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Why the return notion matters
Dorfleitner, Gregor - In: International journal of theoretical and applied finance 6 (2003) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10001769119
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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
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A note on utility indifference pricing
Gerer, Johannes; Dorfleitner, Gregor - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-17
Persistent link: https://www.econbiz.de/10011572373