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~person:"Memmel, Christoph"
~person:"Wong, Wing-Keung"
~subject:"Money market"
~subject:"Theory"
~subject:"Zinsstruktur"
~type:"article"
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Memmel, Christoph
Wong, Wing-Keung
Fabozzi, Frank J.
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30
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28
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German economic review : GER
1
International journal of central banking : IJCB
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
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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
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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
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:
4
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:
5
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
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