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• "On a Neglected Aspect of Portfolio Choice: The Role of the Invested Capital", Bamberg, Dorfleitner, 2013

  Publikation

  Review of Managerial Science 1863-6683,1863-6691

  Publikation auf epub.uni-regensburg.de: "On a Neglected Aspect of Portfolio Choice: The Role of the Invested Capital" (externer Link, öffnet neues Fenster)

• "Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection", Steuer, Wimmer, Hirschberger, 2013

  Publikation

  Over sixty years ago, Markowitz introduced the mean-variance efficient frontier to finance. While mean-variance is still the predominant model in...

  Publikation auf epub.uni-regensburg.de: "Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection" (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)

• "ESG-Persistence in Socially Responsible Mutual Funds", Wimmer, 2013

  Publikation

  This paper analyzes the persistence of environmental, social, and governance (ESG)-scores in socially responsible (SR) mutual funds. ESG-scores can be...

  Publikation auf epub.uni-regensburg.de: "ESG-Persistence in Socially Responsible Mutual Funds" (externer Link, öffnet neues Fenster)

• "The influence of the financial crisis on mezzanine financing of European medium-sized businesses – an empirical study", Amon, Dorfleitner, 2013

  Publikation

  Journal of Small Business and Entrepreneurship

  Publikation auf epub.uni-regensburg.de: "The influence of the financial crisis on mezzanine financing of European medium-sized businesses – an empirical study" (externer Link, öffnet neues Fenster)

• "Capital Allocation and Per-Unit Risk in Inhomogeneous and Stressed Credit Portfolios", Dorfleitner, Pfister, 2013

  Publikation

  Journal of Fixed Income

  Publikation auf epub.uni-regensburg.de: "Capital Allocation and Per-Unit Risk in Inhomogeneous and Stressed Credit Portfolios" (externer Link, öffnet neues Fenster)

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

  Publikation

  Publikation auf epub.uni-regensburg.de: "Wie können Privatanleger durch den Einsatz von Hedge-Fonds profitieren?" (externer Link, öffnet neues Fenster)

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

  Publikation

  Publikation auf epub.uni-regensburg.de: "Technical Analysis as a method of risk management" (externer Link, öffnet neues Fenster)

• "Challenges of capital allocation in one- and multi-period credit risk", Pfister, 2013

  Publikation

  This dissertation consists of three parts, each of which is an autonomous article. They are devoted to the challenges and limits of capital allocation...

  Publikation auf epub.uni-regensburg.de: "Challenges of capital allocation in one- and multi-period credit risk" (externer Link, öffnet neues Fenster)