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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

Specification risk and calibration effects of multifactor credit portfolio model

Dorfleitner, Gregor; Fischer, Matthias; Geidosch, Marco - In: The journal of fixed income 22 (2012) 1, pp. 7-24

Persistent link: https://www.econbiz.de/10009670750

Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor; Pfister, Tamara - 2012

Persistent link: https://www.econbiz.de/10009704442

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

A quantitative model for structured microfinance

Dorfleitner, Gregor; Priberny, Christopher - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 12-22

Persistent link: https://www.econbiz.de/10009721380

What determines microcredit interest rates?

Dorfleitner, Gregor; Leidl, Michaela; Priberny, Christopher - In: Applied financial economics 23 (2013) 19/21, pp. 1579-1597

Persistent link: https://www.econbiz.de/10010259758

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

From credit risk to social impact : on the funding determinants in interest-free peer-to-peer lending

Dorfleitner, Gregor; Oswald, Eva-Maria; Zhang, Rongxin - In: Journal of business ethics : JBE 170 (2021) 2, pp. 375-400

Persistent link: https://www.econbiz.de/10012546320

The impact of corporate social and environmental performance on credit rating prediction : North America versus Europe

Dorfleitner, Gregor; Grebler, Johannes; Utz, Sebastian - In: Journal of risk 22 (2019/2020) 6, pp. 1-33

Persistent link: https://www.econbiz.de/10012421703

The social and environmental drivers of corporate credit ratings : international evidence

Dorfleitner, Gregor; Grebler, Johannes - In: Business research 13 (2020) 3, pp. 1343-1415

We provide evidence of the exogenous impact of environmental and social performance components on credit ratings in North America, Europe, and Asia. In particular, the product innovation dimension is clearly identified as being the dominating driver of credit ratings within the environmental...

Persistent link: https://www.econbiz.de/10012422396