Prof. Dr. Daniel Porath
Fachbereich Wirtschaft, Hochschule Mainz
- 06131/628-3245
- 06131/628-93245
Porath, Daniel; Hayden, Evelyn; von Westernhagen, Natalja
Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan PortfoliosJournal of Financial Services Research. Bd. 32. 2007 S. 123 - 140
Porath, Daniel; Kötter, Michael
Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approachDeutsche Bundesbank (Hrsg). Discussion Paper Series. Bd. 2. Frankfurt. 2007
Porath, Daniel
Estimating probabilities of default for German savings banks and credit cooperativesSchmalenbach business review (sbr). Bd. 58. 2006 S. 214 - 233
Porath, Daniel
Scoring Models for Retail ExposuresEnelmann, Bernd ; Rauhmeier Robert (Hrsg). The Basel II Risk Parameters : Estimation, Validation, and Stress Testing. Berlin: Springer 2006 S. 25 - 36
Porath, Daniel; Hayden, Evelyn
Statistical Methods to Develop Rating ModelsEngelmann, Bernd ; Rauhmeier, Robert (Hrsg). The Basel II Risk Parameters: Estimation, Validation, and Stress Testing. Berlin: Springer 2006 S. 1 - 12
Porath, Daniel; Kamp, Andreas; Pfingsten, Andreas
Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfoliosDeutsche Bundesbank (Hrsg). Discussion Paper Series. Bd. 3. Frankfurt. 2005
Porath, Daniel; Stolz, Stephanie; Heid, Frank
Does capital regulation matter for bank behavior: Evidence for German savings banksDeutsche Bundesbank (Hrsg). Discussion Paper Series. Bd. 3. Frankfurt. 2004
Porath, Daniel; Engelmann, Bernd
Empirical comparison of different methods for default probability estimationQuanteam (Hrsg). Quanteam Research Papers. Frankfurt. 2003
Porath, Daniel; Schulze, Hartmut
Fiskalische Beurteilung der Staatsverschuldung mit ökonometrischen Methoden : eine empirische Studie für die Bundesrepublik DeutschlandFrankfurt am Main [u.a.]: Lang 1999 0 S. (Schriften zur empirischen Wirtschaftsforschung ; 2)