Gregor Dorfleitner

University of Regensburg - Department of Finance

Full Professor of Finance

Regensburg, 93040

Germany

University of Augsburg - Department of Statistics and Mathematical Economic Theory

Augsburg, 86135

Germany

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 8,776

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6,919

SSRN CITATIONS
Rank 24,237

SSRN RANKINGS

Top 24,237

in Total Papers Citations

21

CROSSREF CITATIONS

19

Scholarly Papers (20)

1.

The Fintech Market in Germany

Number of pages: 100 Posted: 16 Dec 2016 Last Revised: 16 Sep 2021
Gregor Dorfleitner, Gregor Dorfleitner, Lars Hornuf, Matthias Schmitt and Martina Weber
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Bremen - Faculty of Business Studies and Economics, Max Planck Institute for Innovation and Competition and University of Regensburg - Department of Finance
Downloads 2,407 (7,417)
Citation 4

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FinTech, Crowdlending, Social Trading, Robo-Advice, Personal Financial Management, Payments, Insurance

2.

Explaining Failures of Microfinance Institutions

Number of pages: 44 Posted: 28 Aug 2013 Last Revised: 25 Jan 2017
Gregor Dorfleitner, Gregor Dorfleitner, Michaela Leidl and Christopher Priberny
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Regensburg and Deutsche Bundesbank - Deutsche Bundesbank University of Applied Sciences
Downloads 1,188 (22,499)
Citation 3

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microfinance, MFI failure, CAMELS, regulation, gender

3.

Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing

26th Australasian Finance and Banking Conference 2013
Number of pages: 29 Posted: 17 Aug 2013 Last Revised: 08 Oct 2013
Gregor Dorfleitner, Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 801 (39,463)
Citation 5

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4.

Risk Capital Allocation for RORAC Optimization

Journal of Banking and Finance, Vol. 35, pp. 3001-3009, 2011
Number of pages: 23 Posted: 06 Jul 2010 Last Revised: 31 Aug 2011
Arne Buch, Gregor Dorfleitner, Gregor Dorfleitner and Maximilian Wimmer
affiliation not provided to SSRN, University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and University of Regensburg
Downloads 398 (95,009)
Citation 2

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Risk capital, Economic capital, Capital allocation, Gradient allocation, Euler allocation, RORAC

5.

To Follow or Not to Follow - An Empirical Analysis of the Returns of Actors on Social Trading Platforms

Number of pages: 32 Posted: 13 Feb 2018
Gregor Dorfleitner, Gregor Dorfleitner, Lukas Fischer, Carina Lung, Philipp Willmertinger, Nico Stang and Natalie Dietrich
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Regensburg - Department of Finance, University of Regensburg - Department of Finance, University of Regensburg - Department of Finance, affiliation not provided to SSRN and University of Regensburg - Department of Finance
Downloads 313 (124,177)
Citation 5

Abstract:

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Social trading, performance analysis, panel regression, signal providers, mirror trading, investment strategies

6.

What Determines Microcredit Interest Rates

Applied Financial Economics, 23 (20), 1579-1597.
Number of pages: 29 Posted: 10 Jul 2013 Last Revised: 21 Aug 2014
Gregor Dorfleitner, Gregor Dorfleitner, Michaela Leidl, Christopher Priberny and Jacob von Mosch
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Regensburg, Deutsche Bundesbank - Deutsche Bundesbank University of Applied Sciences and University of Regensburg
Downloads 262 (149,443)
Citation 2

Abstract:

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micro-finance institutions, lending rate, operating expenses, group lending, gender

7.

Patience Pays Off - Financial Long-Term Benefits of Sustainable Management Decisions

Number of pages: 57 Posted: 05 Dec 2014
Gregor Dorfleitner, Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 225 (173,400)
Citation 2

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Investment, Corporate Social Performance, BHAR, Abnormal Returns, Market Efficiency

8.

The Pricing of Green Bonds: External Reviews and the Shades of Green

Review of Managerial Science, forthcoming
Number of pages: 43 Posted: 08 Sep 2020 Last Revised: 25 Feb 2021
Gregor Dorfleitner, Gregor Dorfleitner, Sebastian Utz and Rongxin Zhang
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 210 (185,032)

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Green Bond Premium, External Review, Second-Party Opinion, Shade of Green, Climate Finance, Impact Investing

9.

Dynamics of Investor Communication in Equity Crowdfunding

Max Planck Institute for Innovation & Competition Research Paper No. 17-06
Number of pages: 35 Posted: 04 May 2017
Gregor Dorfleitner, Gregor Dorfleitner, Lars Hornuf and Martina Weber
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Bremen - Faculty of Business Studies and Economics and University of Regensburg - Department of Finance
Downloads 190 (202,738)
Citation 5

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Crowdfunding, Investor Communication, Entrepreneurial Finance, Sentiment Analysis, Linguistic Devices

10.

The Pricing of Temperature Futures at the Chicago Mercantile Exchange

Journal of Banking and Finance, Vol. 34, No.6, pp. 1360-1370, 2010
Number of pages: 28 Posted: 09 Dec 2009 Last Revised: 31 Mar 2011
Gregor Dorfleitner, Gregor Dorfleitner and Maximilian Wimmer
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and University of Regensburg
Downloads 173 (219,940)
Citation 3

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Weather derivatives, Index modeling, Weather forecast, Futures pricing, Trading strategy

11.

Valuing Streams of Risky Cash Flows with Risk-Value Models

Journal of Risk, Forthcoming
Number of pages: 38 Posted: 16 May 2017
Gregor Dorfleitner, Gregor Dorfleitner and Werner Gleißner
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 163 (231,349)

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Risk-Value Models, Company Valuation, Project Valuation, Alternative Approach

12.

The Impact of Corporate Social and Environment Performance on Credit Rating Prediction: North America versus Europe

Journal of Risk (Forthcoming)
Number of pages: 37 Posted: 29 Apr 2020
Gregor Dorfleitner, Gregor Dorfleitner, Johannes Grebler and Sebastian Utz
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Regensburg - Department of Finance and University of St. Gallen - School of Finance
Downloads 143 (257,645)
Citation 1

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Credit risk, Credit ratings prediction, Corporate social performance, Risk mitigation

13.

Flexing the Default Barrier

Number of pages: 33 Posted: 16 Feb 2009
Gregor Dorfleitner, Gregor Dorfleitner, Paul Schneider and Tanja Veza
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Lugano - Institute of Finance and WU Vienna (Vienna University of Economics and Business)
Downloads 141 (260,434)
Citation 5

Abstract:

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credit default swap, structural model, default boundary, the Green function, calibration

14.

The Financial Performance of the Health Care Industry: A Global, Regional and Industry Specific Empirical Investigation

Number of pages: 24 Posted: 01 Jun 2016 Last Revised: 04 Aug 2016
Gregor Dorfleitner, Gregor Dorfleitner and Felix Roessle
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance and University of Regensburg - Department of Finance
Downloads 133 (272,730)

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15.

Optimal Discrete Hedging of American Options Using an Integrated Approach to Options with Complex Embedded Decisions

Number of pages: 23 Posted: 16 Apr 2016 Last Revised: 03 Jun 2016
Johannes Gerer, Gregor Dorfleitner and Gregor Dorfleitner
University of Regensburg - Department of Finance and University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance
Downloads 69 (415,932)
Citation 1

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Transaction costs, early exercise, discrete hedging, American option, embedded decisions, good-deal bounds

16.

On the Use of the Terminal-Value Approach in Risk-Value Models

Number of pages: 22 Posted: 25 Jan 2017
Gregor Dorfleitner and Gregor Dorfleitner
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance
Downloads 51 (481,083)

Abstract:

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Risk-value models, business appraisal, firm valuation

17.

Time Consistent Pricing of Options with Embedded Decisions

Number of pages: 33 Posted: 05 Dec 2016
Johannes Gerer, Gregor Dorfleitner and Gregor Dorfleitner
University of Regensburg - Department of Finance and University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance
Downloads 48 (493,633)
Citation 1

Abstract:

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derivatives pricing, embedded decisions, acceptance sets, time consistency, early exercise

18.

It’s not only size that matters: On the influence of policy, society, culture, and firm characteristics on corporate controversies

Number of pages: 55
Gregor Dorfleitner, Gregor Dorfleitner, Christian Kreuzer and Christian Sparrer
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance, University of Regensburg and University of Regensburg
Downloads 4

Abstract:

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controversy, hybrid model, institutional theory, legitimacy theory, scandal

19.

A Note on the Exact Replication of a Stock Index with a Multiplier Rounding Method

Posted: 15 Mar 2000
Gregor Dorfleitner and Gregor Dorfleitner
University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance

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20.

A Model for Analyzing Limit Order Trading in Index Futures Markets

OR Spektrum, Vol. 21, Issue 1-2, 1999
Posted: 27 May 1999
Gunter Bamberg, Gregor Dorfleitner and Gregor Dorfleitner
University of Augsburg - Department of Statistics and Mathematical Economic Theory and University of Augsburg - Department of Statistics and Mathematical Economic TheoryUniversity of Regensburg - Department of Finance

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