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~person:"Auer, Benjamin R."
~subject:"Portfolio selection"
~subject:"Strategic management"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Portfolio selection
Strategic management
Portfolio-Management
31
Capital income
16
Kapitaleinkommen
16
Theorie
12
Theory
12
Performance measurement
6
Performance-Messung
6
Sharpe ratio
6
Anlageverhalten
5
Behavioural finance
5
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5
Estimation theory
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Article
31
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Article in journal
Reprint
Aufsatz in Zeitschrift
31
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English
28
German
3
Author
All
Auer, Benjamin R.
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Henry, Craig
45
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Kang, Sang Hoon
32
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Lo, Andrew W.
27
Mensi, Walid
27
Zhou, Guofu
26
Maurer, Raimond
25
Teece, David J.
25
Young, Virginia R.
25
Forsyth, Peter A.
24
Kraft, Holger
24
Kraus, Sascha
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Hitt, Michael A.
23
Jarrow, Robert A.
23
Markowitz, Harry
23
Scherer, Bernd
23
Vanduffel, Steven
23
Xuan Vinh Vo
23
Clare, Andrew D.
22
Foss, Nicolai J.
22
McAleer, Michael
22
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Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
2
Financial markets and portfolio management
2
International review of financial analysis
2
Die Betriebswirtschaft : DBW
1
Economics letters
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
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 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 asset management : a major new, international quarterly journal for the financial community
1
The journal of portfolio management : JPM
1
The journal of risk finance : JRF
1
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ECONIS (ZBW)
31
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1
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10
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31
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1
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:
2
Core-satellite investing with commodity futures momentum
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10014583404
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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