Browsing All of EconStor by Author Frahm, Gabriel


Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2007 Dependence of stock returns in bull and bear marketsDobrić, Jadran; Frahm, Gabriel; Schmid, Friedrich
2007 Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to financeFrahm, Gabriel; Jaekel, Uwe
2007 Linear statistical inference for global and local minimum variance portfoliosFrahm, Gabriel
2007 Anmerkungen zur Aggregation von IntelligenzquotientenFrahm, Gabriel; Mittring, Gert
2007 Testing for the best alternative with an application to performance measurementFrahm, Gabriel
2008 Asymptotic distributions of robust shape matrices and scalesFrahm, Gabriel
2008 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2008 A general approach to Bayesian portfolio optimizationBade, Alexander; Frahm, Gabriel; Jaekel, Uwe
2009 A generalization of Tyler's M-estimators to the case of incomplete dataFrahm, Gabriel; Jaekel, Uwe
2009 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2010 Multiple tests for the performance of different investment strategiesFrahm, Gabriel; Wickern, Tobias; Wiechers, Christof
2010 An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2011 On the diversification of portfolios of risky assetsFrahm, Gabriel; Wiechers, Christof
2018 An intersection-union test for the sharpe ratioFrahm, Gabriel
2019 The outperformance probability of mutual fundsFrahm, Gabriel; Huber, Ferdinand
2019 Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer
2021 Analysis and forecasting of risk in count processesHomburg, Annika; Weiß, Christian H.; Frahm, Gabriel; Alwan, Layth C.; Göb, Rainer
2021 A performance analysis of prediction intervals for count time seriesHomburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer