//--> //--> //-->
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
~subject:"Hedge fund"
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: person:"Auer, Benjamin R."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedge fund
Portfolio selection
28
Portfolio-Management
28
Capital income
27
Kapitaleinkommen
27
Theorie
23
Theory
23
CAPM
16
Estimation
15
Schätzung
15
Börsenkurs
14
Share price
14
Performance measurement
12
Sharpe ratio
10
Volatility
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Aktienmarkt
9
Deutschland
9
GARCH
9
Stock market
9
Germany
8
Estimation theory
7
Friday the 13th
7
Hedge funds
7
Performance-Messung
7
Schätztheorie
7
Financial market
6
Finanzmarkt
6
Investment Fund
6
Investmentfonds
6
Ranking
6
Regression analysis
6
Regressionsanalyse
6
Risikomaß
6
Risikoprämie
6
Risk measure
6
Risk premium
6
Statistical theory
6
Statistische Methodenlehre
6
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Auer, Benjamin R.
5
Schuhmacher, Frank
2
Published in...
All
Finance research letters
1
Financial markets and portfolio management
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
The journal of asset management
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
2
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:
3
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/10009780275
Saved in:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->