Angewandte Stochastik und Risikomanagement
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Angewandte Stochastik und Risikomanagement
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Results 1-10 of 10 (Search time: 0.001 seconds).
| Issue Date | Title | Author(s) | |||
|---|---|---|---|---|---|
| 1 | 2019 | The outperformance probability of mutual funds | Frahm, Gabriel  ; Huber, Ferdinand | ||
| 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 ; Göb, Rainer | ||
| 6 | 2013 | Dependence of Stock Returns in Bull and Bear Markets | Dobric, Jadran; Frahm, Gabriel ; Schmid, Friedrich | ||
| 7 | 2018 | Corrigendum | Frahm, Gabriel | ||
| 8 | 2018 | Arbitrage Pricing theory in Ergodic markets | Frahm, Gabriel | ||
| 9 | 2018 | An intersection-union test for the sharpe ratio | Frahm, Gabriel | ||
| 10 | 2019 | A combined Shewhart-CUSUM chart with switching limit | Ottenstreuer, Sebastian ; Weiß, Christian H. ; Knoth, Sven |
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Results 1-20 of 24 (Search time: 0.002 seconds).