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~person:"Auer, Benjamin R."
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Search: person:"Schuhmacher, Frank"
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Portfolio selection
13
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9
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Sharpe ratio
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Auer, Benjamin R.
Schuhmacher, Frank
132
Eling, Martin
25
Breuer, Wolfgang
22
Gürtler, Marc
17
Kohrs, Hendrik
5
Oechssler, Jörg
5
Oechssler, Joerg
4
Kleefisch, Anke
2
Schredelseker, Klaus
2
Stadtmüller, Immo
2
Auer, Benjamin
1
Auer, Benjamin Rainer
1
Dinkelbach, Werner
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Guo, Biao
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Mühlichen, Hermann
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Niemann, Sebastian
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
6
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
European Journal of Operational Research
1
European journal of operational research : EJOR
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Finance Research Letters
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Financial analysts' journal : FAJ
1
International Review of Financial Analysis
1
International journal of energy sector management
1
International journal of theoretical and applied finance
1
International review of economics
1
Journal of International Financial Markets, Institutions and Money
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
24
RePEc
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OLC EcoSci
3
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1
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:
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
Reducing complexity in multivariate electricity price forecasting
Kohrs, Hendrik
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of energy sector management
16
(
2022
)
1
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012797670
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
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:
6
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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
Pricing and risk of swing contracts in natural gas markets
Kohrs, Hendrik
;
Mühlichen, Hermann
;
Auer, Benjamin R.
; …
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 77-167
Persistent link: https://www.econbiz.de/10012311666
Saved in:
10
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:
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