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The low return distortion of t...
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51
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
Saved in:
52
Reducing complexity in multivariate electricity price forecasting
Kohrs, Hendrik
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of energy sector management
16
(
2022
)
1
,
pp. 21-49
Persistent link: https://www.econbiz.de/10012797670
Saved in:
53
A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
Vinzelberg, Anja
;
Auer, Benjamin R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10012797861
Saved in:
54
Monte-Carlo-Evaluation von Instrumentenvariablenschätzern
Auer, Benjamin R.
;
Rottmann, Horst
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
50
(
2021
)
5
,
pp. 46-50
Persistent link: https://www.econbiz.de/10012518346
Saved in:
55
Have trend-following signals in commodity futures markets become less reliable in recent years?
Auer, Benjamin R.
- In:
Financial markets and portfolio management
35
(
2021
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10012651788
Saved in:
56
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
57
Intraklassenkorrelation
Auer, Benjamin R.
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
50
(
2021
)
6
,
pp. 650-653
Persistent link: https://www.econbiz.de/10012583476
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58
Ist Gold in Krisenzeiten ein sicherer Hafen?
Auer, Benjamin R.
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
51
(
2022
)
6
,
pp. 46-47
Persistent link: https://www.econbiz.de/10013256661
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59
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
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60
On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R.
- In:
Review of managerial science : RMS
16
(
2022
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
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