Gabriel Frahm

Publication Activity (10 Years)

Years Active: 2009-2020
Publications (10 Years): 2

Top Topics

Parameter Space

Portfolio Selection

Multivariate Data

Dimensionality Reduction

Top Venues

Math. Methods Oper. Res.

J. Multivar. Anal.

Publications

Gabriel Frahm, Klaus Nordhausen, Hannu Oja
M-estimation with incomplete and dependent multivariate data. J. Multivar. Anal. 176 (2020)
Gabriel Frahm
Statistical properties of estimators for the log-optimal portfolio. Math. Methods Oper. Res. 92 (1) (2020)
Gabriel Frahm
Rationality and Best Response. CoRR (2015)
Gabriel Frahm, Uwe Jaekel
A generalization of Tyler's M-estimators to the case of incomplete data. Comput. Stat. Data Anal. 54 (2) (2010)
Alexander Bade, Gabriel Frahm, Uwe Jaekel
A general approach to Bayesian portfolio optimization. Math. Methods Oper. Res. 70 (2) (2009)
Gabriel Frahm
Asymptotic distributions of robust shape matrices and scales. J. Multivar. Anal. 100 (7) (2009)