//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Auer, Benjamin R."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"asset pricing"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
CAPM
15
Capital income
9
Kapitaleinkommen
9
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Deutschland
5
Germany
5
Portfolio selection
5
Portfolio-Management
5
Risikoprämie
4
Risk premium
4
Aktienmarkt
3
Stock market
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
CCAPM
2
Rendite
2
Share price
2
Volatility
2
Volatilität
2
Yield
2
1973-2009
1
1980-2006
1
ARCH model
1
ARCH-Modell
1
Active portfolio management
1
Aktienindex
1
Austria
1
Beta effect
1
Beta risk
1
Betafaktor
1
Bivariate GARCH
1
Book-to-market effect
1
Capital market returns
1
Conditional covariance
1
Covariance shrinkage
1
Denmark
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
15
Language
All
English
8
German
7
Author
All
Auer, Benjamin R.
Zaremba, Adam
66
Jarrow, Robert A.
36
Faff, Robert W.
34
Cakici, Nusret
31
Madan, Dilip B.
29
Fabozzi, Frank J.
28
Ferson, Wayne E.
26
Harvey, Campbell R.
25
Sehgal, Sanjay
24
Hens, Thorsten
23
Lee, Cheng F.
23
Zhou, Guofu
23
Hansen, Lars Peter
22
Fama, Eugene F.
21
Bossaerts, Peter L.
20
Rubio, Gonzalo
20
Cochrane, John H.
19
Fletcher, Jonathan
19
Levy, Haim
19
Satchell, Stephen
19
Yang, Chunpeng
19
Kan, Raymond
18
Robotti, Cesare
18
Campbell, John Y.
17
Zhang, Lu
17
Bali, Turan G.
16
Duffie, Darrell
16
Lo, Andrew W.
16
Longstaff, Francis A.
16
Löffler, Andreas
16
Brennan, Michael J.
15
Guo, Hui
15
Hommes, Cars H.
15
Li, Bin
15
Renault, Eric
15
Shanken, Jay
15
Zhong, Angel
15
Chiarella, Carl
14
Garcia, René
14
more ...
less ...
Published in...
All
Corporate finance / Biz
3
Die Betriebswirtschaft : DBW
2
Applied economics
1
Applied financial economics
1
Financial analysts' journal : FAJ
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics and finance
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of economics
1
Review of financial economics : RFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Are standard
asset
pricing
factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
5
Liquid betting against beta in Dow Jones industrial average stocks
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Financial analysts' journal : FAJ
71
(
2015
)
6
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011687990
Saved in:
6
Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
1
,
pp. 13-18
Persistent link: https://www.econbiz.de/10008807469
Saved in:
7
Can habit formation under complete market integration explain the cross-section of international equity risk premia?
Auer, Benjamin R.
- In:
Review of financial economics : RFE
22
(
2013
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10009737233
Saved in:
8
Can consumption-based
asset
pricing
models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
Saved in:
9
Can consumption-based
asset
pricing
models explain German industry, size and valued portfolio returns?
Auer, Benjamin R.
- In:
Die Betriebswirtschaft : DBW
72
(
2012
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10009487706
Saved in:
10
Can consumption-based
asset
pricing
models explain the cross-section of international equity risk premia?
Auer, Benjamin R.
- In:
Die Betriebswirtschaft : DBW
72
(
2012
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10009522416
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->