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ECONIS (ZBW)
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1
Corporate social responsibility and systematic risk : international evidence
Dorfleitner, Gregor
;
Grebler, Johannes
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 85-120
Persistent link: https://www.econbiz.de/10012797862
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2
On the use of the terminal-value approach in risk-value models
Dorfleitner, Gregor
- In:
Risk management decisions and value under uncertainty
,
(pp. 877-897)
.
2022
Persistent link: https://www.econbiz.de/10013342062
Saved in:
3
Risk capital allocation for RORAC optimization
Buch, Arne
;
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3001-3009
Persistent link: https://www.econbiz.de/10009374680
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4
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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5
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:
6
The risk of social responsibility : is it systematic?
Dorfleitner, Gregor
;
Halbritter, Gerhard
;
Nguyen, Mai
- In:
Journal of sustainable finance & investment
6
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011722941
Saved in:
7
Valuing streams of risky cashflows with risk-value models
Dorfleitner, Gregor
;
Gleißner, Werner
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011847455
Saved in:
8
Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter
-
1997
Persistent link: https://www.econbiz.de/10013453110
Saved in:
9
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:
10
Factor exposures and diversification: are sustainably screened portfolios any different?
Gougler, Arnaud
;
Utz, Sebastian
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 221-249
Persistent link: https://www.econbiz.de/10012289638
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