Prof. Dr. Gabriel Frahm

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

Publications

Results 1-9 of 9 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s) 
12018An intersection-union test for the sharpe ratioFrahm, Gabriel 
22018Arbitrage Pricing theory in Ergodic marketsFrahm, Gabriel 
32018Corrigendum: "Pricing and Valuation unter the Real-World Measure"Frahm, Gabriel 
42013Dependence of Stock Returns in Bull and Bear MarketsDobric, Jadran; Frahm, Gabriel ; Schmid, Friedrich
52019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika; Weiß, Christian H. ; Alwan, Layth C.; Frahm, Gabriel ; Göb, Rainer
62018How often is the financial market going to collapse?Frahm, Gabriel 
72016Pricing and Valuation unter the Real-World MeasureFrahm, Gabriel 
82020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel 
92019The outperformance probability of mutual fundsFrahm, Gabriel ; Huber, Ferdinand