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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
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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
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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
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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
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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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Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
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Sind konsumbasierte Kapitalmarktmodelle mit europäischen Wertpapierrenditen vereinbar?
Auer, Benjamin R. - In: Review of economics 62 (2011) 1, pp. 56-87
Persistent link: https://www.econbiz.de/10009236860
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Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?
Auer, Benjamin R. - In: Jahrbücher für Nationalökonomie und Statistik 232 (2012) 5, pp. 518-544
Persistent link: https://www.econbiz.de/10009614768
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Should hedge funds be cautious reporting high returns?
Auer, Benjamin R. - In: Research in international business and finance 30 (2014), pp. 195-201
Persistent link: https://www.econbiz.de/10010390267
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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