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Volatilitätsmessung auf Aktien-, Anleihen- und Rohstoffmärkten
Auer, Benjamin R. - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 43 (2014) 8, pp. 429-435
Persistent link: https://www.econbiz.de/10010387975
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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
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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
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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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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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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
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Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Auer, Benjamin R. - In: Applied financial economics 21 (2011) 16/18, pp. 1273-1279
Persistent link: https://www.econbiz.de/10009348290
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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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Saisonbereinigung
Auer, Benjamin R. - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 49 (2020) 8/9, pp. 858-860
Persistent link: https://www.econbiz.de/10012285816