Stanislaus Maier-Paape

Identifiers

• name variant Stanislaus Maier-Paape 0.60 · backfill

Papers (9)

1. A General Framework for Portfolio Theory. Part II: drawdown risk measures q-fin.RM · 2017 · author #1
2. A General Framework for Portfolio Theory. Part I: theory and various models q-fin.PM · 2017 · author #1
3. Existence and Uniqueness for the Multivariate Discrete Terminal Wealth Relative q-fin.PM · 2017 · author #2
4. Risk averse fractional trading using the current drawdown q-fin.RM · 2016 · author #1
5. Survey on log-normally distributed market-technical trend data q-fin.ST · 2016 · author #2
6. Correctness of Backtest Engines q-fin.TR · 2015 · author #2
7. Lead-Lag Relationship using a Stop-and-Reverse-MinMax Process q-fin.ST · 2015 · author #1
8. Backtest of Trading Systems on Candle Charts q-fin.TR · 2014 · author #1
9. Empirical Study of the 1-2-3 Trend Indicator q-fin.ST · 2014 · author #2

Mentions

• 1509.08248 #2 · backfill · confidence 0.70 Stanislaus Maier-Paape
• 1504.06235 #1 · backfill · confidence 0.70 Stanislaus Maier-Paape
• 1412.5558 #1 · backfill · confidence 0.70 Stanislaus Maier-Paape
• 1409.5321 #2 · backfill · confidence 0.70 Stanislaus Maier-Paape

Frequent Coauthors

• Andreas Platen 4 shared papers
• Qiji Jim Zhu 2 shared papers
• Andreas Hermes 1 shared papers
• Ren\'e Kempen 1 shared papers
• Robert L\"ow 1 shared papers
• Yasemin Hafizogullari 1 shared papers