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A note on empirical Sharpe ratio dynamics
Schuster, Martin
;
Auer, Benjamin R.
- In:
Economics letters
116
(
2012
)
1
,
pp. 124-129
Persistent link: https://www.econbiz.de/10009976927
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2
Die Verteilung der Abstimmungsmacht im Bundesrat
Hiller, Tobias
;
Auer, Benjamin R.
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
92
(
2012
)
4
,
pp. 267-274
Persistent link: https://www.econbiz.de/10009977864
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3
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/10010083920
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4
Can habit formation under complete market integration explain the cross-section of international equity risk premia?
Auer, Benjamin R.
- In:
Review of financial economics : RFE
22
(
2013
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10010102405
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5
RETRACTED ARTICLE: Investor sentiment, stock market valuation and merger activity
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International review of economics
60
(
2013
)
2
,
pp. 245-245
Persistent link: https://www.econbiz.de/10010134471
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6
The low return distortion of the Sharpe ratio
Auer, Benjamin R.
- In:
Financial markets and portfolio management
27
(
2013
)
3
,
pp. 299-306
Persistent link: https://www.econbiz.de/10010179929
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7
Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
1
,
pp. 13-18
Persistent link: https://www.econbiz.de/10009866655
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8
Relative Prognosegüte kapitalmarkt- und konsumbasierter Variablen für kurz-, mittel- und langfristige deutsche Aktienrenditen
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
4
,
pp. 279-285
Persistent link: https://www.econbiz.de/10009866676
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9
Konsumbasierte Kapitalmarktmodelle und globale Rezessionsindikatoren
Auer, Benjamin R.
- In:
Corporate finance / Biz
2
(
2011
)
5
,
pp. 331-337
Persistent link: https://www.econbiz.de/10009866681
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10
Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Auer, Benjamin R.
- In:
Applied financial economics
21
(
2011
)
17
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10009185908
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