Publications in peer reviewed journals
- 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) Inst. Investor, 7-24. - 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) Verband der Hochschullehrer für Betriebswirtschaft e. V., 25-41. - Belousova, Julia and Dorfleitner, Gregor (2012) On the diversification benefits of commodities from the perspective of euro investors.
Journal of Banking & Finance, 36 (9) ELSEVIER SCIENCE BV, AMSTERDAM, 2455-2472.
https://dx.doi.org/10.1016/j.jbankfin.2012.05.003 - Dorfleitner, Gregor and Utz, Sebastian (2012) Safety first portfolio choice based on financial and sustainability returns.
European Journal of Operational Research, 221 (1) ELSEVIER SCIENCE BV, AMSTERDAM, 155-164.
https://dx.doi.org/10.1016/j.ejor.2012.02.034 - 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) Palgrave Macmillan, 384-400. - Dorfleitner, Gregor and Leidl, Michaela (2011) Kleine Kredite, gro?e Rendite?Zur Refinanzierung von Mikrokrediten.
Blick in die Wissenschaft, 24 Universit?tsverlag Regensburg, 41-46. - Buch, Arne, Dorfleitner, Gregor and Wimmer, Maximilian (2011) Risk capital allocation for RORAC optimization.
Journal of Banking & Finance, 35 (11) ELSEVIER SCIENCE BV, AMSTERDAM, 3001-3009.
https://dx.doi.org/10.1016/j.jbankfin.2011.04.001 - Ferstl, Robert and Weissensteiner, Alex (2011) Asset-liability management under time-varying investment opportunities.
Journal of Banking & Finance, 35 (1) ELSEVIER SCIENCE BV, AMSTERDAM, 182-192.
https://dx.doi.org/10.1016/j.jbankfin.2010.07.028 - Dorfleitner, Gregor, Schneider, Paul and Veza, Tanja (2011) Flexing the default barrier.
Quantitative Finance, 11 (12) ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, ABINGDON, 1729-1743.
https://dx.doi.org/10.1080/14697688.2010.481633 - Dorfleitner, Gregor, Leidl, Michaela and Priberny, Christopher (2011) Microcredit as an Asset Class: Structured Microfinance.
in: und (eds.) Mobilising Capital for Emerging Markets: What Can Structured Finance Contribute?. Springer, Berlin, 137-154. ISBN 978-3-540-92224-7; ISBN-10: 3540922245. - Ferstl, Robert and Hayden, Josef (2010) Zero Coupon Yield Curve Estimation with the Package termstrc.
Journal of Statistical Software, 36 (1) American Statistical Association, 1-34. - Dorfleitner, Gregor and Wimmer, Maximilian (2010) The pricing of temperature futures at the Chicago Mercantile Exchange.
Journal of Banking & Finance, 34 (6) ELSEVIER SCIENCE BV, AMSTERDAM, 1360-1370.
https://dx.doi.org/10.1016/j.jbankfin.2009.12.004 - 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) Palgrave Macmillan, 94-112.
https://dx.doi.org/10.1057/jam.2010.11 - Dorfleitner, Gregor, Ilmberger, Franziska and Meyer-Scharenberg, Carmen (2010) Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz.
Die Betriebswirtschaft (DBW), 70 Sch?ffer-Poeschel, 5-23. - Dorfleitner, Gregor and Klein, Christian (2009) Psychological barriers in European stock markets: Where are they?.
Global Finance Journal, 19 Elsevier, 268-285. - Dorfleitner, Gregor, Klein, Christian and Kundisch, Dennis (2009) Technical Analysis as a method of risk management.
in: William N. Squires und Charles P. Burdock (eds.) Monetary Growth: Trends, Impacts and Policies. Nova Science Publishers, New York, 151-159. - Ferstl, Eva-Maria, Gerer, Johannes, Priberny, Christopher and Seitz, Manuel (2008) Wie k?nnen Privatanleger durch den Einsatz von Hedge-Fonds profitieren?.
in: Günter Franke und Wolfgang Klein (eds.) Hedge-Fonds - Chancen und Risiken. FAZ-Institut für Management, Markt- und Medieninformationen, Frankfurt am Main, 143-234. ISBN 978-3-89981-182-7. - Leidl, Michaela and Dorfleitner, Gregor (2008) Investitionen in Mikrokredite: Die Entwicklung einer neuen Assetklasse.
VDM Verlag, Saarbrücken, ISBN 978-3-639-06852-8. - Wimmer, Maximilian, Schiller, Frank and Seidler, Gerold (2008) Pricingvon Wetterderivaten.
Versicherungswirtschaft, 63 (3), 491-494. - Dorfleitner, Gregor and Buch, Arne (2008) Coherent risk measures, coherent capital allocations and the gradient allocation principle.
Insurance: Mathematics & economics, 42 (1) North Holland Publ. Co., 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) Inst. of Physics Publ., 119-133. - Deng, Haini and Dorfleitner, Gregor (2008) Underpricing in Chinese IPOs-some recent evidence.
Applied financial economics, 18 (1) Routledge, 9-22.
https://dx.doi.org/10.1080/09603100601007172 - Buch, Arne and Dorfleitner, Gregor (2007) Ein Vergleich der Sicherheits?quivalentmethode und der Risikoanalyse als Methoden zur Bewertung risikobehafteter Zahlungsstr?me.
Zeitschrift für Betriebswirtschaft, 77 (2) Gabler/GWV-Fachverlag, 141-170. - Krapp, Michael and Dorfleitner, Gregor (2007) On multiattributive risk aversion: Some clarifying results.
Review of managerial science, 1 (1) Springer, 47-63. - Dorfleitner, Gregor, Bamberg, Günter and Krapp, Michael (2006) Treffen Investoren mit konstanter relativer Risikoaversion auch im Buy-and-Hold-Kontext myopische Portfolioentscheidungen?.
in: Wolfgang Kürsten und Bernhard Nietert (eds.) Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen: Festschrift für Jochen Wilhelm. Springer, Berlin, 4-14. ISBN 978-3-540-27691-3; 3-540-27691-2.