| |
Schriftenreihe: Working Paper // Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management
| Nr. |
Titel |
Autor |
Jahr |
Band |
| 1 |
Forecasting the equity premium: mind the news! |
Adämmer, Philipp et al. |
2019 |
2019-02 |
| 2 |
The outperformance probability of mutual funds |
Frahm, Gabriel et al. |
2019 |
2019-01 |
| 3 |
How often is the financial market going to collapse? |
Frahm, Gabriel |
2018 |
2018-05 |
| 4 |
An intersection-union test for the Sharpe ratio |
Frahm, Gabriel |
2018 |
2018-04 |
| 5 |
The likelihood-ratio test for V-hypotheses |
Frahm, Gabriel |
2018 |
2018-03 |
| 6 |
Statistical properties of estimators for the log-optimal portfolio |
Frahm, Gabriel |
2020 |
2018-02 |
| 7 |
A solution to Ellsberg´s paradox |
Frahm, Gabriel |
2018 |
2018-01 |
| 8 |
Arbitrage Pricing Theory in ergodic markets |
Frahm, Gabriel |
2018 |
2017-01 |
| 9 |
M-estimation with incomplete and dependent multivariate data |
Frahm, Gabriel et al. |
2018 |
2016-01 |
| 10 |
Cognizance vs. ignorance in Aumann´s model of strategic conflict |
Frahm, Gabriel |
2016 |
2015-02 |
| 11 |
Tylers M-estimator in high-dimensional financial-data analysis |
Frahm, Gabriel et al. |
2015 |
2015-01 |
| 12 |
Forecasting exchange rates under model and parameter uncertainty |
Beckmann, Joscha et al. |
2014 |
2014-03 |
| 13 |
The fundamental theorems of asset pricing and the closed-end fund puzzle |
Frahm, Gabriel et al. |
2019 |
2014-02 |
| 14 |
Forecasting equity premia using Bayesian Dynamic Model Averaging |
Beckmann, Joscha et al. |
2014 |
2014-01 |
| 15 |
Pricing and valuation under the real-world measure |
Frahm, Gabriel |
2018 |
2013-01 |
| 16 |
A theoretical foundation of portfolio resampling |
Frahm, Gabriel |
2014 |
2013-03 |
| 17 |
Dependence of stock returns in bull and bear markets |
Dobrić, Jadran et al. |
2014 |
2013-02 |
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