Prof. Dr. Gabriel Frahm
Academic degrees
Univ.-Prof. Dr.
Full Name
Frahm, Gabriel
Credit Name
Prof. Dr. Gabriel Frahm
Main Affiliation
Results 1-10 of 10 (Search time: 0.003 seconds).
| Issue Date | Title | Author(s) | |||
|---|---|---|---|---|---|
| 1 | 2015 | Tyler's M-Estimator in High-Dimensional Financial-Data Analysis | Frahm, Gabriel ; Jaekel, Uwe | ||
| 2 | 2018 | The Likelihood-Ratio Test for V-Hypotheses | Frahm, Gabriel | ||
| 3 | 2018 | Statistical Properties of Estimators for the Log-Optimal Portfolio | Frahm, Gabriel | ||
| 4 | 2013 | Pricing and Valuation under the Real-World Measure | Frahm, Gabriel | ||
| 5 | 2018 | How Often is the Financial Market Going to Collapse? | Frahm, Gabriel | ||
| 6 | 2015 | Cognizance vs. Ignorance in Aumann's Model of Strategic Conflict | Frahm, Gabriel | ||
| 7 | 2017 | Arbitrage Pricing Theory in Ergodic Markets | Frahm, Gabriel | ||
| 8 | 2018 | An Intersection-Union Test for the Sharpe Ratio | Frahm, Gabriel | ||
| 9 | 2013 | A Theoretical Foundation of Portfolio Resampling | Frahm, Gabriel | ||
| 10 | 2018 | A Solution to Ellsberg's Paradox | Frahm, Gabriel |