Felix Miebs

2013

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Felix Miebs trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Michael Wolf
  3. Victor DeMiguel

Papers from Felix Miebs's perspective

Ordered by how strongly the researchers Felix Miebs trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  2. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  3. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  4. A well-conditioned estimator for large-dimensional covariance matrices
  5. Robust Performance Hypothesis Testing with the Sharpe Ratio
  6. On Estimating the Expected Return on the Market: An Exploratory Investigation
  7. In Defense of Optimization: The Fallacy of 1/N
  8. Asymmetric effects of the business cycle on bank credit risk.
  9. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers