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~accessRights:"restricted"
~person:"Auer, Benjamin R."
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"USA"
~type_genre:"Article in journal"
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Portfolio selection
Risiko
USA
Portfolio-Management
16
Capital income
8
Kapitaleinkommen
8
Theorie
6
Theory
6
Estimation theory
4
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Active portfolio management
1
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16
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English
16
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Auer, Benjamin R.
Fabozzi, Frank J.
35
Kang, Sang Hoon
29
Zaremba, Adam
28
Escobar, Marcos
25
Mensi, Walid
23
Tiwari, Aviral Kumar
22
Hammoudeh, Shawkat
21
Yoon, Seong-min
19
Vanduffel, Steven
18
Bouri, Elie
17
Forsyth, Peter A.
17
Wong, Wing Keung
17
Young, Virginia R.
17
Chen, An
16
Satchell, Stephen
16
Wang, Ruodu
16
Ur Rehman, Mobeen
15
Xuan Vinh Vo
15
Bernard, Carole
14
Goodell, John W.
14
Li, Duan
14
Shahzad, Syed Jawad Hussain
14
Yao, Haixiang
14
Zagst, Rudi
14
Capponi, Agostino
13
Cui, Xiangyu
13
Dai, Zhifeng
13
Nguyen, Duc Khuong
13
Wong, Hoi Ying
13
Yang, Jinqiang
13
Yousaf, Imran
13
Grobys, Klaus
12
Hernandez, Jose Arreola
12
Jang, Bong-Gyu
12
Kwon, Roy H.
12
Li, Danping
12
Liang, Zongxia
12
Lu, Xiaomeng
12
Tan, Ken Seng
12
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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
European journal of operational research : EJOR
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
Review of managerial science : RMS
1
The European journal of finance
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
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1
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
Saved in:
2
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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:
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