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~person:"Auer, Benjamin R."
~subject:"Capital income"
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Search: subject:"performance"
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Capital income
Portfolio selection
28
Portfolio-Management
28
Kapitaleinkommen
14
Performance measurement
12
Sharpe ratio
10
Theorie
9
Theory
9
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Auer, Benjamin R.
Zaremba, Adam
41
Guidolin, Massimo
30
Bali, Turan G.
23
Grobys, Klaus
23
Guirguis, Michel
23
Moskowitz, Tobias J.
23
Caporale, Guglielmo Maria
20
O'Sullivan, Niall
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Ammann, Manuel
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Bekaert, Geert
19
Fabozzi, Frank J.
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Pedersen, Lasse Heje
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18
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Ferson, Wayne E.
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Satchell, Stephen
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Zhou, Guofu
18
Ang, Andrew
17
Jondeau, Eric
17
Lo, Andrew W.
17
Veldkamp, Laura
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Weigert, Florian
17
McAleer, Michael
16
Plastun, Alex
16
Van Nieuwerburgh, Stijn
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Wermers, Russ
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Hoesli, Martin
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Brooks, Robin
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Fletcher, Jonathan
14
Mateus, Cesario
14
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14
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Finance research letters
2
Financial markets and portfolio management
2
Financial analysts' journal : FAJ
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
Saved in:
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