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ECONIS (ZBW)
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Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Auer, Benjamin R.
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1273-1279
Persistent link: https://www.econbiz.de/10009348290
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
Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
Saved in:
4
Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R.
- In:
Energy economics
43
(
2014
),
pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
Saved in:
5
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:
6
On time-varying predictability of emerging stock market returns
Auer, Benjamin R.
- In:
Emerging markets review
27
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011670949
Saved in:
7
Does the strength of capital market anomalies exhibit seasonal patterns?
Auer, Benjamin R.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012171002
Saved in:
8
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/10009780274
Saved in:
9
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:
10
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
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