Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
Auer, Benjamin R. - In: Finance research letters 16 (2016), pp. 255-267
Persistent link: https://www.econbiz.de/10011656212
Cover Image
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