Prof. Dr. Felix Miebs
Dr. rer. pol.
Faculty of Business, Economics and Law
Schmalenbach School of Business and Economics
Campus Südstadt
Claudiusstraße 1
50678 Köln
Room B4.263
Mailing address
+49 221-8275-3792
felix.miebs@th-koeln.de
Teaching disciplines
- Quantitative methods: Financial mathematics and statistics
- Optimization: Portfolio and asset allocation optimization
- Econometrics: Financial econometrics
Publications
- Güttler, Andre; Hable, Patrick; Launhardt, Patrick; Miebs, Felix (2023): Aggregate Insider Trading in the S&P 500 and the Predictability of International Equity Premia. In: Finance Research Letters. (peer-reviewed)
- Knobloch, Ralf; Miebs, Felix (Hrsg.) (2022): Aktuelle Herausforderungen an das aktuarielle und finanzielle Risikomanagement durch COVID-19 und die anhaltende Niedrigzinsphase : Proceedings zum 16. FaRis & DAV-Symposium am 10. Dezember 2021. Köln: TH Köln. (Open Access)
- Launhardt, Patrick; Miebs, Felix (2020): Aggregate Implied Cost of Capital, Option-Implied Information and Equity Premium Predictability. In: Finance Research Letters. Vol. 35. (peer-reviewed)
- Miebs, Felix (Hrsg.) (2018): Kapitalanlagestrategien für die bAV : Herausforderungen für das Asset Management durch das Betriebsrentenstärkungsgesetz. Köln: TH Köln (6/2018). (Open Access)
- Füss, Roland; Miebs, Felix; Trübenbach, Fabian (2014): A Jackknife-type Estimator for Portfolio revision. In: Journal of Banking and Finance. Vol. 43, S. 14 - 28. (peer-reviewed)
- Behr, Patrick; Güttler, Andre; Miebs, Felix (2013): On Portfolio Optimization: Imposing the Right Constraints. In: Journal of Banking and Finance. Vol. 37, S. 1232 - 1242. (peer-reviewed)
Conferences
-
10th New Zealand Finance Meeting
2021 -
35th Australasian Finance & Banking Conference
2022 -
39th Conference of the French Finance Association
2023