Dr. Felix Miebs



SS 2014
Seminar Mutual Funds / Institutional Investors




"Volatilität als Investment" with A. Raviol, Absolut | Report, 1/2012, S. 44-51

"On Portfolio Optimization: Imposing the Right Constraints" with P. Behr and A. Guettler, Journal of Banking and Finance, 37, S. 1232-1242, 2013

"A Jackknife-Type Estimator for Portfolio Revision" with R. Füss and F. Trübenbach, Journal of Banking and Finance, forthcoming.

"Diversifying Diversi cation Strategies: Model Averaging for Portfolio Optimization"