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~person:"Auer, Benjamin R."
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Insurance"
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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
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Article in journal
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25
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Auer, Benjamin R.
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
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28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
Ang, Andrew
20
Gollier, Christian
20
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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
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Journal of international financial markets, institutions & money
1
Journal of risk
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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
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The North American journal of economics and finance : a journal of financial economics studies
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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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