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Could diamonds become an investor's best friend?
Auer, Benjamin R. - In: Review of managerial science 8 (2014) 3, pp. 351-383
Persistent link: https://www.econbiz.de/10010386707
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Können konsumbasierte Kapitalmarktmodelle den Querschnitt internationaler Aktienriskoprämien erklären?
Auer, Benjamin R. - In: Die Betriebswirtschaft : DBW 72 (2012) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10009522416
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Do socially responsible investment policies add or destroy European stock portfolio value?
Auer, Benjamin R. - In: Journal of business ethics : JOBE 135 (2016) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10011498530
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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
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Do carry trade returns show signs of long memory?
Auer, Benjamin R.; Hoffmann, Andreas - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 201-208
Persistent link: https://www.econbiz.de/10011627532
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How does the choice of Value-at-Risk estimator influence asset allocation decisions?
Scheller, Felix; Auer, Benjamin R. - In: Quantitative finance 18 (2018) 12, pp. 2005-2022
Persistent link: https://www.econbiz.de/10012262943
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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
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Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.; Auer, Benjamin R. - In: The European journal of finance 30 (2024) 8, pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
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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
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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