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Gaisser, Sandra, Memmel, Christoph ORCID: 0000-0001-7418-9457, Schmidt, Rafael and Wehn, Carsten S. (2011). Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach. J. Risk, 14 (1). S. 3 - 41. LONDON: INCISIVE MEDIA. ISSN 1755-2842

Frahm, Gabriel and Memmel, Christoph ORCID: 0000-0001-7418-9457 (2010). Dominating estimators for minimum-variance portfolios. J. Econom., 159 (2). S. 289 - 303. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 0304-4076

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