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Publications by PHILIPP KARL ILLEDITSCH

Ambiguous Information, Portfolio Inertia, and Excess Volatility

Journal of Finance

English

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Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment

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Portfolio Inertia and Stock Market Fluctuations

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Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities

SIAM Journal on Control and Optimization

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Excess Reserves, Monetary Policy and Financial Volatility

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International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

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Dynamic Consumption and Portfolio Choice With Stochastic Volatility in Incomplete Markets

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Portfolio Frontiers With Restrictions to Tracking Error Volatility and Value at Risk

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