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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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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
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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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Risk assessment of mortgage covered bonds : international evidence
Gürtler, Marc; Neelmeier, Philipp - In: Finance research letters 28 (2019), pp. 292-298
Persistent link: https://www.econbiz.de/10012388327
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Cumulative prospect theory for piecewise continuous distributions
Gürtler, Marc; Stolpe, Julia - In: Finance research letters 22 (2017), pp. 5-10
Persistent link: https://www.econbiz.de/10011807938