Felix Miebs

University of Applied Sciences Cologne

Professor

Claudiusstrasse 1

Cologne, 50678

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,207

SSRN CITATIONS
Rank 45,762

SSRN RANKINGS

Top 45,762

in Total Papers Citations

20

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), Ulm University - Department of Mathematics and Economics and University of Applied Sciences Cologne
Downloads 917 (49,459)
Citation 20

Abstract:

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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
Swiss Finance Institute, University of Applied Sciences Cologne and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 290 (199,209)
Citation 1

Abstract:

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Portfolio optimization, Portfolio revision, Jackknife, Transaction costs

3.

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

Finance Research Letters, Forthcoming
Posted: 03 Mar 2022
Patrick Launhardt and Felix Miebs
Ulm University and University of Applied Sciences Cologne

Abstract:

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

4.

Diversifying Estimation Errors: An Efficient Averaging Rule for Portfolio Optimization

University of St.Gallen, School of Finance Research Paper No.2021/05
Posted: 11 Feb 2021 Last Revised: 09 Sep 2023
Swiss Finance Institute, University of St. Gallen, University of Applied Sciences Cologne and Wiesbaden Business School

Abstract:

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Averaging; diversification; estimation error; portfolio optimization; shrinkage

Other Papers (1)

Total Downloads: 0
1.

Aggregate Insider Trading in the S&P 500 and the Predictability of International Equity Premia

Finance Research Letters, Forthcoming
Posted: 24 Jan 2023 Last Revised: 18 Mar 2023
Ulm University - Department of Mathematics and Economics, 2iQ Research GmbH, Ulm University and University of Applied Sciences Cologne

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equity risk premium; aggregate insider trading; predictive regression; informed traders