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

  Publikation

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

  Publikation auf epub.uni-regensburg.de: "Back Testing Short-Term Treasury Management Strategies Based on Multi-stage Stochastic Programming" (externer Link, öffnet neues Fenster)

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

  Publikation

  Insurance: Mathematics & economics

  Publikation auf epub.uni-regensburg.de: "Coherent risk measures, coherent capital allocations and the gradient allocation principle" (externer Link, öffnet neues Fenster)

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

  Publikation

  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...

  Publikation auf epub.uni-regensburg.de: "Underpricing in Chinese IPOs-some recent evidence" (externer Link, öffnet neues Fenster)

• "Mobilize, Inform, Interact: Classifying Political Calls-to-Action Types on Instagram", Achmann-Denkler, Haim, Helmig, Fehle, Wolff, 2026

  Publikation

  Calls-to-action (CTAs) are central to digital campaigning, yet computational research has largely focused on binary detection only. We address CTA...

  Publikation auf epub.uni-regensburg.de: "Mobilize, Inform, Interact: Classifying Political Calls-to-Action Types on Instagram" (externer Link, öffnet neues Fenster)

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

  Publikation

  Die Betriebswirtschaft (DBW)

  Publikation auf epub.uni-regensburg.de: "Die Bewertung von Unternehmen nach dem Erbschaftsteuerreformgesetz" (externer Link, öffnet neues Fenster)

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

  Publikation

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

  Publikation auf epub.uni-regensburg.de: "The pricing of temperature futures at the Chicago Mercantile Exchange" (externer Link, öffnet neues Fenster)

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

  Publikation

  Publikation auf epub.uni-regensburg.de: "Microcredit as an Asset Class: Structured Microfinance" (externer Link, öffnet neues Fenster)

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

  Publikation

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

  Publikation auf epub.uni-regensburg.de: "Asset-liability management under time-varying investment opportunities" (externer Link, öffnet neues Fenster)

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

  Publikation

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

  Publikation auf epub.uni-regensburg.de: "Risk capital allocation for RORAC optimization" (externer Link, öffnet neues Fenster)

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

  Publikation

  Blick in die Wissenschaft

  Publikation auf epub.uni-regensburg.de: "Kleine Kredite, große Rendite? Zur Refinanzierung von Mikrokrediten" (externer Link, öffnet neues Fenster)