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person:"Lakonishok, Josef"
~person:"Auer, Benjamin R."
~person:"Kočenda, Evžen"
~subject:"Ankündigungseffekt"
~subject:"Financial market"
~subject:"Portfolio-Management"
~subject:"Research expenditure"
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Ankündigungseffekt
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Portfolio-Management
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97
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97
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33
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Lakonishok, Josef
Auer, Benjamin R.
Kočenda, Evžen
Zaremba, Adam
47
Caporale, Guglielmo Maria
45
Pedersen, Lasse Heje
37
Guidolin, Massimo
34
Bekaert, Geert
33
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29
Agarwal, Vikas
27
Stambaugh, Robert F.
27
Guirguis, Michel
26
Bali, Turan G.
25
Plastun, Alex
24
Titman, Sheridan
24
Fabozzi, Frank J.
23
Grobys, Klaus
23
Lo, Andrew W.
23
Ang, Andrew
22
Campbell, John Y.
21
Engle, Robert F.
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Ferson, Wayne E.
21
Frazzini, Andrea
21
Harvey, Campbell R.
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Kaiser, Dieter G.
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Satchell, Stephen
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Zhou, Guofu
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Cakici, Nusret
19
Pástor, Ľuboš
19
Diebold, Francis X.
18
Gregoriou, Greg N.
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McAleer, Michael
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Clare, Andrew D.
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Jondeau, Eric
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Ludvigson, Sydney C.
17
Patton, Andrew J.
17
Zhang, Lu
17
Dahlquist, Magnus
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Nitschka, Thomas
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
6
Corporate governance through the proxy contest : evidence and implications
Ikenberry, David
- In:
The journal of business : B
66
(
1993
)
3
,
pp. 405-435
Persistent link: https://www.econbiz.de/10001147958
Saved in:
7
Market underreaction to open market share repurchases
Ikenberry, David
;
Lakonishok, Josef
;
Vermaelen, Theo
-
1993
Persistent link: https://www.econbiz.de/10000879079
Saved in:
8
Momentum strategies
Chan, Louis K. C.
-
1995
Persistent link: https://www.econbiz.de/10000935825
Saved in:
9
The stock market valuation of research and development expenditures
Chan, Louis K. C.
;
Lakonishok, Josef
;
Sougiannis, Theodore
-
1999
Persistent link: https://www.econbiz.de/10001399757
Saved in:
10
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
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