Fabian Trübenbach

EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting

Oestrich-Winkel, 65375

Germany

  • EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Jackknife-Type Estimator for Portfolio Revision

Journal of Banking and Finance, Vol. 43, No. 6, 2014
Number of pages: 49 Posted: 30 May 2011 Last Revised: 22 Mar 2016
Roland Füss, Felix Miebs and Fabian Trübenbach
Swiss Finance Institute, University of Applied Sciences Cologne and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 281 (187,225)

Abstract:

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Portfolio optimization, Portfolio revision, Jackknife, Transaction costs

2.

Alternative Objective Functions for Quasi-Shrinkage Portfolio Optimization

European Business School Research Paper No. 10-07
Number of pages: 33 Posted: 24 Mar 2010 Last Revised: 07 Feb 2011
Andre Guettler and Fabian Trübenbach
Ulm University - Department of Mathematics and Economics and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 175 (292,582)
Citation 2

Abstract:

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Covariance Estimation, Eigenvalues, Parameter Uncertainty, Portfolio Choice, Shrinkage