Browsing All of EconStor by Author Frahm, Gabriel
Showing results 1 to 19 of 19
Year of Publication | Title | Author(s) |
2007 | Anmerkungen zur Aggregation von Intelligenzquotienten | Frahm, Gabriel; Mittring, Gert |
2007 | Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance | Frahm, Gabriel; Jaekel, Uwe |
2007 | Testing for the best alternative with an application to performance measurement | Frahm, Gabriel |
2007 | Dependence of stock returns in bull and bear markets | Dobrić, Jadran; Frahm, Gabriel; Schmid, Friedrich |
2007 | Linear statistical inference for global and local minimum variance portfolios | Frahm, Gabriel |
2008 | Asymptotic distributions of robust shape matrices and scales | Frahm, Gabriel |
2008 | Dominating estimators for the global minimum variance portfolio | Frahm, Gabriel; Memmel, Christoph |
2008 | A general approach to Bayesian portfolio optimization | Bade, Alexander; Frahm, Gabriel; Jaekel, Uwe |
2009 | A generalization of Tyler's M-estimators to the case of incomplete data | Frahm, Gabriel; Jaekel, Uwe |
2009 | Dominating estimators for the global minimum variance portfolio | Frahm, Gabriel; Memmel, Christoph |
2010 | Multiple tests for the performance of different investment strategies | Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof |
2010 | An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation | Frahm, Gabriel |
2011 | On the diversification of portfolios of risky assets | Frahm, Gabriel; Wiechers, Christof |
2018 | An intersection-union test for the sharpe ratio | Frahm, Gabriel |
2019 | Evaluating Approximate Point Forecasting of Count Processes | Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer |
2019 | The outperformance probability of mutual funds | Frahm, Gabriel; Huber, Ferdinand |
2020 | Statistical properties of estimators for the log-optimal portfolio | Frahm, Gabriel |
2021 | A performance analysis of prediction intervals for count time series | Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer |
2021 | Analysis and forecasting of risk in count processes | Homburg, Annika; Weiß, Christian H.; Frahm, Gabriel; Alwan, Layth C.; Göb, Rainer |