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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

Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis

Auer, Benjamin R. - In: Applied economics 47 (2015) 25/27, pp. 2844-2859

Persistent link: https://www.econbiz.de/10010519853

Does the choice of performance measure influence the evaluation of commodity investments?

Auer, Benjamin R. - In: International review of financial analysis 38 (2015), pp. 142-150

Persistent link: https://www.econbiz.de/10011337620

On the evaluation of soccer players : a comparison of a new game-theoretical approach to classic performance measures

Auer, Benjamin R.; Hiller, Tobias - In: Applied economics letters 22 (2015) 13/15, pp. 1100-1107

Persistent link: https://www.econbiz.de/10011312186

Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings

Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of international financial markets, … 24 (2013), pp. 153-165

Persistent link: https://www.econbiz.de/10009726414

Diamonds : a precious new asset?

Auer, Benjamin R.; Schuhmacher, Frank - In: International review of financial analysis 28 (2013), pp. 182-189

Persistent link: https://www.econbiz.de/10009762676

Varianzquotiententests und Random Walk Verhalten internationaler Aktienmärkte

Auer, Benjamin R.; Schuster, Martin - In: Management review quarterly : systematic literature … 64 (2014) 2, pp. 73-100

Varianzquotiententests gehören mittlerweile zum "State of the Art" der empirischen Untersuchung von Aktienkursen auf Random Walk Verhalten. Dieser Artikel gibt einen kompakten Überblicküber diese Verfahren und geht insbesondere auch auf aktuelle Bootstrap-Entwicklungen auf diesem Gebiet ein....

Persistent link: https://www.econbiz.de/10010356216

Could diamonds become an investor's best friend?

Auer, Benjamin R. - In: Review of managerial science 8 (2014) 3, pp. 351-383

Persistent link: https://www.econbiz.de/10010386707

Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?

Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573

Persistent link: https://www.econbiz.de/10010345895

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