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~accessRights:"restricted"
~person:"Auer, Benjamin R."
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Portfolio-Management
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Capital income
21
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Auer, Benjamin R.
Timmermann, Allan
Gupta, Rangan
63
Zaremba, Adam
59
Wang, Yudong
24
Massa, Massimo
23
Tiwari, Aviral Kumar
22
Bouri, Elie
21
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19
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18
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18
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16
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16
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15
Sehgal, Sanjay
15
Long, Huaigang
14
Shahzad, Syed Jawad Hussain
14
Bali, Turan G.
13
Grobys, Klaus
13
Kaniel, Ron
13
Pástor, Ľuboš
13
Stambaugh, Robert F.
13
Todorov, Viktor
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Xuan Vinh Vo
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11
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
23
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1
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
2
Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797255
Saved in:
3
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
4
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:
5
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:
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 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:
8
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:
9
Network centrality and delegated investment performance
Rossi, Alberto
;
Blake, David
;
Timmermann, Allan
;
Tonks, Ian
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
Saved in:
10
Runs on money market funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
-
2014
Persistent link: https://www.econbiz.de/10010363565
Saved in:
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