Narrow search
Showing 1 - 10 of 217
Cover Image
A note on empirical Sharpe ratio dynamics
Schuster, Martin; Auer, Benjamin R. - In: Economics letters 116 (2012) 1, pp. 124-128
Persistent link: https://www.econbiz.de/10009633783
Cover Image
Does the financial crisis influence the random walk behaviour of international stock markets?
Auer, Benjamin R.; Schuster, Martin - In: Applied economics letters 18 (2011) 4/6, pp. 319-323
Persistent link: https://www.econbiz.de/10009233021
Cover Image
Varianzquotiententests und Random Walk Verhalten internationaler Aktienmärkte
Auer, Benjamin R.; Schuster, Martin - In: Management review quarterly : systematic literature … 64 (2014) 2, pp. 73-100
Varianzquotiententests gehören mittlerweile zum "State of the Art" der empirischen Untersuchung von Aktienkursen auf Random Walk Verhalten. Dieser Artikel gibt einen kompakten Überblicküber diese Verfahren und geht insbesondere auch auf aktuelle Bootstrap-Entwicklungen auf diesem Gebiet ein....
Persistent link: https://www.econbiz.de/10010356216
Cover Image
Die Random Walk Hypothese und ihre Tests
Auer, Benjamin R.; Schuster, Martin - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 39 (2010) 12, pp. 605-607
Persistent link: https://www.econbiz.de/10008778111
Cover Image
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
Cover Image
Are standard asset pricing factors long-range dependent?
Auer, Benjamin R. - In: Journal of economics and finance 42 (2018) 1, pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Cover Image
Do socially responsible investment policies add or destroy European stock portfolio value?
Auer, Benjamin R. - In: Journal of business ethics : JOBE 135 (2016) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10011498530
Cover Image
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
Cover Image
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
Cover Image
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