Similar Search Results

A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio

Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290

Persistent link: https://www.econbiz.de/10011982607

Die Verteilung der Abstimmungsmacht im Bundesrat

Hiller, Tobias; Auer, Benjamin R. - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 92 (2012) 4, pp. 267-273

Die Stimmanteile der Bundesländer im Bundesrat basieren auf einem Stufenmodell in Abhängigkeit von der Einwohnerzahl. Da die Abstimmungsmacht nicht dem relativen Stimmanteil eines Bundeslands entspricht, analysieren die Autoren die Verteilung der Abstimmungsmacht im Bundesrat mit Hilfe von...

Persistent link: https://www.econbiz.de/10009532583

What do scientists know about inflation hedging?

Arnold, Stephan; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 34 (2015), pp. 187-214

Persistent link: https://www.econbiz.de/10011539875

Do socially responsible investment policies add or destroy European stock portfolio value?

Auer, Benjamin R. - In: Journal of business ethics : JOBE 135 (2016) 2, pp. 381-397

Persistent link: https://www.econbiz.de/10011498530

Reducing complexity in multivariate electricity price forecasting

Kohrs, Hendrik; Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of energy sector management 16 (2022) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10012797670

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

Have trend-following signals in commodity futures markets become less reliable in recent years?

Auer, Benjamin R. - In: Financial markets and portfolio management 35 (2021) 4, pp. 533-553

Persistent link: https://www.econbiz.de/10012651788

Comparing the small-sample estimation error of conceptually different risk measures

Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21

Persistent link: https://www.econbiz.de/10012662011

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

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