Journal Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management

Journal's Article

Results 1-12 of 12 (Search time: 0.003 seconds).

Issue DateTitleAuthor(s) 
1-2018A Solution to Ellsberg's ParadoxFrahm, Gabriel  
2-2013A Theoretical Foundation of Portfolio ResamplingFrahm, Gabriel  
3-2018An Intersection-Union Test for the Sharpe RatioFrahm, Gabriel  
4-2017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel  
5-2015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel  
6-2013Dependence of Stock Returns in Bull and Bear MarketsDrobic, Jadran ; Frahm, Gabriel  ; Schmid, Friedrich 
7-2018How Often is the Financial Market Going to Collapse?Frahm, Gabriel  
8-2013Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
9-2018Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
10-2018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel  
11-2018The Likelihood-Ratio Test for V-HypothesesFrahm, Gabriel  
12-2015Tyler's M-Estimator in High-Dimensional Financial-Data AnalysisFrahm, Gabriel  ; Jaekel, Uwe