Consultation hours
During the summer semester 2025, consultation hours will take place on Wednesdays, 9:00 to 10:00 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert (sekretariat.finanzierung@ur.de).
The "Exercise for the bachelor's thesis" will take place in the summer semester 2025 on Wednesdays, 10:00 to 10:45 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert (sekretariat.finanzierung@ur.de).
The "Exercise for the Master's thesis" will take place in the summer semester 2025 on Wednesdays, 10:45 to 11:30 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert (sekretariat.finanzierung@ur.de).
About the person
After studying mathematics with a minor in business administration at the University of Augsburg, Gregor Dorfleitner completed his doctorate in 1998 with a dissertation on index futures under the supervision of Professor Dr. Günter Bamberg at the Chair of Statistics at the University of Augsburg. In 2003, he completed his habilitation at the Faculty of Economics at the same university. In April 2004, he was appointed Professor of Finance at the Vienna University of Economics and Business. Beginning in July 2005, he headed the newly established department of Financial Engineering and Derivatives. Since October 2007, he has held the Chair of Business Administration, in particular Finance and has served as Director of the Centre of Finance at the University of Regensburg since April 2008. He is the author of numerous internationally published academic papers.
Here you can find the following links:
Main research areas
- Sustainable Finance
- FinTech and digital finance
- Risk models for companies, risk measures
- Company valuation
- Microfinance
Training objectives
Students are expected to become familiar with, evaluate, and apply a broad range of financial instruments. This goes is closely linked to the development of quantitative skills, with a particular emphasis on practical implementation using computer-based tools.
Interdisciplinary connections with subjects such as statistics, financial services, and econometrics are explicitly encouraged. Graduates will acquire the analytical and technical competencies needed to succeed both in financial institutions and in corporate finance functions such as treasury, controlling, and risk management.
Publications
- 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), P. 119-133. - Deng, Haini and Dorfleitner, Gregor (2008) Underpricing in Chinese IPOs-some recent evidence.
Applied financial economics: 18 (1), P. 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), P. 141-170. - Krapp, Michael and Dorfleitner, Gregor (2007) On multiattributive risk aversion: Some clarifying results.
Review of managerial science: 1 (1), P. 47-63. - Dorfleitner, Gregor, Bamberg, Günter and Krapp, Michael (2006) Treffen Investoren mit konstanter relativer Risikoaversion auch im Buy-and-Hold-Kontext myopische Portfolioentscheidungen?.
, P. 4-14. ISBN 978-3-540-27691-3; 3-540-27691-2. - Dorfleitner, Gregor, Bamberg, Günter and Krapp, Michael (2006) Unternehmensbewertung unter Unsicherheit - Zur entscheidungsorientierten Fundierung der Risikoanalyse.
Zeitschrift für Betriebswirtschaft: 76 (3), P. 287-307. - Dorfleitner, Gregor (2004) How short-termed is the trading behaviour in Eurex futures markets?.
Applied financial economics: 14 (17), P. 1269-1279.
https://dx.doi.org/10.1080/0960310042000280456 - Klein, Christian and Dorfleitner, Gregor (2004) Renditen und Volatilit?t bei Ein-/Ausstiegsstrategien.
Wirtschaftswissenschaftliches Studium: WiSt: 33 (10), P. 582-589. - Dorfleitner, Gregor, Bamberg, Günter and Glaab, Holger (2004) Risikobasierte Kapitalallokation in Versicherungsunternehmen unter Verwendung des Co-Semivarianz-Prinzips.
, P. 399-415. ISBN 3-540-22063-1; 978-3-540-22063-3; 978-3-540-26943-4.
https://dx.doi.org/10.1007/3-540-26943-6_19 - Krapp, Michael, Dorfleitner, Gregor and Bamberg, Günter (2004) Zur Bewertung risikobehafteter Zahlungsstr?me mit intertemporaler Abh?ngigkeitsstruktur.
Betriebswirtschaftliche Forschung und Praxis: 56 (2), P. 101-118.
Prof. Dr. Gregor Dorfleitner
Head of the Chair
- E-mail address: gregor.dorfleitner(at)ur.de (opens your email program)
- Tel: +49 941 943 2683 (starts a telephone call, if your device allows this)
- Fax: +49 941 943 812683
- Location: Vielberth Building, VG 3.05
- Important information: Consultation hours during the summer term 2025 take place on Wednesdays from 9:00 to 10:00 a.m. in the office (VG 3.05).
Please register in advance by emailing Ms. Schubert (sekretariat.finanzierung@ur.de). - Department of Finance
