//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Memmel, Christoph"
~person:"Wong, Wing-Keung"
~subject:"Estimation theory"
~subject:"Money market"
~subject:"Zinsstruktur"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic Allocation of Treasury...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Money market
Zinsstruktur
Portfolio selection
9
Portfolio-Management
9
Credit risk
6
Kreditrisiko
6
Deutschland
5
Germany
5
Estimation
4
Schätzung
4
Asset-liability management
3
Bilanzstrukturmanagement
3
Interest rate
3
Schätztheorie
3
Stochastic dominance
3
Theorie
3
Theory
3
Zins
3
Ansteckungseffekt
2
Bank
2
Bank risk
2
Bankrisiko
2
Contagion effect
2
Geldmarkt
2
Interbank market
2
Interest margin
2
Net interest margin
2
Risikomanagement
2
Risk management
2
Statistical test
2
Statistischer Test
2
Zinsspanne
2
2001-2007
1
2008-2011
1
Aggregation
1
Aktienindex
1
Almost stochastic dominance
1
Anleihe
1
Bank lending
1
Bond
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
6
Author
All
Memmel, Christoph
Wong, Wing-Keung
Monfort, Alain
9
Renne, Jean-Paul
8
Schmidt, Thorsten
8
Chen, Tsung-Kang
7
Fabozzi, Frank J.
7
Gouriéroux, Christian
7
Bodnar, Taras
6
Jarrow, Robert A.
6
Auer, Benjamin R.
5
Gürtler, Marc
5
Liao, Hsien-hsing
5
Mayordomo, Sergio
5
Nejadmalayeri, Ali
5
Okimoto, Tatsuyoshi
5
Peña Sánchez de Rivera, Juan Ignacio
5
Rösch, Daniel
5
Santos, André A. P.
5
Takaoka, Sumiko
5
Wu, Chunchi
5
Yao, Haixiang
5
Almeida, Caio
4
Avino, Davide
4
Benbouzid, Nadia
4
Carcano, Nicola
4
D'Amico, Guglielmo
4
Frahm, Gabriel
4
Guidolin, Massimo
4
Huang, Jing-Zhi
4
Lando, David
4
Mallick, Sushanta Kumar
4
Okhrin, Yarema
4
Pinto, João M.
4
Tarelli, Andrea
4
Tseng, Yijie
4
Yang, Fan
4
Yu, Fan
4
Allen, David E.
3
Bai, Jennie
3
Ben Salah, Hanene
3
more ...
less ...
Published in...
All
German economic review : GER
1
International journal of central banking : IJCB
1
Journal of econometrics
1
Journal of financial stability
1
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
1
Schmalenbach business review : sbr
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest and credit risk management in German banks
Dräger, Vanessa
;
Heckmann, Lotta
;
Memmel, Christoph
- In:
German economic review : GER
22
(
2021
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10012507117
Saved in:
2
Estimating the global minimum variance portfolio
Kempf, Alexander
;
Memmel, Christoph
- In:
Schmalenbach business review : sbr
58
(
2006
)
4
,
pp. 332-348
Persistent link: https://www.econbiz.de/10003378062
Saved in:
3
Dominating estimators for minimum-variance portfolios
Frahm, Gabriel
;
Memmel, Christoph
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 289-302
Persistent link: https://www.econbiz.de/10008840478
Saved in:
4
How to incorporate estimation risk into Markowitz optimization
Kempf, Alexander
;
Kreuzberg, Klaus
;
Memmel, Christoph
- In:
Operations research proceedings 2001 : selected papers …
,
(pp. 175-182)
.
2002
Persistent link: https://www.econbiz.de/10001677508
Saved in:
5
Contagion in the interbank market and its determinants
Memmel, Christoph
;
Sachs, Angelika
- In:
Journal of financial stability
9
(
2013
)
1
,
pp. 46-54
Persistent link: https://www.econbiz.de/10009745201
Saved in:
6
Contagion in the interbank market with stochastic loss given default
Memmel, Christoph
;
Sachs, Angelika
;
Stein, Ingrid
- In:
International journal of central banking : IJCB
8
(
2012
)
3
,
pp. 177-206
Persistent link: https://www.econbiz.de/10009634274
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->