Similar Search Results

Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios

Dorfleitner, Gregor; Pfister, Tamara - In: The journal of fixed income 22 (2013) 3, pp. 64-78

Persistent link: https://www.econbiz.de/10009711227

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

Conditional MSE-based discrimination of the sample mean and the post-stratification estimator in population sampling

Dorfleitner, Gregor - In: Statistical papers 39 (1998) 3, pp. 313-319

Persistent link: https://www.econbiz.de/10001246001

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

How short-termed is the trading behaviour in Eurex futures markets?

Dorfleitner, Gregor - In: Applied financial economics 14 (2004) 17, pp. 1269-1279

Persistent link: https://www.econbiz.de/10002415157

On the use of the terminal-value approach in risk-value models

Dorfleitner, Gregor - In: Risk management decisions and value under uncertainty, (pp. 877-897). 2022

Persistent link: https://www.econbiz.de/10013342062

The digital transformation of microfinance institutions : an empirical analysis

Dorfleitner, Gregor; Forcella, Davide; Nguyen, Quynh Anh - In: Journal of Applied Accounting Research 23 (2021) 2, pp. 454-479

Purpose: This study seeks to identify the factors that are associated with the digital transformation of microfinance institutions (MFIs). Design/methodology/approach: The study employs probit models to investigate the likelihood of integrating digital solutions by MFIs and Heckman models for...

Persistent link: https://www.econbiz.de/10012639630

Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?

Bamberg, Günter - In: Econometrics in theory and practice : Festschrift for …, (pp. 175-187). 1998

Persistent link: https://www.econbiz.de/10001301446

Concentration on the nearby contract in financial futures markets : a stochastic model to explain the phenomenon

Bamberg, Günter; Dorfleitner, Gregor - In: Journal of economics and finance 24 (2000) 3, pp. 246-259

Persistent link: https://www.econbiz.de/10001569180

Is traditional capital market theory consistent with fat-tailed log returns?

Bamberg, Günter; Dorfleitner, Gregor - In: Journal of business economics : JBE 72 (2002) 8, pp. 865-878

Persistent link: https://www.econbiz.de/10001697901