Angewandte Stochastik und Risikomanagement

Organization Name
Angewandte Stochastik und Risikomanagement
 
Director
 
 
 


Results 1-10 of 10 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s) 
12019The outperformance probability of mutual fundsFrahm, Gabriel  ; Huber, Ferdinand
22020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel  
32016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel  
42018How often is the financial market going to collapse?Frahm, Gabriel  
52019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika ; Weiß, Christian H. ; Alwan, Layth C.; Frahm, Gabriel  ; Göb, Rainer
62013Dependence of Stock Returns in Bull and Bear MarketsDobric, Jadran; Frahm, Gabriel  ; Schmid, Friedrich
72018CorrigendumFrahm, Gabriel  
82018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel  
92018An intersection-union test for the sharpe ratioFrahm, Gabriel  
102019A combined Shewhart-CUSUM chart with switching limitOttenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven  

OrgUnit's Researchers publications
(Dept/Workgroup Publication)

Results 1-20 of 24 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s) 
12019A combined Shewhart-CUSUM chart with switching limitOttenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven  
22018A Solution to Ellsberg's ParadoxFrahm, Gabriel  
32013A Theoretical Foundation of Portfolio ResamplingFrahm, Gabriel  
42018An Intersection-Union Test for the Sharpe RatioFrahm, Gabriel  
52018An intersection-union test for the sharpe ratioFrahm, Gabriel  
62017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel  
72018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel  
82015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel  
92018CorrigendumFrahm, Gabriel  
102013Dependence of Stock Returns in Bull and Bear MarketsDobric, Jadran; Frahm, Gabriel  ; Schmid, Friedrich
112013Dependence of Stock Returns in Bull and Bear MarketsDrobic, Jadran; Frahm, Gabriel  ; Schmid, Friedrich
122019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika ; Weiß, Christian H. ; Alwan, Layth C.; Frahm, Gabriel  ; Göb, Rainer
132018How Often is the Financial Market Going to Collapse?Frahm, Gabriel  
142018How often is the financial market going to collapse?Frahm, Gabriel  
152013Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
162018Pricing and Valuation under the Real-World MeasureFrahm, Gabriel  
172016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel  
182019Rational choice and strategic conflictFrahm, Gabriel  
192020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel  
202018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel