Browsing by Department Angewandte Stochastik und Risikomanagement


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Showing results 1 to 20 of 21  next >
Issue DateTitleAuthor(s)
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 
2017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel 
2018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel 
2015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel 
2018Corrigendum: "Pricing and Valuation unter the Real-World Measure"Frahm, Gabriel 
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 
2016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel 
2019Rational choice and strategic conflict: the subjectivistic approach to game and decision theoryFrahm, Gabriel 
2018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel 
2020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel 
2018The Likelihood-Ratio Test for V-HypothesesFrahm, Gabriel 
2019The outperformance probability of mutual fundsFrahm, Gabriel ; Huber, Ferdinand
2015Tyler's M-Estimator in High-Dimensional Financial-Data AnalysisFrahm, Gabriel ; Jaekel, Uwe