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• "Theory of social returns in portfolio choice with application to microfinance", Dorfleitner, Leidl, Reeder, 2012

  Publication

  We complement the Markowitz portfolio theory by adding a social dimension. Every asset is assigned a social return, which is generally modeled as...

  Publication on epub.uni-regensburg.de: "Theory of social returns in portfolio choice with application to microfinance" (external link, opens in a new window)

• "On the diversification benefits of commodities from the perspective of euro investors", Belousova, Dorfleitner, 2012

  Publication

  This paper investigates the diversification contribution of several commodities to a portfolio of traditional assets from the perspective of a euro...

  Publication on epub.uni-regensburg.de: "On the diversification benefits of commodities from the perspective of euro investors" (external link, opens in a new window)

• "Coherent risk measures, coherent capital allocations and the gradient allocation principle", Dorfleitner, Buch, 2008

  Publication

  The gradient allocation principle, which generalizes the most popular specific allocation principles, is commonly proposed in the literature as a...

  Publication on epub.uni-regensburg.de: "Coherent risk measures, coherent capital allocations and the gradient allocation principle" (external link, opens in a new window)

• "Underpricing in Chinese IPOs-some recent evidence", Deng, Dorfleitner, 2008

  Publication

  This article analyses the initial public offering (IPO) underpricing issue of 237 new A-shares from 2002 to 2004, shortly before the IPO suspension in...

  Publication on epub.uni-regensburg.de: "Underpricing in Chinese IPOs-some recent evidence" (external link, opens in a new window)

• "Pricing von Wetterderivaten", Wimmer, Schiller, Seidler, 2008

  Publication

  Versicherungswirtschaft

  Publication on epub.uni-regensburg.de: "Pricing von Wetterderivaten" (external link, opens in a new window)

• "Investitionen in Mikrokredite: Die Entwicklung einer neuen Assetklasse", Leidl, Dorfleitner, 2008

  Publication

  Publication on epub.uni-regensburg.de: "Investitionen in Mikrokredite: Die Entwicklung einer neuen Assetklasse" (external link, opens in a new window)

• "Wie können Privatanleger durch den Einsatz von Hedge-Fonds profitieren?", Ferstl, Gerer, Priberny, Seitz, 2008

  Publication

  Publication on epub.uni-regensburg.de: "Wie können Privatanleger durch den Einsatz von Hedge-Fonds profitieren?" (external link, opens in a new window)

• "Technical Analysis as a method of risk management", Dorfleitner, Klein, Kundisch, 2009

  Publication

  Publication on epub.uni-regensburg.de: "Technical Analysis as a method of risk management" (external link, opens in a new window)

• "Psychological barriers in European stock markets: Where are they?", Dorfleitner, Klein, 2009

  Publication

  Global Finance Journal

  Publication on epub.uni-regensburg.de: "Psychological barriers in European stock markets: Where are they?" (external link, opens in a new window)

• "Cash Management using Multi-Stage Stochastic Programming", Ferstl, Weissensteiner, 2010

  Publication

  We consider a cash management problem where a company with a given financial endowment and given future cash flows minimizes the Conditional Value at...

  Publication on epub.uni-regensburg.de: "Cash Management using Multi-Stage Stochastic Programming" (external link, opens in a new window)