Prof. Dr. Gabriel Frahm

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Academic degrees
Univ.-Prof. Dr.
 
Full Name
Frahm, Gabriel
 
Credit Name
Prof. Dr. Gabriel Frahm
 
Main Affiliation
 

Publications

Refined By:
Date Issued:  [2010 TO 2019]

Results 1-20 of 20 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s) 
12015Tylers M-Estimator in High-Dimensional Financial-Data AnalysisFrahm, Gabriel ; Jaekel, Uwe
22015Tyler's M-Estimator in High-Dimensional Financial-Data AnalysisFrahm, Gabriel ; Jaekel, Uwe
32019The outperformance probability of mutual fundsFrahm, Gabriel ; Huber, Ferdinand
42018The Likelihood-Ratio Test for V-HypothesesFrahm, Gabriel 
52018Statistical Properties of Estimators for the Log-Optimal PortfolioFrahm, Gabriel 
62019Rational choice and strategic conflict: the subjectivistic approach to game and decision theoryFrahm, Gabriel 
72016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel 
82013Pricing and Valuation under the Real-World MeasureFrahm, Gabriel 
92018How often is the financial market going to collapse?Frahm, Gabriel 
102018How Often is the Financial Market Going to Collapse?Frahm, Gabriel 
112019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika; Weiß, Christian H. ; Alwan, Layth C.; Frahm, Gabriel ; Göb, Rainer
122013Dependence of Stock Returns in Bull and Bear MarketsDobric, Jadran; Frahm, Gabriel ; Schmid, Friedrich
132018Corrigendum: "Pricing and Valuation unter the Real-World Measure"Frahm, Gabriel 
142015Cognizance vs. Ignorance in Aumann's Model of Strategic ConflictFrahm, Gabriel 
152017Arbitrage Pricing Theory in Ergodic MarketsFrahm, Gabriel 
162018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel 
172018An Intersection-Union Test for the Sharpe RatioFrahm, Gabriel 
182018An intersection-union test for the sharpe ratioFrahm, Gabriel 
192013A Theoretical Foundation of Portfolio ResamplingFrahm, Gabriel 
202018A Solution to Ellsberg's ParadoxFrahm, Gabriel