Person:433582

Available identifiers

zbMath Open frahm.gabrielWikidataQ47088771 ScholiaQ47088771MaRDI QIDQ433582

List of research outcomes

Publication	Date of Publication	Type
A review of Tyler's shape matrix and its extensions	2024-09-16	Paper
Power M-estimators for location and scatter	2024-09-16	Paper
PMF forecasting for count processes: a comprehensive performance analysis	2024-09-11	Paper
Erratum to: ``Savage's P3 is redundant	2024-05-13	Paper
Efficient accounting for estimation uncertainty in coherent forecasting of count processes	2022-06-13	Paper
Statistical properties of estimators for the log-optimal portfolio	2020-12-15	Paper
M-estimation with incomplete and dependent multivariate data	2020-03-01	Paper
M-estimation with incomplete and dependent multivariate data	2020-02-05	Paper
THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE	2019-09-09	Paper
Multiple tests for the performance of different investment strategies	2018-12-19	Paper
ARBITRAGE PRICING THEORY IN ERGODIC MARKETS	2018-09-04	Paper
CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”	2018-06-29	Paper
Dominating estimators for minimum-variance portfolios	2016-08-10	Paper
PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE	2016-04-01	Paper
A Note on Bayesian Rationality and Correlated Equilibrium	2015-09-28	Paper
A theoretical foundation of portfolio resampling	2015-09-24	Paper
Dependence of Stock Returns in Bull and Bear Markets	2014-05-21	Paper
Linear statistical inference for global and local minimum variance portfolios	2012-09-23	Paper
Semicircle law of Tyler's \(M\)-estimator for scatter	2012-07-05	Paper
A generalization of Tyler's M-estimators to the case of incomplete data	2010-04-06	Paper
A general approach to Bayesian portfolio optimization	2009-11-25	Paper
Asymptotic distributions of robust shape matrices and scales	2009-06-09	Paper
On the extremal dependence coefficient of multivariate distributions	2006-08-04	Paper
Estimating the tail-dependence coefficient: properties and pitfalls	2005-09-29	Paper
Elliptical copulas: Applicability and limitations.	2004-02-14	Paper

Research outcomes over time

This page was built for person: Gabriel Frahm