Asymptotic distributions of robust shape matrices and scales. - Gabriel Frahm (J. Multivar. Anal., 2009)

A general approach to Bayesian portfolio optimization. - Alexander Bade; Gabriel Frahm; Uwe Jaekel (Math. Methods Oper. Res., 2009)

A generalization of Tyler's M-estimators to the case of incomplete data. - Gabriel Frahm; Uwe Jaekel (Comput. Stat. Data Anal., 2010)

Rationality and Best Response. - Gabriel Frahm (CoRR, 2015)

M-estimation with incomplete and dependent multivariate data. - Gabriel Frahm; Klaus Nordhausen; Hannu Oja (J. Multivar. Anal., 2020)

Statistical properties of estimators for the log-optimal portfolio. - Gabriel Frahm (Math. Methods Oper. Res., 2020)