Christoph Memmel

Finance · 2003–2015

A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Christoph Memmel trusts overall

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

  1. Olivier Ledoit
  2. Timothy Cogley
  3. J. Maudos
  4. Michael Wolf
  5. Thomas J. Sargent
  6. Raymond Kan
  7. L. Gambacorta
  8. Victor DeMiguel
  9. Lorenzo Garlappi
  10. Yarema Okhrin

Who trusts Christoph Memmel overall

  1. John Douglas Opdyke
  2. Xing Han
  3. Pui Lam Leung
  4. Wing-Keung Wong
  5. Kris Boudt
  6. John W. Goodell
  7. Licheng Sun
  8. D. Gasbarro
  9. Arjan Trinks
  10. Francisco Barillas

Papers from Christoph Memmel's perspective

Ordered by how strongly the researchers Christoph Memmel 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. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  3. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  4. The Determinants of Bank Interest Rate Margins: An International Study
  5. On Estimating the Expected Return on the Market: An Exploratory Investigation
  6. Robust Performance Hypothesis Testing with the Sharpe Ratio
  7. Optimal Portfolio Choice with Parameter Uncertainty (Journal of Financial and Quantitative Analysis)
  8. Distributional properties of portfolio weights
  9. Does bank capital affect lending behavior
  10. Appendices to \The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression?"

Their papers