Angewandte Stochastik und Risikomanagement

Organization Name
Angewandte Stochastik und Risikomanagement
 
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Issue DateTitleAuthor(s) 
1-2019A combined Shewhart-CUSUM chart with switching limitOttenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven  
2-2018A Solution to Ellsberg's ParadoxFrahm, Gabriel  
3-2013A Theoretical Foundation of Portfolio ResamplingFrahm, Gabriel  
4-2018An intersection-union test for the sharpe ratioFrahm, Gabriel  
5-2018An Intersection-Union Test for the Sharpe RatioFrahm, Gabriel  
6-2017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel  
7-2018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel  
8-2015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel  
9-2018CorrigendumFrahm, Gabriel  
10-2013Dependence of Stock Returns in Bull and Bear MarketsDrobic, Jadran ; Frahm, Gabriel  ; Schmid, Friedrich 
11-2019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika ; Weiß, Christian H. ; Alwan, Layth C. ; Frahm, Gabriel  ; Göb, Rainer 
12-2018How Often is the Financial Market Going to Collapse?Frahm, Gabriel  
13-2018How often is the financial market going to collapse?Frahm, Gabriel  
14-2013Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
15-2018Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
16-2016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel  
17-2019Rational choice and strategic conflictFrahm, Gabriel  
18-2018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel  
19-2020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel  
20-2018The Likelihood-Ratio Test for V-HypothesesFrahm, Gabriel