Christoph Memmel

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Dominating estimators for minimum-variance portfolios
Journal of Econometrics
2016-08-10Paper
Banks' interest rate risk: the net interest income perspective versus the market value perspective
Quantitative Finance
2015-04-08Paper
A new methodology to derive a bank's maturity structure using accounting-based time series information
Operations Research Proceedings
2011-04-07Paper


Research outcomes over time


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