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~person:"Schuhmacher, Frank"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Portfolio selection
17
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17
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6
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4
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3
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Schuhmacher, Frank
Zaremba, Adam
32
Auer, Benjamin R.
16
Grobys, Klaus
13
Guidolin, Massimo
12
Satchell, Stephen
12
Sehgal, Sanjay
12
Clare, Andrew D.
11
Wong, Wing Keung
11
Zhou, Guofu
11
Bali, Turan G.
10
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10
Schaub, Mark
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9
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9
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9
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9
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9
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9
Bu, Qiang
8
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8
Hammoudeh, Shawkat
8
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8
Narayan, Paresh Kumar
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8
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8
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Ang, Andrew
7
Dai, Zhifeng
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7
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7
Ma, Feng
7
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7
Pedersen, Lasse Heje
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
International review of financial analysis
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Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
10
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1
Core-satellite investing with commodity futures momentum
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10014583404
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 153-165
Persistent link: https://www.econbiz.de/10009726414
Saved in:
9
Diamonds : a precious new asset?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International review of financial analysis
28
(
2013
),
pp. 182-189
Persistent link: https://www.econbiz.de/10009762676
Saved in:
10
Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
10
(
2013
)
4
,
pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
Saved in:
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