{"id":559,"date":"2017-10-14T22:05:56","date_gmt":"2017-10-14T20:05:56","guid":{"rendered":"https:\/\/www.hsu-hh.de\/stochastik\/?page_id=559"},"modified":"2026-02-27T15:37:27","modified_gmt":"2026-02-27T14:37:27","slug":"arbeitspapiere","status":"publish","type":"page","link":"https:\/\/www.hsu-hh.de\/stochastik\/arbeitspapiere","title":{"rendered":"Arbeitspapiere"},"content":{"rendered":"
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Esslinger, A. (2024): A differentiation lemma for c\u00e0dl\u00e0g and c\u00e0gl\u00e0d functions. AP 2024-01.<\/span><\/div>\n
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Frahm, G. (2024): A Test for the Validity of Regression Models. AP 2023-01.<\/span><\/div>\n
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Ad\u00e4mmer, P. und Sch\u00fcssler, R. (2019): Forecasting the Equity Premium: Mind the News! AP 2019-02.<\/span><\/div>\n
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Frahm, G. und Huber, F. (2019): The Outperformance Probability of Mutual Funds. AP 2019-01.<\/span><\/div>\n
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Frahm, G. (2018): How Often Is the Financial Market Going to Collapse? AP 2018-05.<\/span><\/div>\n
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Frahm, G. (2018): An Intersection-Union Test for the Sharpe Ratio. AP 2018-04.<\/span><\/div>\n
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Frahm, G. (2018): The Likelihood-Ratio Test for V-Hypotheses. AP 2018-03.<\/span><\/div>\n
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Frahm, G. (2018): Statistical Properties of Estimators for the Log-Optimal Portfolio. AP 2018-02.<\/span><\/div>\n
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Frahm, G. (2018): A Solution to Ellsberg’s Paradox. AP 2018-01.<\/span><\/div>\n
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Frahm, G. (2017): Arbitrage Pricing Theory in Ergodic Markets. AP 2017-01.<\/span><\/div>\n
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Frahm, G., Nordhausen, K. und Oja, H. (2017): M-Estimation with Incomplete and Dependent Data. AP 2016-01.<\/span><\/div>\n
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Frahm, G. (2016): Cognizance vs. Ignorance in Aumann’s Model of Strategic Conflict. AP 2015-02.<\/span><\/div>\n
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Frahm, G. und Jaekel, U. (2015): Tyler’s M-Estimator in High-Dimensional Financial-Data Analysis. AP 2015-01.<\/span><\/div>\n
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Beckmann, J. und Sch\u00fcssler, R. (2014): Forecasting Exchange Rates under Model and Parameter Uncertainty. AP 2014-03.<\/span><\/div>\n
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Frahm, G., Jonen, A. und Sch\u00fcssler, R. (2014): The Fundamental Theorems of Asset Pricing and the Closed-End Fund Puzzle. AP 2014-02.<\/span><\/div>\n
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Beckmann, J. und Sch\u00fcssler, R. (2014): Forecasting Equity Premia using Bayesian Dynamic Model Averaging. AP 2014-01.<\/span><\/div>\n
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Frahm, G. (2014): A Theoretical Foundation of Portfolio Resampling. AP 2013-03.<\/span><\/div>\n
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Dobric, J., Frahm G. und Schmid, F. (2014): Dependence of Stock Returns in Bull and Bear Markets. AP 2013-02.<\/span><\/div>\n
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Frahm, G. (2018): Pricing and Valuation under the Real-World Measure (with corrigendum). AP 2013-01.<\/span><\/div>\n
pdf laden<\/span>\"download<\/span><\/a><\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

Esslinger, A. (2024): A differentiation lemma for c\u00e0dl\u00e0g and c\u00e0gl\u00e0d functions. AP 2024-01. pdf laden Frahm, G. (2024): A Test for the Validity of Regression Models. AP 2023-01. pdf laden […]<\/p>\n","protected":false},"author":103,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-559","page","type-page","status-publish","hentry","category-forschung"],"_links":{"self":[{"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/pages\/559","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/users\/103"}],"replies":[{"embeddable":true,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/comments?post=559"}],"version-history":[{"count":58,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/pages\/559\/revisions"}],"predecessor-version":[{"id":2663,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/pages\/559\/revisions\/2663"}],"wp:attachment":[{"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/media?parent=559"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/categories?post=559"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/stochastik\/wp-json\/wp\/v2\/tags?post=559"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}