Dr. Michael C. Münnix

I am a Partner at the venture capital firm Target Partners.


Publications

A Random Matrix Approach to Credit Risk
PLOS ONE, 9, e98030 (2014)
M.C. Münnix, R. Schäfer and T. Guhr
Estimating correlation and covariance matrices by weighting of market similarity
Quantitative Finance 14 (5) 931-939 (2014), arXiv:1006.5847
M.C. Münnix, R. Schäfer and O. Grothe
Identifying States of a Financial Market
Nature, Scientific Reports 2, 644 (2012)
M.C. Münnix, T. Shimada, R. Schäfer, F. Leyvraz, T.H. Seligman, T. Guhr and H.E. Stanley
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Europhysics Letters 100, 38005 (2012), arXiv:1207.2946
T.A. Schmitt, R. Schäfer, M.C. Münnix and T. Guhr
Studies of Credit and Equity Markets with Concepts of Theoretical Physics
Springer Vieweg (2012) ISBN: 978-3-8348-1771-6
M.C. Münnix
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
Physica A 390 (23-24) 4251-4259 (2011), arXiv:1102.1099
M.C. Münnix and R. Schäfer
Statistical causes for the Epps effect in microstructure noise
International Journal of Theoretical and Applied Finance 14 (8) 1231 (2011), arXiv:1009.6157
M.C. Münnix, R. Schäfer and T. Guhr
Impact of the tick-size on financial returns and correlations
Physica A 389 (21) 4828-4843 (2010), arXiv:1001.5124
M.C. Münnix, R. Schäfer and T. Guhr
Compensating asynchrony effects in the calculation of financial correlations
Physica A 389 (4) 767-779 (2010), arXiv:0910.2909
M.C. Münnix, R. Schäfer and T. Guhr
Cavity-enhanced emission in electrically driven quantum dot single-photon-emitters
Proceedings of SPIE 7366, Photonic Materials, Devices, and Applications III 736604 (2009)
D. Bimberg, E. Stock, A. Lochmann, A. Schliwa, J. A. Tofflinger, W. Unrau, M.C. Münnix, S. Rodt, V.A. Haisler, A. I. Toropov, A. Bakarov and A.K. Kalagin
Quantum Dots for Single- and Entangled-Photon Emitters
IEEE Photonics Journal 1 (1) 58-68 (2009)
D. Bimberg, E. Stock, A. Lochmann, A. Schliwa, J. A. Tofflinger, W. Unrau, M.C. Münnix, S. Rodt, V. A. Haisler, A. I. Toropov, A. Bakarov and A. K. Kalagin
Modeling Highly Efficient RCLED-Type Quantum-Dot-Based Single Photon Emitters
IEEE Journal of Quantum Electronics 45 (9) 1084-1088 (2009)
M.C. M&entry_cop_beforeuuml;nnix, A. Lochmann, D. Bimberg and V. A. Haisler

Impressum