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Number of items: 2.
Journal Article
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