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~subject:"Capital income"
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Capital income
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11
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9
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Auer, Benjamin R.
9
Schuhmacher, Frank
9
Stadtmüller, Immo
2
Kohrs, Hendrik
1
Niemann, Sebastian
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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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International review of financial analysis
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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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
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:
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
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:
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
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:
7
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:
8
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:
9
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:
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