Consultation hours
During the summer semester 2025, consultation hours will take place on Wednesdays, 9:00 to 10:00 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert ([email protected]).
The "Exercise for the bachelor's thesis" will take place in the summer semester 2025 on Wednesdays, 10:00 to 10:45 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert ([email protected]).
The "Exercise for the Master's thesis" will take place in the summer semester 2025 on Wednesdays, 10:45 to 11:30 a.m., in the office (VG 3.05). Please register by e-mail with Ms. Schubert ([email protected]).
About the person
After studying mathematics with a minor in business administration at the University of Augsburg, Gregor Dorfleitner completed his doctorate in 1998 with a dissertation on index futures under the supervision of Professor Dr. Günter Bamberg at the Chair of Statistics at the University of Augsburg. In 2003, he completed his habilitation at the Faculty of Economics at the same university. In April 2004, he was appointed Professor of Finance at the Vienna University of Economics and Business. Beginning in July 2005, he headed the newly established department of Financial Engineering and Derivatives. Since October 2007, he has held the Chair of Business Administration, in particular Finance and has served as Director of the Centre of Finance at the University of Regensburg since April 2008. He is the author of numerous internationally published academic papers.
Here you can find the following links:
Main research areas
- Sustainable Finance
- FinTech and digital finance
- Risk models for companies, risk measures
- Company valuation
- Microfinance
Training objectives
Students are expected to become familiar with, evaluate, and apply a broad range of financial instruments. This goes is closely linked to the development of quantitative skills, with a particular emphasis on practical implementation using computer-based tools.
Interdisciplinary connections with subjects such as statistics, financial services, and econometrics are explicitly encouraged. Graduates will acquire the analytical and technical competencies needed to succeed both in financial institutions and in corporate finance functions such as treasury, controlling, and risk management.
Publications
- Dorfleitner, Gregor (2003) Why the Return Notion Matters.
International Journal of Theoretical & Applied Finance: 6 (1), P. 73-86. - Dorfleitner, Gregor and Bamberg, Günter (2003) Capital Allocation under Regret and Kataoka Criteria.
: 472, P. 155-163. ISBN 3-211-40756-1. - Dorfleitner, Gregor and Bamberg, Günter (2003) Portfoliobildung bei schweren Rändern.
, P. 241-254. ISBN 3-7910-2083-8. - Dorfleitner, Gregor and Klein, Christian (2002) Kursprognose mit Hilfe der Technischen Analyse — Eine empirische Untersuchung.
Financial Markets and Portfolio Management: 16 (4), P. 497-521.
https://dx.doi.org/10.1007/s11408-002-0405-2 - Bamberg, Günter and Dorfleitner, Gregor (2002) Is Traditional Capital Market Theory Consistent with Fat-Tailed Log Returns?.
Zeitschrift für Betriebswirtschaft: 72 (8), P. 865-873. - Röder, Klaus and Dorfleitner, Gregor (2002) Der Optionscharakter von Bezugsrechten.
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung: 54, P. 460-477. - Dorfleitner, Gregor (2002) Stetige versus diskrete Renditen: Überlegungen zur richtigen Verwendung beider Begriffe in Theorie und Praxis.
Kredit und Kapital: 35 (2), P. 216-241.
https://dx.doi.org/10.3790/ccm.35.2.216 - Dorfleitner, Gregor and Bamberg, Günter (2002) The Influence of Taxes on the DAX Future Market: Some Recent Developments.
Schmalenbach business review: Special Issue: 1, P. 191-203. ISBN 3-7754-0187-3. - Dorfleitner, Gregor and Bamberg, Günter (2000) Concentration on the Nearby Contract in Financial Futures Markets: A Stochastic Model to Explain the Phenomenon.
Journal of Economics and Finance: 24 (3), P. 246-259. - Dorfleitner, Gregor (1999) Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode.
OR Spectrum: 21 (4), P. 493-502.
https://dx.doi.org/10.1007/s002910050100
Prof. Dr. Gregor Dorfleitner
Head of the Chair
- E-mail address: gregor.dorfleitner(at)ur.de (opens your email program)
- Tel: +49 941 943 2683 (starts a telephone call, if your device allows this)
- Fax: +49 941 943 812683
- Location: Vielberth Building, VG 3.05
- Important information: Consultation hours during the summer term 2025 take place on Wednesdays from 9:00 to 10:00 a.m. in the office (VG 3.05).
Please register in advance by emailing Ms. Schubert ([email protected]). - Department of Finance
