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type:"article"
~person:"Auer, Benjamin R."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
28
Portfolio-Management
28
Capital income
14
Kapitaleinkommen
14
Theorie
9
Theory
9
Performance measurement
6
Performance-Messung
6
Sharpe ratio
6
CAPM
5
Estimation theory
5
Hedge fund
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Hedgefonds
5
Schätztheorie
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Betriebliche Kennzahl
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
28
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English
25
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3
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Auer, Benjamin R.
Fabozzi, Frank J.
109
Wong, Wing Keung
47
Satchell, Stephen
44
Korn, Ralf
35
Maurer, Raimond
35
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Zaremba, Adam
33
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kang, Sang Hoon
29
Kraft, Holger
28
Lo, Andrew W.
28
Markowitz, Harry
28
Levy, Haim
27
Tiwari, Aviral Kumar
27
Gollier, Christian
26
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Jarrow, Robert A.
23
Mensi, Walid
23
Nguyen, Duc Khuong
23
Post, Thierry
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
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Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
2
Financial markets and portfolio management
2
International review of financial analysis
2
Die Betriebswirtschaft : DBW
1
Economics letters
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance
1
Journal of business ethics : JOBE
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Research in international business and finance
1
Review of managerial science
1
Review of managerial science : RMS
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The journal of portfolio management : JPM
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The journal of risk finance : JRF
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ECONIS (ZBW)
28
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1
Cloning mutual fund returns
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Niemann, Sebastian
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 31-37
Persistent link: https://www.econbiz.de/10014431851
Saved in:
2
Rehabilitating mean-variance portfolio selection : theory and evidence
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Kohrs, Hendrik
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 159-178
Persistent link: https://www.econbiz.de/10014308106
Saved in:
3
A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
Vinzelberg, Anja
;
Auer, Benjamin R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10012797861
Saved in:
4
On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R.
- In:
Review of managerial science : RMS
16
(
2022
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
Saved in:
5
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Saved in:
6
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
7
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:
8
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
9
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:
10
How does the choice of Value-at-Risk estimator influence asset allocation decisions?
Scheller, Felix
;
Auer, Benjamin R.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2005-2022
Persistent link: https://www.econbiz.de/10012262943
Saved in:
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