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Sind Wertpapiere stets fair bewertet? : Eine theoretische Untersuchung der Effizienzmarkthypothese

Schuhmacher, Frank - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 51 (2003) 12, pp. 937-942

Persistent link: https://www.econbiz.de/10001850968

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

As recent research highlights that the Sharpe ratio has a decision theoretic foundation even in the case of asymmetric or fat-tailed excess returns and thus is adequate even for the evaluation of hedge funds, this note provides the first Sharpe ratio based performance analysis of the hedge fund...

Persistent link: https://www.econbiz.de/10010719854

Ist die Effizienzmarktthese widerlegt?

Schredelseker, Klaus - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 52 (2004) 3, pp. 189-190

Persistent link: https://www.econbiz.de/10001981473

The parent company puzzle on the German stock market

Eling, Martin; Schuhmacher, Frank - In: Financial markets and portfolio management 19 (2005) 1, pp. 7-28

Persistent link: https://www.econbiz.de/10003213018

The Parent Company Puzzle an the German Stock Market

Eling, Martin; Schuhmacher, Frank - In: Financial markets and portfolio management 19 (2005) 1, pp. 7-28

Persistent link: https://www.econbiz.de/10006076814