Angewandte Stochastik und Risikomanagement
Organization Name
Angewandte Stochastik und Risikomanagement
Director
Parent Org Unit
Status
Active Organization Unit
Results 1-9 of 9 (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: "Pricing and Valuation unter the Real-World Measure" | Frahm, Gabriel | ||
| 8 | 2018 | Arbitrage Pricing theory in Ergodic markets | Frahm, Gabriel | ||
| 9 | 2018 | An intersection-union test for the sharpe ratio | Frahm, Gabriel |
OrgUnit's Researchers publications
(Dept/Workgroup Publication)
Results 1-1 of 1 (Search time: 0.001 seconds).
| Issue Date | Title | Author(s) | |||
|---|---|---|---|---|---|
| 1 | 2020 | Statistical properties of estimators for the log-optimal portfolio | Frahm, Gabriel |