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Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
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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
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
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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