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• "Specification risk and calibration effects of a multi-factor credit portfolio model", Dorfleitner, Fischer, Geidosch, 2012

  Publication

  Journal of Fixed Income

  Publication on epub.uni-regensburg.de: "Specification risk and calibration effects of a multi-factor credit portfolio model" (external link, opens in a new window)

• "Safety first portfolio choice based on financial and sustainability returns", Dorfleitner, Utz, 2012

  Publication

  The aim of this paper is to expand the methodological spectrum of socially responsible investing by introducing stochastic sustainability returns into...

  Publication on epub.uni-regensburg.de: "Safety first portfolio choice based on financial and sustainability returns" (external link, opens in a new window)

• "Profiling German-speaking socially responsible investors", Dorfleitner, Utz, 2014

  Publication

  The central aim of this paper is to analyze the main motives of investors in allocating their money socially responsibly. The study is based on...

  Publication on epub.uni-regensburg.de: "Profiling German-speaking socially responsible investors" (external link, opens in a new window)

• "Justification of per-unit risk capital allocation in portfolio credit risk models", Dorfleitner, Pfister, 2014

  Publication

  International Journal of Theoretical & Applied Finance 10.1142/S0219024914500393

  Publication on epub.uni-regensburg.de: "Justification of per-unit risk capital allocation in portfolio credit risk models" (external link, opens in a new window)

• "What factors drive personal loan fraud? Evidence from Germany", Dorfleitner, Jahnes, 2014

  Publication

  Based on a data set of nearly 43,000 personal loan applications from Germany, this paper empirically determines key factors of application fraud such...

  Publication on epub.uni-regensburg.de: "What factors drive personal loan fraud? Evidence from Germany" (external link, opens in a new window)

• "Are they any good at all? A financial and ethical analysis of socially responsible mutual funds", Utz, Wimmer, 2014

  Publication

  In this article, we examine a broad sample of socially responsible (SR) and conventional mutual funds with respect to financial and ethical...

  Publication on epub.uni-regensburg.de: "Are they any good at all? A financial and ethical analysis of socially responsible mutual funds" (external link, opens in a new window)

• "Asset-liability management under time-varying investment opportunities", Ferstl, Weissensteiner, 2011

  Publication

  Stochastic linear programming is a suitable numerical approach for solving practical asset-liability management problems. In this paper, we consider a...

  Publication on epub.uni-regensburg.de: "Asset-liability management under time-varying investment opportunities" (external link, opens in a new window)

• "Risk capital allocation for RORAC optimization", Buch, Dorfleitner, Wimmer, 2011

  Publication

  This paper considers the financial optimization problem of a firm with several sub-businesses striving for its optimal RORAC. An insightful example...

  Publication on epub.uni-regensburg.de: "Risk capital allocation for RORAC optimization" (external link, opens in a new window)

• "Kleine Kredite, große Rendite? Zur Refinanzierung von Mikrokrediten", Dorfleitner, Leidl, 2011

  Publication

  Blick in die Wissenschaft

  Publication on epub.uni-regensburg.de: "Kleine Kredite, große Rendite? Zur Refinanzierung von Mikrokrediten" (external link, opens in a new window)

• "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)