The following pages link to Gabriel Frahm (Q433582):
Displaying 20 items.
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- (Q497473) (redirect page) (← links)
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- Elliptical copulas: Applicability and limitations. (Q1423181) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- On the extremal dependence coefficient of multivariate distributions (Q2497808) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876) (← links)
- CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE” (Q4571704) (← links)
- ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)
- Dependence of Stock Returns in Bull and Bear Markets (Q5417592) (← links)
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
