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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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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - Wirtschaftswissenschaftliche Fakultät, Universität … - 2014
Persistent link: https://www.econbiz.de/10010934389
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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/10010066954
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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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How short-termed is the trading behaviour in Eurex futures markets?
Dorfleitner, Gregor - In: Applied financial economics 14 (2004) 17, pp. 1269-1279
Persistent link: https://www.econbiz.de/10002415157
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Conditional MSE-based discrimination of the sample mean and the post-stratification estimator in population sampling
Dorfleitner, Gregor - In: Statistical papers 39 (1998) 3, pp. 313-319
Persistent link: https://www.econbiz.de/10001246001
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Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode
Dorfleitner, Gregor - In: OR-Spektrum : quantitative approaches in management 21 (1999) 4, pp. 493-502
Persistent link: https://www.econbiz.de/10001412074