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

Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor; Pfister, Tamara - 2012

Persistent link: https://www.econbiz.de/10009704442

Challenges of capital allocation in one- and multi-period credit risk

Pfister, Tamara - 2013

Persistent link: https://www.econbiz.de/10010242362

Capital allocation in credit portfolios in a multi-period setting : a literature review and practical guidelines

Pfister, Tamara; Utz, Sebastian; Wimmer, Maximilian - In: Review of managerial science 9 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10010472490

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

TECHNICAL ANALYSIS AS A METHOD OF RISK MANAGEMENT

Dorfleitner, Gregor; Klein, Christian; Kundisch, Dennis - Universität <Augsburg> /Research Center Finance & … - 2008

While the academic world is still discussing if charting works or if it is more orless something like “Voodoo finance”, the practical orientated world has been usingtechnical analysis for decades. One argument of practitioners is that technical analysisis useful to “disciplinate” the...

Persistent link: https://www.econbiz.de/10005868260