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Search: person:"PFISTER, TAMARA"
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Credit risk
5
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5
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5
Portfolio-Management
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4
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2
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Pfister, Tamara
5
Dorfleitner, Gregor
3
Utz, Sebastian
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Wimmer, Maximilian
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International journal of theoretical and applied finance
1
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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Review of managerial science
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The journal of fixed income
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ECONIS (ZBW)
5
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1
Challenges of capital allocation in one- and multi-period credit risk
Pfister, Tamara
-
2013
Persistent link: https://www.econbiz.de/10010242362
Saved in:
2
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
-
2012
Persistent link: https://www.econbiz.de/10009704442
Saved in:
3
Capital allocation in credit portfolios in a multi-period setting : a literature review and practical guidelines
Pfister, Tamara
;
Utz, Sebastian
;
Wimmer, Maximilian
- In:
Review of managerial science
9
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010472490
Saved in:
4
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
5
Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 64-78
Persistent link: https://www.econbiz.de/10009711227
Saved in:
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