Concepedia

Miriam Isabel Seifert

MI

Statistics

Publications

4

Citations

66

H-Index

4

Active since

2013

Affiliations

Ruhr University Bochum(Current)

Miriam Isabel Seifert is an author at Ruhr University Bochum specializing in portfolio management, portfolio optimization, and management.

Top concepts

ManagementPortfolio ManagementPortfolio OptimizationStatistical InferenceFinanceBusinessEconomicsAccountingStatisticsEngineering

Publications per year

2013–2019

4

Publications

4

Exponential smoothing of realized portfolio weights

Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert · Journal of Empirical Finance · 2019 · 28 citations

Mathematical Programming, Exponential Smoothing, Portfolio Optimization +5

Statistical inferences for realized portfolio weights

Vasyl Golosnoy, Wolfgang Schmid, Miriam Isabel Seifert et al. · Econometrics and Statistics · 2018 · 16 citations

Portfolio Optimization, Knowledge Discovery, Management +5

Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

Claudia Klüppelberg, Miriam Isabel Seifert · Finance and Stochastics · 2019 · 12 citations · Full text

Economics, Portfolio Optimization, Asset Pricing +12

On conditional extreme values of random vectors with polar representation

Miriam Isabel Seifert · Extremes · 2013 · 10 citations

Polar Representation, Statistical Inference, Probability Theory +3

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