Browsing by Department Angewandte Stochastik und Risikomanagement
Showing results 16 to 21 of 21
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| Issue Date | Title | Author(s) | |
|---|---|---|---|
| 2018 | Statistical Properties of Estimators for the Log-Optimal Portfolio | Frahm, Gabriel | |
| 2020 | Statistical properties of estimators for the log-optimal portfolio | Frahm, Gabriel | |
| 2018 | The Likelihood-Ratio Test for V-Hypotheses | Frahm, Gabriel | |
| 2019 | The outperformance probability of mutual funds | Frahm, Gabriel ; Huber, Ferdinand | |
| 2015 | Tyler's M-Estimator in High-Dimensional Financial-Data Analysis | Frahm, Gabriel ; Jaekel, Uwe | |
| 2015 | Tylers M-Estimator in High-Dimensional Financial-Data Analysis | Frahm, Gabriel ; Jaekel, Uwe |