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Finanzmarkteffizienz und Finanzmarktkrise
Seitz, Franz; Auer, Benjamin R. - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 39 (2010) 1, pp. 62-66
Persistent link: https://www.econbiz.de/10003922986
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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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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/10009737233
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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/10009780274
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Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R. - In: Journal of risk 18 (2015/2016) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Does the strength of capital market anomalies exhibit seasonal patterns?
Auer, Benjamin R. - In: Journal of economics and finance 43 (2019) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10012171002
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A simple way to capture transaction balances
Seitz, Franz - In: Economics letters 95 (2007) 2, pp. 230-233
Persistent link: https://www.econbiz.de/10003460427
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The demand for euro cash: a theoretical model and monetary policy implications
Seitz, Franz - 2003
Persistent link: https://www.econbiz.de/10002051793