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• "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)

• "Back Testing Short-Term Treasury Management Strategies Based on Multi-stage Stochastic Programming", Ferstl, Weissensteiner, 2010

  Publication

  We show the practical viability of a short-term treasury management model which is formulated as a multi-stage stochastic linear program. A company...

  Publication on epub.uni-regensburg.de: "Back Testing Short-Term Treasury Management Strategies Based on Multi-stage Stochastic Programming" (external link, opens in a new window)

• "Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz", Dorfleitner, Ilmberger, Meyer-Scharenberg, 2010

  Publication

  Die Betriebswirtschaft (DBW)

  Publication on epub.uni-regensburg.de: "Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz" (external link, opens in a new window)

• "The Investment Effects of Price Caps Under Imperfect Competition: A Note", Buehler, Burger, Ferstl, 2010

  Publication

  We examine the impact of price cap regulation oil the Capacity investments of oligopolistic suppliers facing time-varying demand We find that binding...

  Publication on epub.uni-regensburg.de: "The Investment Effects of Price Caps Under Imperfect Competition: A Note" (external link, opens in a new window)

• "The pricing of temperature futures at the Chicago Mercantile Exchange", Dorfleitner, Wimmer, 2010

  Publication

  This paper analyzes observed prices of US temperature futures at the Chicago Mercantile Exchange (CME). Results show that an index modeling approach...

  Publication on epub.uni-regensburg.de: "The pricing of temperature futures at the Chicago Mercantile Exchange" (external link, opens in a new window)

• "Zero Coupon Yield Curve Estimation with the Package termstrc", Ferstl, Hayden, 2010

  Publication

  Since zero-coupon rates are rarely directly observable, they have to be estimated from market data. In this paper we review several widely-used...

  Publication on epub.uni-regensburg.de: "Zero Coupon Yield Curve Estimation with the Package termstrc" (external link, opens in a new window)

• "Flexing the default barrier", Dorfleitner, Schneider, Veza, 2011

  Publication

  The paper introduces a Black-Cox-type structural model for credit default swaps (CDS). The existing literature on structural CDS pricing is extended...

  Publication on epub.uni-regensburg.de: "Flexing the default barrier" (external link, opens in a new window)

• "Microcredit as an Asset Class: Structured Microfinance", Dorfleitner, Leidl, Priberny, 2011

  Publication

  Publication on epub.uni-regensburg.de: "Microcredit as an Asset Class: Structured Microfinance" (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)