Felix Miebs

University of Applied Sciences Cologne

Professor

Claudiusstrasse 1

Cologne, 50678

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,037

SSRN CITATIONS

12

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

On Portfolio Optimization: Imposing the Right Constraints

Journal of Banking & Finance 37 (2013), 1232–1242
Number of pages: 37 Posted: 02 Jun 2010 Last Revised: 08 Jan 2019
Patrick Behr, Andre Guettler and Felix Miebs
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), University of Ulm - Department of Mathematics and Economics and University of Applied Sciences Cologne
Downloads 625 (56,141)
Citation 13

Abstract:

Loading...

Portfolio Optimization, Shrinkage, Mean Squared Error, Bootstrap

2.

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
University of St. Gallen - School of Finance, University of Applied Sciences Cologne and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 257 (155,342)

Abstract:

Loading...

Portfolio optimization, Portfolio revision, Jackknife, Transaction costs

3.

Diversifying Estimation Errors: An Efficient Averaging Rule for Portfolio Optimization

University of St.Gallen, School of Finance Research Paper No.2021/05
Number of pages: 71 Posted: 11 Feb 2021 Last Revised: 17 May 2021
Roland Füss, Christian Koeppel and Felix Miebs
University of St. Gallen - School of Finance, University of St. Gallen and University of Applied Sciences Cologne
Downloads 155 (245,736)

Abstract:

Loading...

Averaging; diversification; estimation error; portfolio optimization; shrinkage

4.

Aggregate Implied Cost of Capital, Option Implied Information and Equity Premium Predictability

Finance Research Letters, Forthcoming
Posted: 21 Jun 2019 Last Revised: 07 Oct 2019
Patrick Launhardt and Felix Miebs
University of Ulm and University of Applied Sciences Cologne

Abstract:

Loading...

implied cost of capital; equity risk premium; option implied information; predictive regression