext not available.

Dorfleitner, Gregor , Eckberg, Jens and Utz, Sebastian (2023) Greenness ratings and green bond liquidity. Finance Research Letters 55, Part A, p. 103869. Fulltext not available.

Dorfleitner, Gregor , Pons, Dina and Renier, Noémie (2023) An investor’s perspective on measuring and managing social performance and impact. In: Hartarska, Valentina and Cull, Robert, (eds.) Handbook of Microfinance, Financial Inclusion and Development. Edward Elgar Publishing, Cheltenham, pp. 248-271. ISBN 978-1-78990-386-7. Fulltext not available.

Dorfleitner, Gregor and Hornuf, Lars (2023) FinTech and the Digital Transformation in the Financial Industry. Credit and Capital Markets 56 (1), pp. 1-3.

Dorfleitner, Gregor , Kreppmeier, Julia and Laschinger, Ralf (2023) German FinTech Companies: A Market Overview and Volume Estimates. Credit and Capital Markets 56 (1), pp. 103-118.

Dorfleitner, Gregor , Hornuf, Lars and Weber, Martina (2023) Paralyzed by shock: the portfolio formation behavior of peer-to-business lending investors. Review of Managerial Science 17, pp. 1037-1073.

Dorfleitner, Gregor , Hornuf, Lars and Kreppmeier, Julia (2023) Promise Not Fulfilled: FinTech, Data Privacy, and the GDPR. Electronic Markets 33, p. 33. Fulltext not available.

Kreppmeier, Julia, Laschinger, Ralf, Steininger, Bertram I. and Dorfleitner, Gregor (2023) Real Estate Security Token Offerings and the Secondary Market: Driven by Crypto Hype or Fundamentals? Journal of Banking & Finance 154, p. 106940. Fulltext not available.

2022

Dorfleitner, Gregor and Grebler, Johannes (2022) Corporate social responsibility and systematic risk: International evidence. Journal of Risk Finance 23 (1), pp. 85-120.

Dorfleitner, Gregor, Forcella, Davide and Nguyen, Quynh-Anh (2022) The digital transformation of microfinance institutions: An empirical analysis. Journal of Applied Accounting Research 23, pp. 454-479.

Dorfleitner, Gregor and Scheckenbach, Isabel (2022) Trading activity on social trading platforms – a behavioral approach. Journal of Risk Finance 23 (1), pp. 32-54.

Kreuzer, Christian (2022) Financial aspects of sustainability: Drivers and consequences of corporate social responsibility and irresponsibility. PhD, Universität Regensburg.

Kreuzer, Christian and Priberny, Christopher (2022) To green or not to green: The influence of board characteristics on carbon emissions. Finance Research Letters 49, p. 103077. Fulltext not available.

Scheckenbach, Isabel (2022) Behavioral and environmental aspects of digital finance applications. PhD, Universität Regensburg.

Zhang, Rongxin (2022) New Funding and Pricing Mechanism in Alternative and Sustainable Finance: The Role of Non-Financial Factors. PhD, Universität Regensburg.

Dorfleitner, Gregor (2022) On the use of the terminal-value approach in risk-value models. Annals of operations research 313, pp. 877-897.

Dorfleitner, Gregor , Kreuzer, Christian and Sparrer, Christian (2022) To sin in secret is no sin at all: On the linkage of policy, society, culture, and firm characteristics with corporate scandals. Journal of Economic Behavior and Organization 202, pp. 762-784. Fulltext not available.

2021

Scheckenbach, Isabel, Wimmer, Maximilian and Dorfleitner, Gregor (2021) The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading. Quarterly Review of Economics and Finance 82, pp. 239-259. (In Press) Fulltext not available.

Nguyen, Quynh Anh (2021) New approaches to inclusive financing. PhD, Universität Regensburg.

Dorfleitner, Gregor , Utz, Sebastian and Zhang, Rongxin (2021) The pricing of green bonds: external reviews and the shades of green. Review of Managerial Science 16, pp. 797-834.

Grebler, Johannes (2021) Corporate Social Responsibility in Risk Management -
Empirical evidence of cross-continental deviations.
PhD, Universität Regensburg.

Dorfleitner, Gregor, Muck, Franziska and Scheckenbach, Isabel (2021) Blockchain applications for climate protection: a global empirical investigation. Renewable and Sustainable Energy Reviews 149, p. 111378. Fulltext not available.

Dorfleitner, Gregor , Oswald, Eva-Maria and Zhang, Rongxin (2021) From credit risk to social impact: On the funding determinants in interest-free peer-to-peer lending. Journal of Business Ethics 170, pp. 375-400. Fulltext not available.

Dorfleitner, Gregor , Kreuzer, Christian and Laschinger, Ralf (2021) How socially irresponsible are socially responsible mutual funds? A persistence analysis. Finance Research Letters 43, p. 101990. Fulltext not available.

Sigmund, Michael and Ferstl, Robert (2021) Panel vector autoregression in R with the package panelvar. The Quarterly Review of Economics and Finance 80, pp. 693-720. Fulltext not available.

Arnold, Lutz G., Booker, Benedikt, Dorfleitner, Gregor and Röhe, Michaela (2021) Refinancing MFIs with Market Power: Theory and Evidence. Small Business Economics 56, pp. 1485-1505.

2020

Dorfleitner, Gregor and Grebler, Johannes (2020) The social and environmental drivers of corporate credit ratings: international evidence. Business Research 13 (3), pp. 1343-1415.

Dorfleitner, Gregor , Hornuf, Lars and Wannenmacher, Lena (2020) Der deutsche FinTech-Markt im Jahr 2020. ifo Schnelldienst 73 (8), pp. 33-40.

Dorfleitner, Gregor , Kreuzer, Christian and Sparrer, Christian (2020) ESG controversies and controversial ESG: About Silent Saints and Small Sinners. Journal of Asset Management 21, pp. 393-412.

Dorfleitner, Gregor, Forcella, Davide and Nguyen, Quynh-Anh (2020) Microfinance and green energy lending: First worldwide evidence. Credit and Capital Markets 53 (4), pp. 427-460.

Dorfleitner, Gregor , Grebler, Johannes and Utz, Sebastian (2020) The Impact of Corporate Social and Environmental Performance on Credit Rating Prediction: North America versus Europe. Journal of Risk 22 (6), pp. 1-33.

Dorfleitner, Gregor , Oswald, Eva-Maria and Röhe, Michaela (2020) The access of microfinance institutions to financing via the worldwide crowd. Quarterly Review of Economics and Finance 75, pp. 133-146. Fulltext not available.

Dorfleitner, Gregor and Gerer, Johannes (2020) Time consistent pricing of options with embedded decisions. Review of Derivatives Research 23, pp. 85-119.

2019

Ariely, Dan, Garcia-Rada, Ximena, Gödker, Katrin, Hornuf, Lars and Mann, Heather (2019) The Impact of Two Different Economic Systems on Dishonesty. European Journal of Political Economy.

Oswald, Eva-Maria (2019) Crowdlending in Microfinance: A New Source of Debt Capital. PhD, Universität Regensburg.

Hornuf, Lars and Klöhn, Lars (2019) Do judges hate speculations? European Journal of Law and Economics.

Dorfleitner, Gregor and Hornuf, Lars (2019) FinTech and Data Privacy in Germany: An Empirical Analysis with Policy Recommendations. Springer, Cham (Switzerland). ISBN 978-3-030-31335-7 (e-book), 978-3-030-31334-0. Fulltext not available.

Dorfleitner, Gregor and Hornuf, Lars (2019) FinTech und Datenschutz: Eine empirische Untersuchung mit Empfehlungen für Politik und Praxis. Springer Gabler, Wiesbaden. ISBN 978-3-658-26500-7 (e-book), 978-3-658-26499-4. Fulltext not available.

Dorfleitner, Gregor and Braun, Diana (2019) Fintech, Digitalization and Blockchain: Possible Applications for Green Finance. In: Migliorelli, Marco and Dessertine, Philippe, (eds.) The Rise of Green Finance in Europe: Opportunities and Challenges for Issuers, Investors and Marketplaces. Palgrave Studies in Impact Finance. Palgrave Macmillan, Cham (Schweiz), pp. 207-237. ISBN 978-3-030-22510-0. Fulltext not available.

Dorfleitner, Gregor , Hornuf, Lars , Schmitt, Matthias and Weber, Martina (2019) Marktüberblick. In: Möslein, Florian and Omlor, Sebastian, (eds.) FinTech-Handbuch: Digitalisierung, Recht, Finanzen. C.H.Beck, München, pp. 21-38. ISBN 978-3406713668. Fulltext not available.

Dorfleitner, Gregor, Nguyen, Quynh-Anh and Röhe, Michaela (2019) Microfinance institutions and the provision of mobile financial services: First empirical evidence. Finance Research Letters 31, pp. 357-362. Fulltext not available.

Dorfleitner, Gregor , Rößle, Felix and Lesser, Kathrin (2019) The financial performance of the most valuable brands: A global empirical investigation. Heliyon 5 (4), e01433.

2018

Weber, Martina (2018) Alternative Finance for Small and Medium-sized Enterprises. PhD, Universität Regensburg.

Engert, Andreas and Hornuf, Lars (2018) Market Standards in Financial Contracting: The Euro’s Effect on Choice of Law in European Debt Securities. Journal of International Money and Finance 85, pp. 145-162.

Mizgier, Kamil J. and Wimmer, Maximilian (2018) Incorporating single and multiple losses in operational risk: a multi-period perspective. Journal of the Operational Research Society 69 (3), pp. 358-371.

Haddad, Christian and Hornuf, Lars (2018) The Emergence of the Global Fintech Market: Economic and Technological Determinants. Small Business Economics. Fulltext not available.

Dorfleitner, Gregor and Hornuf, Lars (2018) Analyse der Datenschutzerklärungen deutscher FinTech-Unternehmen nach Einführung der DS-GVO. ABIDA - Externe Gutachten, Project Report.

Dorfleitner, Gregor and Lung, Carina (2018) Cryptocurrencies from the perspective of Euro investors: A re-examination of diversification benefits and a new day-of-the-week effect. Journal of Asset Management 19, pp. 472-494. Fulltext not available.

Dorfleitner, Gregor, Hornuf, Lars and Weber, Martina (2018) Dynamics of Investor Communication in Equity Crowdfunding. Electronic Markets 28, pp. 523-540.

Hornuf, Lars , Schmitt, Matthias and Stenzhorn, Eliza (2018) Equity Crowdfunding in Germany and the UK: Follow-Up Funding and Firm Failure. Corporate Governance: An Interational Review. (In Press) Fulltext not available.

Dorfleitner, Gregor and Hornuf, Lars (2018) Neue digitale Akteure und ihre Rolle in der Finanzwirtschaft: Eine Analyse des deutschen Marktes unter besonderer Berücksichtigung von Datenschutzaspekten. ABIDA - Externe Gutachten.

Gerer, Johannes and Dorfleitner, Gregor (2018) Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. Review of Derivatives Research 21, pp. 175-199.

Dorfleitner, Gregor , Utz, Sebastian and Wimmer, Maximilian (2018) Patience pays off - corporate social responsibility and long-term stock returns. Journal of Sustainable Finance and Investment 8, pp. 132-157. Fulltext not available.

Hornuf, Lars , Mohamed, Abdul and Schwienbacher, Armin (2018) The Economic Impact of Forming a European Company. Journal of Common Market Studies. (In Press) Fulltext not available.

Dorfleitner, Gregor and Rößle, Felix (2018) The financial performance of the health care industry: A global, regional and industry specific empirical investigation. European Journal of Health Economics 19 (4), pp. 585-594.

Dorfleitner, Gregor, Gerl, Anna and Gerer, Johannes (2018) The pricing efficiency of exchange-traded commodities. Review of Managerial Science 12 (1), pp. 255-284. Fulltext not available.

Dorfleitner, Gregor , Fischer, Lukas, Lung, Carina, Willmertinger, Philipp, Stang, Nico and Dietrich, Natalie (2018) To follow or not to follow - An empirical analysis of the returns of actors on social trading platforms. Quarterly Review of Economics and Finance 70, pp. 160-171. Fulltext not available.

Dorfleitner, Gregor and Gleißner, Werner (2018) Valuing streams of risky cash flows with risk-value models. Journal of Risk 20 (3), pp. 1-27.

Block, Jörn, Hornuf, Lars and Moritz, Alexandra (2018) Which Updates During an Equity Crowdfunding Campaign Increase Crowd Participation? Small Business Economics 50 (1), pp. 3-27.

2017

Hornuf, Lars and Schwienbacher, Armin (2017) Internet-Based Entrepreneurial Finance: Lessons from Germany. California Management Review 60 (2), pp. 150-175. Fulltext not available.

Hornuf, Lars and Schwienbacher, Armin (2017) Should Securities Regulation Promote Equity Crowdfunding. Small Business Economics 49 (3), pp. 579-593.

Hornuf, Lars and Schwienbacher, Armin (2017) Market Mechanisms and Funding Dynamics in Equity Crowdfunding. Journal of Corporate Finance.

Hornuf, Lars and Neuenkirch, Matthias (2017) Pricing Shares in Equity Crowdfunding. Small Business Economics 48 (4), pp. 795-811.

Dorfleitner, Gregor, Just-Marx, Susann and Priberny, Christopher (2017) What drives the repayment of agricultural micro loans? Evidence from Nicaragua. Quarterly Review of Economics and Finance 63, pp. 89-100. Fulltext not available.

Sharma, Amita, Utz, Sebastian and Mehra, Aparna (2017) Omega-CVaR Portfolio Optimization and Its Worst Case Analysis. OR Spectrum 39 (2), pp. 505-539. Fulltext not available.

Dorfleitner, Gregor and Nguyen, Mai (2017) A new approach for optimizing responsible investments dependently on the initial wealth. Journal of Asset Management 18 (2), pp. 81-98. Fulltext not available.

Dorfleitner, Gregor , Hornuf, Lars , Schmitt, Matthias and Weber, Martina (2017) FinTech in Germany. Springer, Cham (Switzerland). ISBN 978-3-319-54665-0 (Print), 978-3-319-54666-7 (Online). Fulltext not available.

Dorfleitner, Gregor , Rad, Jacqueline and Weber, Martina (2017) Pricing in the online invoice trading market: First empirical evidence. Economics Letters 161, pp. 56-61. Fulltext not available.

Dorfleitner, Gregor, Röhe, Michaela and Renier, Noémie (2017) The Access of Microfinance Institutions to Debt Capital: An Empirical Investigation of Microfinance Investment Vehicles. Quarterly Review of Economics and Finance 65, pp. 1-15. Fulltext not available.

Dorfleitner, Gregor, Priberny, Christopher and Röhe, Michaela (2017) Why do microfinance institutions fail socially? A global empirical examination. Finance Research Letters 22, pp. 81-89. Fulltext not available.

Dorfleitner, Gregor and Rad, Jacqueline (2017) Wie FinTechs den Factoring-Markt neu gestalten. Corporate Finance 8 (11-12), pp. 358-363. Fulltext not available.

2016

Gerer, Johannes (2016) Essays on Derivatives Pricing in Incomplete Markets. PhD, Universität Regensburg.

Dorfleitner, Gregor, Priberny, Christopher, Schuster, Stephanie, Stoiber, Johannes, Weber, Martina, de Castro, Ivan and Kammler, Julia (2016) Description-text related soft information in peer-to-peer lending - Evidence from two leading European platforms. Journal of Banking and Finance 64, pp. 169-187. Fulltext not available.

Utz, Sebastian, Weber, Martina and Wimmer, Maximilian (2016) German Mittelstand Bonds: Yield Spreads and Liquidity. Journal of Business Economics 86 (1), pp. 103-129. Fulltext not available.

Gerer, Johannes and Dorfleitner, Gregor (2016) A note on utility indifference pricing. International Journal of Theoretical & Applied Finance 19 (6), 1650037/1-1650037/17. Fulltext not available.

Mann, Heather, Garcia-Rada, Ximena, Hornuf, Lars, Tafurt, Juan and Ariely, Dan (2016) Cut from the Same Cloth: Similarly Dishonest Individuals Across Countries. Journal of Cross-Cultural Psychology 47 (6), pp. 858-874. Fulltext not available.

Dorfleitner, Gregor, Priberny, Christopher, Schuster, Stephanie, Stoiber, Johannes, Weber, Martina, de Castro, Ivan and Kammler, Julia (2016) Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms. Journal of Banking & Finance 64, pp. 169-187. Fulltext not available.

Dorfleitner, Gregor , Hornuf, Lars , Schmitt, Matthias and Weber, Martina (2016) FinTech-Markt in Deutschland. Project Report, Berlin.

Dorfleitner, Gregor and Oswald, Eva-Maria (2016) Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva. Review of Financial Economics 30, pp. 45-59. Fulltext not available.

Dorfleitner, Gregor , Hornuf, Lars , Schmitt, Matthias and Weber, Martina (2016) The FinTech market in Germany. Project Report, Regensburg.

Dorfleitner, Gregor, Halbritter, Gerhard and Nguyen, Mai (2016) The risk of social responsibility - is it systematic? Journal of Sustainable Finance and Investment 6, pp. 1-14. Fulltext not available.

Dorfleitner, Gregor and Nguyen, Mai (2016) Which Proportion of SR Investments is enough? - A Survey based Approach. Business Research (BuR) 9, pp. 1-25.

2015

Utz, Sebastian, Wimmer, Maximilian and Steuer, Ralph E. (2015) Tri-Criterion Modeling for Constructing More-Sustainable Mutual Funds. European Journal of Operational Research 246 (1), pp. 331-338.

Eidenmüller, Horst, Engert, Andreas and Hornuf, Lars (2015) Where Do Firms Issue Debt? An Empirical Analysis of Issuer Location and Regulatory Competition in the European Corporate Debt Market. International Review of Law and Economics 41, pp. 103-115. Fulltext not available.

Pfister, Tamara, Utz, Sebastian and Wimmer, Maximilian (2015) Capital allocation in credit portfolios in a multi-period setting. Review of Managerial Science 9 (1), pp. 1-32.

Hornuf, Lars and Voigt, Stefan (2015) Analyzing Preliminary References as the Powerbase of the European Court of Justice. European Journal of Law and Economics 39 (2), pp. 287-311. Fulltext not available.

Dorfleitner, Gregor, Halbritter, Gerhard and Nguyen, Mai (2015) Measuring the level and risk of corporate responsibility - An empirical comparison of different ESG rating approaches. Journal of Asset Management 16, pp. 450-466. Fulltext not available.

Halbritter, Gerhard and Dorfleitner, Gregor (2015) The wages of social responsibility - where are they? A critical review of ESG investing. Review of Financial Economics 26, pp. 25-35. Fulltext not available.

2014

Dorfleitner, Gregor, Kapitz, Jonas and Wimmer, Maximilian (2014) Crowdinvesting als Finanzierungsalternative für kleine und mittlere Unternehmen. Die Betriebswirtschaft (DBW) 74 (5), pp. 283-303.

Dorfleitner, Gregor, Leidl, Michaela and Priberny, Christopher (2014) Explaining Failures of Microfinance Institutions. Social Science Research Network : SSRN.

Dorfleitner, Gregor and Jahnes, Hilger (2014) Determinants of mortgage loan fraud: Empirical evidence from Germany. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 66, pp. 351-382. Fulltext not available.

Utz, Sebastian, Wimmer, Maximilian, 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.

Dorfleitner, Gregor and Jahnes, Hilger (2014) What factors drive personal loan fraud? Evidence from Germany. Review of Managerial Science 8 (1), pp. 89-119. Fulltext not available.

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 Utz, Sebastian (2014) Profiling German-speaking socially responsible investors. Qualitative Research in Financial Markets 6 (2), pp. 118-156. Fulltext restricted.

2013

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

Dorfleitner, Gregor, Leidl, Michaela, Priberny, Christopher and von Mosch, Jacob (2013) What determines microcredit interest rates? Applied Financial Economics 23 (20), pp. 1579-1597. Fulltext not available.

Dorfleitner, Gregor and Priberny, Christopher (2013) A quantitative model for structured microfinance. Quarterly Review of Economics and Finance 53 (1), pp. 12-22. Fulltext restricted.

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, Steuer, Ralph E., Utz, Sebastian, Wimmer, Maximilian and Qi, Yue (2013) Computing the nondominated surface in tri-criterion portfolio selection. Operations Research 61 (1), pp. 169-183. Fulltext not available.

Steuer, Ralph E., 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. Fulltext not available.

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. Fulltext not available.

Braun, Rainer, Eidenmüller, Horst, Engert, Andreas and Hornuf, Lars (2013) Does Charter Competition Foster Entrepreneurship? A Difference-in-Difference Approach to European Company Law Reforms. Journal of Common Market Studies 51 (3), pp. 399-415. Fulltext not available.

Wimmer, Maximilian (2013) ESG-Persistence in Socially Responsible Mutual Funds. Journal of Management and Sustainability 3 (1), pp. 9-15.

Krohmer, Albert, Utz, Sebastian and Wagner, Andreas (2013) Modellkalibrierung - Ein oft unterschätzter Faktor für die Modellgüte. Energiewirtschaftliche Tagesfragen : et 11. Fulltext not available.

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. Fulltext not available.

2012

Braun, Thomas, Wimmer, Maximilian and Hempel, John Martin (2012) Zwei Formeln zur exakten Berechnung des Hörverlusts für Zahlen. HNO 60 (9), pp. 814-816. Fulltext not available.

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. Fulltext restricted.

Dorfleitner, Gregor, 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. Fulltext not available.

Ferstl, Robert, 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. Fulltext restricted.

Schiller, Frank, Seidler, Gerold and Wimmer, Maximilian (2012) Temperature Models for Pricing Weather Derivatives. Quantitative Finance 12 (3), pp. 489-500. Fulltext restricted.

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. Fulltext not available.

Dorfleitner, Gregor, 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. Fulltext restricted.

2011

Dorfleitner, Gregor and Leidl, Michaela (2011) Kleine Kredite, große Rendite?
Zur Refinanzierung von Mikrokrediten.
Blick in die Wissenschaft 24, pp. 41-46. Fulltext not available.

Buch, Arne, Dorfleitner, Gregor and Wimmer, Maximilian (2011) Risk capital allocation for RORAC optimization. Journal of Banking & Finance 35 (11), pp. 3001-3009. Fulltext restricted.

Ferstl, Robert and Weissensteiner, Alex (2011) Asset-liability management under time-varying investment opportunities. Journal of Banking & Finance 35 (1), pp. 182-192. Fulltext not available.

Dorfleitner, Gregor, Schneider, Paul and Veza, Tanja (2011) Flexing the Default Barrier. Quantitative Finance 11 (12), pp. 1729-1743.

Dorfleitner, Gregor, 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. Fulltext not available.

2010

Ferstl, Robert and Hayden, Josef (2010) Zero Coupon Yield Curve Estimation with the Package termstrc. Journal of Statistical Software 36 (1), pp. 1-34. Fulltext not available.

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, Burger, Anton and Ferstl, Robert (2010) The Investment Effects of Price Caps Under Imperfect Competition: A Note. Economics Letters 106 (2), pp. 92-94. Fulltext not available.

Dorfleitner, Gregor, Ilmberger, Franziska and Meyer-Scharenberg, Carmen (2010) Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz. Die Betriebswirtschaft (DBW) 70, pp. 5-23. Fulltext not available.

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. Fulltext not available.

Ferstl, Robert and Weissensteiner, Alex (2010) Cash Management using Multi-Stage Stochastic Programming. Quantitative Finance 10 (2), pp. 209-219. Fulltext not available.

2009

Dorfleitner, Gregor and Klein, Christian (2009) Psychological barriers in European stock markets: Where are they? Global Finance Journal 19, pp. 268-285. Fulltext not available.

Dorfleitner, Gregor, 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.

2008

Ferstl, Eva-Maria, Gerer, Johannes, 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. Fulltext not available.

Leidl, Michaela and Dorfleitner, Gregor (2008) Investitionen in Mikrokredite: Die Entwicklung einer neuen Assetklasse. VDM Verlag, Saarbrücken. ISBN 978-3-639-06852-8. Fulltext not available.

Wimmer, Maximilian, Schiller, Frank and Seidler, Gerold (2008) Pricing
von Wetterderivaten.
Versicherungswirtschaft 63 (3), pp. 491-494. Fulltext not available.

Deng, Haini and Dorfleitner, Gregor (2008) Underpricing in Chinese IPOs-some recent evidence. Applied financial economics 18 (1), pp. 9-22. Fulltext not available.

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, Schneider, Paul, 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. Fulltext not available.

2007

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. Fulltext not available.

Krapp, Michael and Dorfleitner, Gregor (2007) On multiattributive risk aversion: Some clarifying results. Review of managerial science 1 (1), pp. 47-63. Fulltext not available.

2006

Wimmer, Maximilian (2006) A Law of Large Numbers and Central Limit Theorem for the Leaves in a Random Graph Model. Masters, Iowa State University. Fulltext not available.

Dorfleitner, Gregor, Bamberg, Günter and Krapp, Michael (2006) Treffen Investoren mit konstanter relativer Risikoaversion auch im Buy-and-Hold-Kontext myopische Portfolioentscheidungen? In: Kürsten, Wolfgang and Nietert, Bernhard, (eds.) Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen: Festschrift für Jochen Wilhelm. Springer, Berlin, pp. 4-14. ISBN 978-3-540-27691-3; 3-540-27691-2. Fulltext not available.

Dorfleitner, Gregor, Bamberg, Günter and Krapp, Michael (2006) Unternehmensbewertung unter Unsicherheit - Zur entscheidungsorientierten Fundierung der Risikoanalyse. Zeitschrift für Betriebswirtschaft 76 (3), pp. 287-307. Fulltext not available.

2004

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.

Dorfleitner, Gregor, 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. Fulltext not available.

Krapp, Michael, Dorfleitner, Gregor and Bamberg, Günter (2004) Zur Bewertung risikobehafteter Zahlungsströme mit intertemporaler Abhängigkeitsstruktur. Betriebswirtschaftliche Forschung und Praxis 56 (2), pp. 101-118. Fulltext not available.

2003

Dorfleitner, Gregor (2003) Why the Return Notion Matters. International Journal of Theoretical & Applied Finance 6 (1), pp. 73-86.

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. Fulltext not available.

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. Fulltext not available.

2002

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. Fulltext not available.

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. Fulltext not available.

Dorfleitner, Gregor (2002) Stetige versus diskrete Renditen: Überlegungen zur richtigen Verwendung beider Begriffe in Theorie und Praxis. Kredit und Kapital 35, pp. 216-241. Fulltext not available.

Röder, Klaus and Dorfleitner, Gregor (2002) Der Optionscharakter von Bezugsrechten. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung 54, pp. 460-477. Fulltext not available.

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. Fulltext not available.

2000

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. Fulltext not available.

1999

Dorfleitner, Gregor (1999) Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode. OR Spectrum 21 (4), pp. 493-502. Fulltext restricted.

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. Fulltext restricted.

Dorfleitner, Gregor, 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. Fulltext not available.

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. Fulltext not available.

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. Fulltext not available.

1998

Dorfleitner, Gregor and Röder, Klaus (1998) Spekulation mit dem DAX-Future: Eine theoretische und empirische Untersuchung. Kredit und Kapital 31, pp. 592-612. Fulltext not available.

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. Fulltext not available.

Bamberg, Günter and Dorfleitner, Gregor (1998) Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt. Zeitschrift für Betriebswirtschaft Erg.heft (2), pp. 55-74. Fulltext not available.

1997

Dorfleitner, Gregor and Miskolczi, Magdalena (1997) Eine Promotionsstatistik der Universität Augsburg - Erstmals fakultätsübergreifende Zahlen verfügbar. UniPress (1), pp. 32-35. Fulltext not available.

1996

Dorfleitner, Gregor and Klein, Thomas (1996) Renaissance Area-Fillings in the City Hall of Augsburg. The mathematical intelligencer 18, pp. 48-51. Fulltext not available.

This list was generated on Wed Sep 18 16:23:00 2024 CEST.
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