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Esslinger, A. A. (2024): A differentiation lemma for càdlàg and càglàd functions. AP 2024-01.
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Adämmer, P. und Schüssler, R. (2019): Forecasting the Equity Premium: Mind the News! AP 2019-02.
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Frahm, G. und Huber, F. (2019): The Outperformance Probability of Mutual Funds. AP 2019-01.
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Frahm, G. (2018): Statistical Properties of Estimators for the Log-Optimal Portfolio. AP 2018-02.
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Frahm, G., Nordhausen, K. und Oja, H. (2017): M-Estimation with Incomplete and Dependent Data. AP 2016-01.
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Frahm, G. (2016): Cognizance vs. Ignorance in Aumann’s Model of Strategic Conflict. AP 2015-02.
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Frahm, G. und Jaekel, U. (2015): Tyler’s M-Estimator in High-Dimensional Financial-Data Analysis. AP 2015-01.
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Beckmann, J. und Schüssler, R. (2014): Forecasting Exchange Rates under Model and Parameter Uncertainty. AP 2014-03.
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Frahm, G., Jonen, A. und Schüssler, R. (2014): The Fundamental Theorems of Asset Pricing and the Closed-End Fund Puzzle. AP 2014-02.
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Beckmann, J. und Schüssler, R. (2014): Forecasting Equity Premia using Bayesian Dynamic Model Averaging. AP 2014-01.
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Dobric, J., Frahm G. und Schmid, F. (2014): Dependence of Stock Returns in Bull and Bear Markets. AP 2013-02.
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Frahm, G. (2018): Pricing and Valuation under the Real-World Measure (with corrigendum). AP 2013-01.
Letzte Änderung: 24. September 2024