@misc{AuerSchuhmacher, author = {Auer, Benjamin R. and Schuhmacher, Frank}, title = {Comparing the small-sample estimation error of conceptually different risk measures}, series = {International Journal of Theoretical and Applied Finance}, volume = {24}, journal = {International Journal of Theoretical and Applied Finance}, number = {5}, issn = {1793-6322}, pages = {21}, language = {en} } @misc{SchuhmacherKohrsAuer, author = {Schuhmacher, Frank and Kohrs, Hendrik and Auer, Benjamin R.}, title = {Justifying mean-variance portfolio selection when asset returns are skewed}, series = {Management Science}, volume = {67}, journal = {Management Science}, number = {12}, doi = {10.1287/mnsc.2020.3846}, pages = {7824}, language = {en} } @misc{StadtmuellerAuerSchuhmacher, author = {Stadtm{\"u}ller, Immo and Auer, Benjamin R. and Schuhmacher, Frank}, title = {On the benefits of active stock selection strategies for diversified investors}, series = {Quarterly Review of Economics and Finance}, volume = {Vol. 85}, journal = {Quarterly Review of Economics and Finance}, issn = {1062-9769}, doi = {10.1016/j.qref.2022.04.006}, pages = {342 -- 354}, language = {en} } @misc{StadtmuellerAuerSchuhmacher, author = {Stadtm{\"u}ller, Immo and Auer, Benjamin R. and Schuhmacher, Frank}, title = {On the time-varying dynamics of stock and commodity momentum returns}, series = {Finance Research Letters}, volume = {Vol. 46, pt. B}, journal = {Finance Research Letters}, issn = {1544-6131}, doi = {10.1016/j.frl.2021.102385}, pages = {1 -- 10}, language = {en} } @misc{AuerSchuhmacher, author = {Auer, Benjamin R. and Schuhmacher, Frank}, title = {Are there multiple independent risk anomalies in the cross-section of stock returns?}, series = {Journal of Risk}, volume = {24}, journal = {Journal of Risk}, number = {2}, issn = {1755-2842}, language = {en} } @misc{KohrsAuerSchuhmacher, author = {Kohrs, Hendrik and Auer, Benjamin R. and Schuhmacher, Frank}, title = {Reducing complexity in multivariate electricity price forecasting}, series = {International Journal of Energy Sector Management}, volume = {16}, journal = {International Journal of Energy Sector Management}, number = {1}, issn = {1750-6220}, doi = {10.1108/IJESM-12-2020-0017}, pages = {21 -- 49}, language = {en} }