University of Regensburg
Prof. Dr. Gregor Dorfleitner holds a degree in mathematics from the University of Augsburg, from which he also received his Ph.D. in 1998. He completed his habilitation in the field of business administration in 2003. From 2004-2007 he was a professor at the Vienna University of Economics and Business. Since 2007 he has been a full professor of finance and since 2008 also the director of the Center of Finance at the University of Regensburg. His research focuses on risk measures, sustainable investments, investment decisions, and FinTech. Gregor Dorfleitner has published numerous articles in international journals such as European Journal of Operational Research, Applied Financial Economics, Quantitative Finance, Insurance: Mathematics & Economics, International Journal of Theoretical & Applied Finance, Quarterly Review of Economics and Finance and the Journal of Banking & Finance.
The impact of corporate social and environmental performance on credit rating prediction: North America versus Europe
The authors quantify the extent to which the quality of credit rating predictions improves by integrating measures of corporate social performance (CSP) in an established credit risk model. Their analysis provides comprehensive evidence of the…
Based on risk-value models this paper introduces a multi-period approach to the valuation of streams of risky cash flows.