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~accessRights:"restricted"
~person:"Auer, Benjamin R."
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Portfolio selection
14
Portfolio-Management
14
Capital income
7
Kapitaleinkommen
7
Performance measurement
5
Sharpe ratio
5
Theorie
5
Theory
5
Estimation theory
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Active portfolio management
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16
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Auer, Benjamin R.
Kuntze, Oscar-Erich
48
Fabozzi, Frank J.
46
Zaremba, Adam
36
Vrontis, Demetris
32
Kang, Sang Hoon
28
Kweh, Qian Long
28
Adomako, Samuel
27
Gunasekaran, Angappa
27
Hassan, M. Kabir
27
Kumar, Satish
27
Yang, Yang
27
Escobar, Marcos
26
Huo, Baofeng
26
Kraus, Sascha
25
Patel, Pankaj
25
Tiwari, Aviral Kumar
25
Zhu, Joe
25
Edmans, Alex
24
Lin, Chieh-Peng
24
Hammoudeh, Shawkat
23
Agnihotri, Raj
22
Chatterjee, Sheshadri
22
Chaudhuri, Ranjan
22
Cheng, T. C. E.
22
Karatepe, Osman M.
22
Van Reenen, John
22
Waal, André de
22
Xuan Vinh Vo
22
Li, Jun
21
Mensi, Walid
21
Wong, Wing Keung
21
Yang, Jun
21
Agasisti, Tommaso
20
Calabrò, Andrea
20
Nguyen, Duc Khuong
20
Prat, Andrea
20
Satchell, Stephen
20
Thurasamy Ramayah
20
Ting, Irene Wei Kiong
20
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Finance research letters
2
International Review of Financial Analysis
2
Economics Letters
1
Finance Research Letters
1
Global finance journal
1
Journal of International Financial Markets, Institutions and Money
1
Journal of business ethics : JOBE
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Research in International Business and Finance
1
Review of managerial science : RMS
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The journal of portfolio management : JPM
1
The journal of risk finance : JRF
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ECONIS (ZBW)
16
RePEc
6
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1
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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
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:
3
A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
Vinzelberg, Anja
;
Auer, Benjamin R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10012797861
Saved in:
4
On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R.
- In:
Review of managerial science : RMS
16
(
2022
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
Saved in:
5
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:
6
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:
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
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:
10
Performance
ranking (dis)similarities in commodity markets
Zhang, Hanxiong
;
Auer, Benjamin R.
;
Vortelinos, Dimitrios I.
- In:
Global finance journal
35
(
2018
),
pp. 115-137
Persistent link: https://www.econbiz.de/10012124804
Saved in:
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