Gregor Dorfleitner

University of Regensburg - Department of Finance

Full Professor of Finance

Regensburg, 93040

Germany

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 9,460

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Top 9,460

in Total Papers Downloads

4,926

SSRN CITATIONS
Rank 26,151

SSRN RANKINGS

Top 26,151

in Total Papers Citations

6

CROSSREF CITATIONS

20

Scholarly Papers (17)

1.

The Fintech Market in Germany

Number of pages: 100 Posted: 16 Dec 2016 Last Revised: 02 Mar 2017
Gregor Dorfleitner, Lars Hornuf, Matthias Schmitt and Martina Weber
University of Regensburg - Department of Finance, University of Bremen - Faculty of Business Studies and Economics, Max Planck Institute for Innovation and Competition, Students and University of Regensburg - Department of Finance
Downloads 1,650 (10,094)
Citation 2

Abstract:

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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, Michaela Leidl and Christopher Priberny
University of Regensburg - Department of Finance, University of Regensburg and Deutsche Bundesbank - Deutsche Bundesbank University of Applied Sciences
Downloads 1,007 (21,648)
Citation 2

Abstract:

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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, Sebastian Utz and Maximilian Wimmer
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 469 (60,804)
Citation 1

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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 and Maximilian Wimmer
affiliation not provided to SSRN, University of Regensburg - Department of Finance and University of Regensburg
Downloads 384 (77,068)

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

5.

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
University of Regensburg - Department of Finance, University of Regensburg, Deutsche Bundesbank - Deutsche Bundesbank University of Applied Sciences and University of Regensburg
Downloads 246 (125,423)
Citation 1

Abstract:

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

6.

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

Number of pages: 57 Posted: 05 Dec 2014
Gregor Dorfleitner, Sebastian Utz and Maximilian Wimmer
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 179 (169,605)
Citation 1

Abstract:

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

7.

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, Lars Hornuf and Martina Weber
University of Regensburg - Department of Finance, University of Bremen - Faculty of Business Studies and Economics and University of Regensburg - Department of Finance
Downloads 172 (175,713)
Citation 3

Abstract:

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

8.

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 and Maximilian Wimmer
University of Regensburg - Department of Finance and University of Regensburg
Downloads 164 (182,999)
Citation 2

Abstract:

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

9.

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
University 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 150 (198,349)
Citation 2

Abstract:

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

10.

Flexing the Default Barrier

Number of pages: 33 Posted: 16 Feb 2009
Gregor Dorfleitner, Paul Schneider and Tanja Veza
University of Regensburg - Department of Finance, University of Lugano - Institute of Finance and WU Vienna (Vienna University of Economics and Business)
Downloads 132 (218,910)
Citation 4

Abstract:

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

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 and Werner Glei├čner
University of Regensburg - Department of Finance and Independent
Downloads 113 (245,777)

Abstract:

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

12.

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 and Felix Roessle
University of Regensburg - Department of Finance and University of Regensburg - Department of Finance
Downloads 111 (248,935)

Abstract:

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13.

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 and Gregor Dorfleitner
University of Regensburg - Department of Finance and University of Regensburg - Department of Finance
Downloads 62 (354,259)
Citation 1

Abstract:

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

14.

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

Number of pages: 22 Posted: 25 Jan 2017
Gregor Dorfleitner
University of Regensburg - Department of Finance
Downloads 44 (413,180)

Abstract:

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Risk-value models, business appraisal, firm valuation

15.

Time Consistent Pricing of Options with Embedded Decisions

Number of pages: 33 Posted: 05 Dec 2016
Johannes Gerer and Gregor Dorfleitner
University of Regensburg - Department of Finance and University of Regensburg - Department of Finance
Downloads 43 (416,904)
Citation 1

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

16.

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

OR Spektrum, Vol. 21, No. 4
Posted: 15 Mar 2000
Gregor Dorfleitner
University of Regensburg - Department of Finance

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17.

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 and Gregor Dorfleitner
University of Augsburg - Department of Statistics and Mathematical Economic Theory and University of Regensburg - Department of Finance

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