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Banks' specialization versus diversification in the loan portfolio : new evidence from Germany

Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - In: Schmalenbach business review : sbr 17 (2016) 1, pp. 25-48

Persistent link: https://www.econbiz.de/10011634070

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

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

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

Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks : a multivariate nonparametric approach

Gaißer, Sandra Caterina; Memmel, Christoph; Schmidt, Rafael - In: Journal of risk 14 (2011/12) 1, pp. 3-40

Persistent link: https://www.econbiz.de/10011301316

Supervisor's portfolio : the market price risk of German banks from 2001 to 2004 ; analysis and models for risk aggregation

Memmel, Christoph; Wehn, Carsten - In: Journal of banking regulation 7 (2006) 3/4, pp. 310-325

Persistent link: https://www.econbiz.de/10003370070

Parameterschätzungen in der Portfoliotheorie : ein analytischer und simulationsgestützter Vergleich

Kempf, Alexander; Memmel, Christoph - In: Die Betriebswirtschaft : DBW 63 (2003) 5, pp. 516-531

Persistent link: https://www.econbiz.de/10001798312

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

Why are interest rates on bank deposits so low?

Busch, Ramona; Memmel, Christoph - In: Credit and capital markets : Kredit und Kapital 54 (2021) 4, pp. 641-668

Persistent link: https://www.econbiz.de/10012939038

Moment conditions for Almost Stochastic Dominance

Guo, Xu; Post, Thierry; Wong, Wing-Keung; Zhu, Lixing - In: Economics Letters 124 (2014) 2, pp. 163-167

This study establishes necessary conditions for Almost Stochastic Dominance criteria of various orders. These conditions take the form of restrictions on algebraic combinations of moments of the probability distributions in question. The relevant set of conditions depends on the relevant order...

Persistent link: https://www.econbiz.de/10010933305