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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - 2012
Persistent link: https://www.econbiz.de/10009704442
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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
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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
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Challenges of capital allocation in one- and multi-period credit risk
Pfister, Tamara - 2013
Persistent link: https://www.econbiz.de/10010242362
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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
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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
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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
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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
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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
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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