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Gabriel Frahm

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Journal Articles

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2020
[j5]
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  - journals/ma/FrahmNO20
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Gabriel Frahm, Klaus Nordhausen, Hannu Oja:
M-estimation with incomplete and dependent multivariate data. J. Multivar. Anal. 176 (2020)
[j4]
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Gabriel Frahm:
Statistical properties of estimators for the log-optimal portfolio. Math. Methods Oper. Res. 92(1): 1-32 (2020)
2010
[j3]
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Gabriel Frahm, Uwe Jaekel:
A generalization of Tyler's M-estimators to the case of incomplete data. Comput. Stat. Data Anal. 54(2): 374-393 (2010)
2009
[j2]
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Gabriel Frahm:
Asymptotic distributions of robust shape matrices and scales. J. Multivar. Anal. 100(7): 1329-1337 (2009)
[j1]
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Alexander Bade, Gabriel Frahm, Uwe Jaekel:
A general approach to Bayesian portfolio optimization. Math. Methods Oper. Res. 70(2): 337-356 (2009)

Informal and Other Publications

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2015
[i1]
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Gabriel Frahm:
Rationality and Best Response. CoRR abs/1509.08353 (2015)

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