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~person:"Auer, Benjamin R."
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Auer, Benjamin R.
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ECONIS (ZBW)
15
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1
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1
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:
2
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:
3
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:
4
Are standard
asset
pricing
factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
5
Liquid betting against beta in Dow Jones industrial average stocks
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Financial analysts' journal : FAJ
71
(
2015
)
6
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011687990
Saved in:
6
Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
1
,
pp. 13-18
Persistent link: https://www.econbiz.de/10008807469
Saved in:
7
Can consumption-based
asset
pricing
models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
Saved in:
8
Can habit formation under complete market integration explain the cross-section of international equity risk premia?
Auer, Benjamin R.
- In:
Review of financial economics : RFE
22
(
2013
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10009737233
Saved in:
9
Can consumption-based
asset
pricing
models explain the cross-section of international equity risk premia?
Auer, Benjamin R.
- In:
Die Betriebswirtschaft : DBW
72
(
2012
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10009522416
Saved in:
10
Can consumption-based
asset
pricing
models explain German industry, size and valued portfolio returns?
Auer, Benjamin R.
- In:
Die Betriebswirtschaft : DBW
72
(
2012
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10009487706
Saved in:
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