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type_genre:"Article in journal"
~person:"Auer, Benjamin R."
~person:"Bertrand, Philippe"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Portfolio selection
44
Portfolio-Management
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Theorie
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15
Kapitaleinkommen
15
Performance measurement
9
Performance-Messung
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Article in journal
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Auer, Benjamin R.
Bertrand, Philippe
Fabozzi, Frank J.
6
Kim, Young Shin
6
Mao, Tiantian
5
Račev, Svetlozar T.
5
Eling, Martin
4
Landsman, Zinoviy
4
Paolella, Marc S.
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Satchell, Stephen
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Xiong, Xiong
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Bodnar, Taras
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Kurosaki, Tetsuo
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Mora-Valencia, Andrés
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Ortobelli, Sergio
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Perote, Javier
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Polak, Pawel
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Reikvam, Kristin
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Schwartz, Eduardo S.
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Shushi, Tomer
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Sim, Melvyn
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Su, Jianxi
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Tan, Ken Seng
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Tang, Qihe
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Yang, Fan
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Yuan, Zhongyi
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Zoia, Maria Grazia
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Bianchi, Michele Leonardo
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Chabi-Yo, Fousseni
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International journal of business
2
Finance research letters
1
International journal of theoretical and applied finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Saved in:
2
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R.
- In:
Finance research letters
24
(
2018
),
pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
Saved in:
3
On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
Saved in:
4
The statistics of the information ratio
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
15
(
2010
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003959034
Saved in:
5
The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
13
(
2008
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10003770619
Saved in:
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