Angewandte Stochastik und Risikomanagement
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Angewandte Stochastik und Risikomanagement
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Results 1-9 of 9 (Search time: 0.001 seconds).
Issue Date | Title | Author(s) | |||
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1 | - | 2019 | The outperformance probability of mutual funds | Frahm, Gabriel ![]() | |
2 | - | 2020 | Statistical properties of estimators for the log-optimal portfolio | Frahm, Gabriel ![]() | |
3 | - | 2016 | Pricing and Valuation unter the Real-World Measure | Frahm, Gabriel ![]() | |
4 | - | 2018 | How often is the financial market going to collapse? | Frahm, Gabriel ![]() | |
5 | - | 2019 | Evaluating Approximate Point Forecasting of Count Processes | Homburg, Annika ; Weiß, Christian H. ; Alwan, Layth C. ; Frahm, Gabriel ![]() | |
6 | - | 2018 | Corrigendum | Frahm, Gabriel ![]() | |
7 | - | 2018 | Arbitrage Pricing theory in Ergodic markets | Frahm, Gabriel ![]() | |
8 | - | 2018 | An intersection-union test for the sharpe ratio | Frahm, Gabriel ![]() | |
9 | - | 2019 | A combined Shewhart-CUSUM chart with switching limit | Ottenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven ![]() |
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Results 1-20 of 23 (Search time: 0.002 seconds).