Browsing All of EconStor by Author Frahm, Gabriel


Showing results 1 to 19 of 19
Year of PublicationTitleAuthor(s)
2007Anmerkungen zur Aggregation von IntelligenzquotientenFrahm, Gabriel; Mittring, Gert
2007Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to financeFrahm, Gabriel; Jaekel, Uwe
2007Testing for the best alternative with an application to performance measurementFrahm, Gabriel
2007Dependence of stock returns in bull and bear marketsDobrić, Jadran; Frahm, Gabriel; Schmid, Friedrich
2007Linear statistical inference for global and local minimum variance portfoliosFrahm, Gabriel
2008Asymptotic distributions of robust shape matrices and scalesFrahm, Gabriel
2008Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2008A general approach to Bayesian portfolio optimizationBade, Alexander; Frahm, Gabriel; Jaekel, Uwe
2009A generalization of Tyler's M-estimators to the case of incomplete dataFrahm, Gabriel; Jaekel, Uwe
2009Dominating estimators for the global minimum variance portfolioFrahm, Gabriel; Memmel, Christoph
2010Multiple tests for the performance of different investment strategiesFrahm, Gabriel; Wickern, Tobias; Wiechers, Christof
2010An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocationFrahm, Gabriel
2011On the diversification of portfolios of risky assetsFrahm, Gabriel; Wiechers, Christof
2018An intersection-union test for the sharpe ratioFrahm, Gabriel
2019Evaluating Approximate Point Forecasting of Count ProcessesHomburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer
2019The outperformance probability of mutual fundsFrahm, Gabriel; Huber, Ferdinand
2020Statistical properties of estimators for the log-optimal portfolioFrahm, Gabriel
2021A performance analysis of prediction intervals for count time seriesHomburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer
2021Analysis and forecasting of risk in count processesHomburg, Annika; Weiß, Christian H.; Frahm, Gabriel; Alwan, Layth C.; Göb, Rainer