HCI Endowed Chair of Financial Services - European Business School
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Gustav-Stresemann-Ring 3 Wiesbaden, Hessen 65189 Germany
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Miebs, Felix's
Scholarly Papers
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Miebs, Felix EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
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Portfolio optimization, Diversification, Estimation error, Model uncertainty, Model averaging
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Behr, Patrick Braziliann School of Public and Business Administration Guettler, Andre University of Ulm - Department of Mathematics and Economics Miebs, Felix EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
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02 Jun 10
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11 Mar 13
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258
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Portfolio Optimization, Shrinkage, Mean Squared Error, Bootstrap
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Füss, Roland University of St. Gallen Miebs, Felix EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate Trübenbach, Fabian EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
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30 May 11
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01 Feb 12
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171
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Portfolio optimization, Portfolio revision, Jackknife, Transaction costs
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