Fabian Krüger

Karlsruhe Institute of Technology

Kaiserstraße 12

Karlsruhe, Baden Württemberg 76131

Germany

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Scholarly Papers (2)

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1.

Predicting the Global Minimum Variance Portfolio

Number of pages: 53 Posted: 21 Nov 2019 Last Revised: 21 Sep 2021

Laura Reh, Fabian Krüger and Roman Liesenfeld

University of Cologne - Department of Economics, Karlsruhe Institute of Technology and University of Cologne, Department of Economics

Downloads 267 (196,968)

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2.

Score-Based Calibration Testing for Multivariate Forecast Distributions

Deutsche Bundesbank Discussion Paper No. 50/2022

Number of pages: 41 Posted: 07 Feb 2023

Malte Knüppel, Marc-Oliver Pohle and Fabian Krüger

Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology

Downloads 18 (901,027)

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