Gabriel Frahm

According to our database, Gabriel Frahm authored at least 6 papers between 2009 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Statistical properties of estimators for the log-optimal portfolio.

Gabriel Frahm

Math. Methods Oper. Res., 2020

M-estimation with incomplete and dependent multivariate data.

Gabriel Frahm, Klaus Nordhausen, Hannu Oja

J. Multivar. Anal., 2020

2015

Rationality and Best Response.

Gabriel Frahm

CoRR, 2015

2010

A generalization of Tyler's M-estimators to the case of incomplete data.

Gabriel Frahm, Uwe Jaekel

Comput. Stat. Data Anal., 2010

2009

A general approach to Bayesian portfolio optimization.

Alexander Bade, Gabriel Frahm, Uwe Jaekel

Math. Methods Oper. Res., 2009

Asymptotic distributions of robust shape matrices and scales.

Gabriel Frahm

J. Multivar. Anal., 2009