Volker Ziemann

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Volker Ziemann trusts overall

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

  1. Olivier Ledoit
  2. Eric Jondeau
  3. Ravi Jagannathan
  4. Shmuel Kandel
  5. Michael Wolf
  6. Oliver Ledoit
  7. Yongmiao Hong
  8. Michael Rockinger
  9. Tongshu Ma
  10. Rob Stambaugh

Papers from Volker Ziemann's perspective

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

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  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. International Asset Allocation With Regime Shifts
  4. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
  5. On the Predictability of Stock Returns: An Asset-Allocation Perspective
  6. Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
  7. International Portfolio Diversification with Estimation Risk
  8. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
  9. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
  10. Equilibrium Underdiversification and the Preference for Skewness

Their papers