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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/10009780275
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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
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
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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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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
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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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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