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~subject:"Portfolio selection"
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Portfolio selection
Theorie
40
Theory
40
Portfolio-Management
38
Capital income
29
Kapitaleinkommen
29
Performance measurement
20
CAPM
17
Börsenkurs
15
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15
Schätzung
15
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15
Performance-Messung
14
Aktienmarkt
11
Sharpe ratio
11
Deutschland
10
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10
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10
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10
ARCH model
9
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9
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9
Germany
9
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Estimation theory
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8
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8
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7
Finanzanalyse
7
Friday the 13th
7
Hedge funds
7
Investment Fund
7
Investmentfonds
7
Regression analysis
7
Regressionsanalyse
7
Risikomaß
7
Risk measure
7
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36
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2
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English
30
German
8
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Auer, Benjamin R.
32
Schuhmacher, Frank
20
Breuer, Wolfgang
3
Eling, Martin
3
Stadtmüller, Immo
3
Gürtler, Marc
2
Kohrs, Hendrik
2
Marohn, Marcel
2
Arnold, Stephan
1
Guo, Biao
1
Hoffmann, Andreas
1
Mehlitz, Julia S.
1
Niemann, Sebastian
1
Scheller, Felix
1
Schuster, Martin
1
Steuer, Ralph E.
1
Utz, Sebastian
1
Vinzelberg, Anja
1
Xiao, Yugu
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Financial markets and portfolio management
2
Gabler-Lehrbuch
2
International review of financial analysis
2
Die Betriebswirtschaft : DBW
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
Handbuch Alternative Investments ; Bd. 1
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of business ethics : JOBE
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Research in international business and finance
1
Review of managerial science
1
Review of managerial science : RMS
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of portfolio management : JPM
1
The journal of risk finance : JRF
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
38
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1
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1
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
Saved in:
2
Portfoliooptimierung
Schuhmacher, Frank
;
Auer, Benjamin R.
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
38
(
2009
)
5
,
pp. 679-687
Persistent link: https://www.econbiz.de/10003837511
Saved in:
3
Handelsstrategien mit Aktienoptionen
Schuhmacher, Frank
;
Auer, Benjamin R.
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
39
(
2010
)
3
,
pp. 356-362
Persistent link: https://www.econbiz.de/10003943344
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank
;
Kohrs, Hendrik
;
Auer, Benjamin R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Saved in:
9
Liquid betting against beta in Dow Jones industrial average stocks
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Financial analysts' journal : FAJ
71
(
2015
)
6
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011687990
Saved in:
10
Core-satellite investing with commodity futures momentum
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10014583404
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