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~isPartOf:"Finance research letters"
~isPartOf:"Journal of investment management : JOIM"
~person:"Schuhmacher, Frank"
~subject:"Investmentfonds"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
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Finance research letters
Journal of investment management : JOIM
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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
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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
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