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Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode

Dorfleitner, Gregor - In: OR-Spektrum : quantitative approaches in management 21 (1999) 4, pp. 493-502

Persistent link: https://www.econbiz.de/10001412074

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

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

Portfoliobildung bei schweren Rädern

Bamberg, Günter; Dorfleitner, Gregor - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 241-253). 2003

Persistent link: https://www.econbiz.de/10001736336

Paralyzed by Shock : The Portfolio Formation Behavior of Peer-to-Business Lending Investors

Dorfleitner, Gregor - 2019

We study the investor behavior on a leading peer-to-business lending platform and identify a new investment mistake – a default shock bias. First, we ﬁnd that investors stop investing in new loans and cease from diversifying their portfolio after experiencing a loan default. The default...

Persistent link: https://www.econbiz.de/10012899204

Theory of social returns in portfolio choice with application to microfinance

Dorfleitner, Gregor; Leidl, Michaela; Reeder, Johannes - 2011

Persistent link: https://www.econbiz.de/10009155407

Risk capital allocation for RORAC optimization

Buch, Arne; Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 35 (2011) 11, pp. 3001-3009

Persistent link: https://www.econbiz.de/10009374680

On the diversification benefits of commodities from the perspective of euro investors

Belousova, Julia; Dorfleitner, Gregor - In: Journal of banking & finance 36 (2012) 9, pp. 2455-2472

Persistent link: https://www.econbiz.de/10009656179

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

On a neglected aspect of portfolio choice : the role of the invested capital

Bamberg, Günter; Dorfleitner, Gregor - In: Review of managerial science 7 (2013) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10009687308