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~person:"Auer, Benjamin R."
~type_genre:"Article in journal"
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Search: subject:"performance"
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Portfolio selection
28
Portfolio-Management
28
Capital income
14
Kapitaleinkommen
14
Theorie
9
Theory
9
Performance measurement
7
Performance-Messung
7
Sharpe ratio
6
CAPM
5
Estimation theory
5
Hedge fund
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Hedgefonds
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Schätztheorie
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4
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Article in journal
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32
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English
28
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Auer, Benjamin R.
Fabozzi, Frank J.
83
Wong, Wing Keung
51
Kuntze, Oscar-Erich
49
Lee, Seoki
47
Waal, André de
46
Woessmann, Ludger
45
Kraus, Sascha
42
Cheng, T. C. E.
41
Kweh, Qian Long
41
Wagner, Joachim
41
Satchell, Stephen
39
Karatepe, Osman M.
38
Zaremba, Adam
38
Gunasekaran, Angappa
36
Hassan, M. Kabir
36
Vrontis, Demetris
36
Kuvalin, Dmitrij B.
35
Hammoudeh, Shawkat
34
Huo, Baofeng
34
Thurasamy Ramayah
34
Faff, Robert W.
33
Korn, Ralf
33
Patel, Pankaj C.
33
Adomako, Samuel
32
Brettel, Malte
32
Escobar, Marcos
32
Kumar, Satish
32
Yang, Yang
32
Kellermanns, Franz W.
31
Sarkis, Joseph
31
Ukko, Juhani
31
Zagst, Rudi
31
Ahuja, Inderpreet Singh
30
Hasan, Iftekhar
30
Li, Duan
30
Parnell, John A.
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Saen, Reza Farzipoor
30
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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
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
2
Financial markets and portfolio management
2
International review of financial analysis
2
Applied economics letters
1
Die Betriebswirtschaft : DBW
1
Economics letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of theoretical and applied finance
1
Journal of business ethics : JOBE
1
Journal of international financial markets, institutions & money
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
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
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
32
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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
Does the choice of
performance
measure influence the evaluation of commodity investments?
Auer, Benjamin R.
- In:
International review of financial analysis
38
(
2015
),
pp. 142-150
Persistent link: https://www.econbiz.de/10011337620
Saved in:
4
On the evaluation of soccer players : a comparison of a new game-theoretical approach to classic
performance
measures
Auer, Benjamin R.
;
Hiller, Tobias
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1100-1107
Persistent link: https://www.econbiz.de/10011312186
Saved in:
5
On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio
performance
evaluation setting
Auer, Benjamin R.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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