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Measuring Concentration Risk for Regulatory Purposes
Gürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens - Institut für Finanzwirtschaft <Braunschweig> - 2007
models to achieve Basel II-compliantresults. Within a simulation study we test the impact of sector... …
Persistent link: https://www.econbiz.de/10005869519
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Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered
Becker, Franziska; Gürtler, Marc; Hibbeln, Martin - Institut für Finanzwirtschaft <Braunschweig> - 2009
efficiency in a comprehensive simulation study for a largenumber of relevant estimators appearing in the literature. In this …
Persistent link: https://www.econbiz.de/10005869534