Volker Ziemann

EDHEC Business School

58 rue du Port

Lille, 59046

France

SCHOLARLY PAPERS

3

DOWNLOADS

108

SSRN CITATIONS
Rank 28,970

SSRN RANKINGS

Top 28,970

in Total Papers Citations

2

CROSSREF CITATIONS

25

Scholarly Papers (3)

1.

Debt and Macroeconomic Stability

OECD Economics Department Working Paper No. 1003
Number of pages: 36 Posted: 15 Dec 2012 Last Revised: 21 Dec 2013
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD), International Labour Organization (ILO) and EDHEC Business School
Downloads 102 (285,228)
Citation 14

Abstract:

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Debt, Macroeconomic stability

2.

Passive Hedge Fund Replication – Beyond the Linear Case

European Financial Management, Vol. 16, Issue 2, pp. 191-210, March 2010
Number of pages: 20 Posted: 01 Mar 2010
affiliation not provided to SSRN, EDHEC Business School, affiliation not provided to SSRN and EDHEC Business School
Downloads 6 (663,186)
Citation 1
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3.

Estimation of Systematic Risks for Actively Managed Funds: A Novel Approached Based on Switching Kalman Filter Models

Posted: 15 Feb 2006
Mathieu Vaissié and Volker Ziemann
EDHEC Graduate School of Management - Risk and Asset Management Research Center and EDHEC Business School

Abstract:

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Kalman Filter Models, Switching Regime Models, Time-varying Exposures, Strategy Benchmark, Monte Carlo Simulations