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)https://doi.org/10.1016/j.frl.2023.103725
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)https://bibliografie.th-koeln.de/servlets/DozBibEntryServlet?mode=show&id=bibthk_mods_00010545
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)https://doi.org/10.1016/j.frl.2019.101305
Miebs, Felix (Hrsg.) (2018): Kapitalanlagestrategien für die bAV : Herausforderungen für das Asset Management durch das Betriebsrentenstärkungsgesetz. Köln: TH Köln (6/2018). (Open Access)https://bibliografie.th-koeln.de/servlets/DozBibEntryServlet?mode=show&id=bibthk_mods_00002449
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)https://doi.org/10.1016/j.jbankfin.2014.01.029
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)https://doi.org/10.1016/j.jbankfin.2012.11.020

+Conferences

10th New Zealand Finance Meeting
2021
35th Australasian Finance & Banking Conference
2022
39th Conference of the French Finance Association
2023