Gabriel Frahm

from Wikipedia, the free encyclopedia

Gabriel Frahm (born March 21, 1972 ) is a German economist and mathematician . He holds the chair for applied stochastics and risk management at the Helmut Schmidt University ( University of the Federal Armed Forces in Hamburg ).

Career

Frahm graduated in 1999 a degree in business administration at the University of Cologne with the completion of the Diplom-Kaufmann . From 2000 to 2002 he worked as an internal consultant in the Mathematics / OR division at Westdeutsche Landesbank ( WestLB ) in Düsseldorf. He then conducted research from 2002 to 2004 at the Center of Advanced European Studies and Research ( Caesar ) in Bonn and in 2005 at the NEC Laboratories in Sankt Augustin in the field of financial mathematics . He received his doctorate in 2004 from the University of Cologne with the dissertation "Generalized Elliptical Distributions: Theory and Applications" in the field of statistics. In 2005 he moved to the chair of Statistics & Econometrics at the University of Cologne as a research assistant , where he also held the position of temporary academic advisor. In 2009 he completed his habilitation on “Advanced Methods of Multivariate Financial Data Analysis” and obtained the Venia Legendi in Statistics and Econometrics. After substitute professorships at the Institute for Econometrics & Empirical Economic Research at the University of Münster in 2010 and at the Chair for Applied Stochastics at the Helmut Schmidt University from 2010 to 2012, Frahm became a full-time professor in 2012 at the Chair for Applied Stochastics and Risk Management at the Helmut Schmidt University. Schmidt University appointed.

Frahm is the author of numerous research papers and works as a reviewer for various international scientific journals.

Research priorities

  • Capital market theory and portfolio optimization
  • Financial Mathematics and Econometrics
  • Game and decision theory
  • Copulas and extreme value theory
  • Robust covariance matrices
  • Random Matrix Theory
  • Missing data analysis

Awards

  • Six publication awards from the University of Cologne.
  • Best overall rating from the students of the WiSo Faculty of the University of Cologne among all lecturers in the Statistics Department.

Publications (excerpt)

  • Frahm, G. (1999): "Determination of the value-at-risk of financial portfolios using methods of extreme value theory", diploma thesis at the University of Cologne.
  • Frahm, G. (2004): “Generalized Elliptical Distributions: Theory and Applications”, dissertation at the University of Cologne.
  • Frahm, G. (2008): “Advanced Methods of Multivariate Financial Data Analysis”, habilitation thesis at the University of Cologne.
  • Frahm, G. (2019): "Rational Choice and Strategic Conflict: The Subjectivistic Approach to Game and Decision Theory", De Gruyter.

Web links

Commons : Gabriel Frahm  - Collection of images, videos and audio files

Individual evidence

  1. ↑ Univ.-Prof. Dr. Gabriel Frahm - Applied Stochastics and Risk Management. Retrieved January 6, 2018 .
  2. ↑ Curriculum Vitae. Helmut Schmidt University, accessed on January 8, 2018 .
  3. ↑ MeinProf eV: PD Dr. Gabriel Frahm (University of Münster, North Rhine-Westphalia) on MeinProf.de. Retrieved January 6, 2018 .
  4. ↑ Univ.-Prof. Dr. Gabriel Frahm. Koblenz University of Applied Sciences, accessed on January 6, 2018 .
  5. ↑ Curriculum Vitae. Helmut Schmidt University, accessed on January 8, 2018 .
  6. ↑ Gabriel Frahm on ResearchGate. Retrieved January 6, 2018 .
  7. ↑ Gabriel Frahm on SSRN. Accessed January 8, 2018 .
  8. ↑ Curriculum Vitae. Helmut Schmidt University, accessed on January 8, 2018 .
  9. ↑ Curriculum Vitae. Helmut Schmidt University, accessed on January 8, 2018 .
  10. ↑ WiSo-Mitteilungen No. 3 / WS 08/09, November 17, 2008, Student Council WiSo of the University of Cologne.
personal data
SURNAME Frahm, Gabriel
BRIEF DESCRIPTION German economist and mathematician
DATE OF BIRTH March 21, 1972