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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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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
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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
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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
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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