Browsing by Department Angewandte Stochastik und Risikomanagement


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Showing results 1 to 20 of 24  next >
Issue DateTitleAuthor(s)
-2019A combined Shewhart-CUSUM chart with switching limitOttenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven  
-2018A Solution to Ellsberg's ParadoxFrahm, Gabriel  
-2013A Theoretical Foundation of Portfolio ResamplingFrahm, Gabriel  
-2018An Intersection-Union Test for the Sharpe RatioFrahm, Gabriel  
-2018An intersection-union test for the sharpe ratioFrahm, Gabriel  
-2018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel  
-2017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel  
-2015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel  
-2018CorrigendumFrahm, Gabriel  
-2013Dependence of Stock Returns in Bull and Bear MarketsDrobic, Jadran ; Frahm, Gabriel  ; Schmid, Friedrich 
-2013Dependence of Stock Returns in Bull and Bear MarketsDobric, Jadran ; Frahm, Gabriel  ; Schmid, Friedrich 
-2019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika ; Weiß, Christian H. ; Alwan, Layth C. ; Frahm, Gabriel  ; Göb, Rainer 
-2018How Often is the Financial Market Going to Collapse?Frahm, Gabriel  
-2018How often is the financial market going to collapse?Frahm, Gabriel  
-2013Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
-2018Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
-2016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel  
-2019Rational choice and strategic conflictFrahm, Gabriel  
-2020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel  
-2018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel