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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/10010102405

RETRACTED ARTICLE: Investor sentiment, stock market valuation and merger activity

Auer, Benjamin R.; Schuhmacher, Frank - In: International review of economics 60 (2013) 2, pp. 245-245

Persistent link: https://www.econbiz.de/10010134471

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/10010179929

Risikoaversion und Equity-Premium-Puzzle : eine Analyse des deutschen Finanzmarktes

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 1, pp. 13-18

Persistent link: https://www.econbiz.de/10009866655

Relative Prognosegüte kapitalmarkt- und konsumbasierter Variablen für kurz-, mittel- und langfristige deutsche Aktienrenditen

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 4, pp. 279-285

Persistent link: https://www.econbiz.de/10009866676

Konsumbasierte Kapitalmarktmodelle und globale Rezessionsindikatoren

Auer, Benjamin R. - In: Corporate finance / Biz 2 (2011) 5, pp. 331-337

Persistent link: https://www.econbiz.de/10009866681

Can consumption-based asset pricing models explain the cross-section of investment funds returns?

Auer, Benjamin R. - In: Applied financial economics 21 (2011) 17, pp. 1273-1280

Persistent link: https://www.econbiz.de/10009185908

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/10010123276

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, pp. 3564-3573

Persistent link: https://www.econbiz.de/10010053611

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) C, pp. 153-165

In this article, we analyse whether the class of adequately defined drawdown-based performance measures produces hedge fund rankings similar to the one that can be obtained using the Sharpe ratio. Supported by a series of robustness checks, we find that the choice of performance measure does not...

Persistent link: https://www.econbiz.de/10010747583