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~person:"Auer, Benjamin R."
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Search: ("Bank lending" OR "Comparison" OR "Economic adjustment" OR "Financial crisis" OR "International financial market" OR "Investment" OR "Macroeconomic effect" OR "USA") AND NOT isPartOf:Intereconomics
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Portfolio selection
Capital income
25
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25
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10
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10
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10
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10
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Aufsatz in Zeitschrift
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Auer, Benjamin R.
Zaremba, Adam
32
Wong, Wing Keung
26
Satchell, Stephen
23
Fabozzi, Frank J.
22
Gallagher, David R.
20
Levy, Haim
20
Lo, Andrew W.
19
Guidolin, Massimo
18
Van Vuuren, Gary
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Ang, Andrew
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Clare, Andrew D.
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Faff, Robert W.
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Sarto, José Luis
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Grobys, Klaus
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Guerard, John Baynard
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Hammoudeh, Shawkat
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Hens, Thorsten
15
Nguyen, Duc Khuong
15
Xuan Vinh Vo
15
Zeng, Yan
15
Zhou, Guofu
15
Andreu, Laura
14
Maurer, Raimond
14
Mitchell, Olivia S.
14
Scherer, Bernd
14
Wermers, Russ
14
Young, Virginia R.
14
Chen, An
13
Drew, Michael E.
13
Drobetz, Wolfgang
13
Kryzanowski, Lawrence
13
McAleer, Michael
13
Post, Thierry
13
Titman, Sheridan
13
Tiwari, Aviral Kumar
13
Warren, Geoff
13
Zagst, Rudi
13
Fletcher, Jonathan
12
Kakushadze, Zura
12
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Finance research letters
2
Financial markets and portfolio management
2
International review of financial analysis
2
Financial analysts' journal : FAJ
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
Research in international business and finance
1
Review of managerial science
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Review of managerial science : RMS
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ECONIS (ZBW)
19
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1
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10
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19
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Date (oldest first)
1
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:
2
Does the choice of performance measure influence the evaluation of commodity investments?
Auer, Benjamin R.
- In:
International review of financial analysis
38
(
2015
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011337620
Saved in:
3
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:
4
Do socially responsible
investment
policies add or destroy European stock portfolio value?
Auer, Benjamin R.
- In:
Journal of business ethics : JOBE
135
(
2016
)
2
,
pp. 381-397
Persistent link: https://www.econbiz.de/10011498530
Saved in:
5
The low return distortion of the Sharpe ratio
Auer, Benjamin R.
- In:
Financial markets and portfolio management
27
(
2013
)
3
,
pp. 299-306
Persistent link: https://www.econbiz.de/10009780274
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Should hedge funds be cautious reporting high returns?
Auer, Benjamin R.
- In:
Research in international business and finance
30
(
2014
),
pp. 195-201
Persistent link: https://www.econbiz.de/10010390267
Saved in:
1
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