@misc{Auer, author = {Auer, Benjamin R.}, title = {Ausfallwahrscheinlichkeit}, series = {Das Wirtschaftsstudium : WISU}, journal = {Das Wirtschaftsstudium : WISU}, number = {7}, issn = {0340-3084}, pages = {S. 783}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Styleanalyse}, series = {Das Wirtschaftsstudium : WISU}, journal = {Das Wirtschaftsstudium : WISU}, number = {6}, issn = {0340-3084}, pages = {670 -- 673}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Risikokapitalallokation mit dem Shapley-L{\"o}sungskonzept}, series = {WISU - Das Wirtschaftsstudium}, volume = {49}, journal = {WISU - Das Wirtschaftsstudium}, number = {12}, issn = {0340-3084}, language = {de} } @misc{MehlitzAuer, author = {Mehlitz, Julia S. and Auer, Benjamin R.}, title = {A Monte Carlo evaluation of non-parametric estimators of expected shortfall}, series = {Journal of Risk Finance}, volume = {21}, journal = {Journal of Risk Finance}, number = {4}, issn = {1526-5943}, pages = {355 -- 397}, language = {en} } @misc{LangAuer, author = {Lang, Korbinian and Auer, Benjamin R.}, title = {The economic and financial properties of crude oil: A review}, series = {North American Journal of Economics and Finance}, volume = {52}, journal = {North American Journal of Economics and Finance}, issn = {1879-0860}, pages = {45}, language = {en} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Naive Prognosen}, series = {WISU - Das Wirtschaftsstudium}, volume = {49}, journal = {WISU - Das Wirtschaftsstudium}, number = {10}, issn = {0340-3084}, pages = {1040 -- 1044}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Saisonbereinigung}, series = {WISU - Das Wirtschaftsstudium}, volume = {49}, journal = {WISU - Das Wirtschaftsstudium}, number = {8/9}, issn = {0340-3084}, pages = {858 -- 860}, language = {de} } @incollection{RottmannAuer, author = {Rottmann, Horst and Auer, Benjamin R.}, title = {{\"O}konometrie}, series = {Gabler Wirtschaftslexikon}, booktitle = {Gabler Wirtschaftslexikon}, edition = {19. Auflage}, publisher = {Springer-Gabler}, address = {Wiesbaden}, isbn = {978-3-658-19570-0}, pages = {2561 -- 2564}, language = {de} } @book{AuerRottmann, author = {Auer, Benjamin R. and Rottmann, Horst}, title = {Statistik und {\"O}konometrie f{\"u}r Wirtschaftswissenschaftler : eine anwendungsorientierte Einf{\"u}hrung}, edition = {4., aktualisierte und {\"u}berarbeitete Auflage}, publisher = {Springer Gabler}, address = {Wiesbaden}, isbn = {978-3-658-30136-1}, doi = {10.1007/978-3-658-30137-8}, pages = {XXVI, 764}, language = {de} } @misc{VinzelbergAuer, author = {Vinzelberg, Anja and Auer, Benjamin R.}, title = {Do crude oil futures still fuel portfolio performance?}, series = {Review of Financial Economics}, volume = {39}, journal = {Review of Financial Economics}, number = {4}, issn = {1873-5924}, pages = {402 -- 423}, language = {en} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Have trend-following signals in commodity futures markets become less reliable in recent years?}, series = {Financial Markets and Portfolio Management}, volume = {35}, journal = {Financial Markets and Portfolio Management}, number = {4}, issn = {2373-8529}, pages = {533 -- 553}, language = {en} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Implementation and profitability of sustainable investment strategies: An errors-in-variables perspective}, series = {Business ethics, the environment \& responsibility}, volume = {30}, journal = {Business ethics, the environment \& responsibility}, number = {4}, issn = {2694-6424}, pages = {619 -- 638}, language = {en} } @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{MehlitzAuer, author = {Mehlitz, Julia S. and Auer, Benjamin R.}, title = {Time-varying dynamics of expected shortfall in commodity futures markets}, series = {Journal of Futures Markets}, volume = {41}, journal = {Journal of Futures Markets}, number = {6}, issn = {1096-9934}, doi = {10.1002/fut.22196}, pages = {895 -- 925}, language = {en} } @misc{AuerHiller, author = {Auer, Benjamin R. and Hiller, Tobias}, title = {Cost gap, Shapley or nucleolus allocation: Which is the best game-theoretic remedy for the low-risk anomaly?}, series = {Managerial and Decision Economics}, volume = {42}, journal = {Managerial and Decision Economics}, number = {4}, issn = {1099-1468}, doi = {10.1002/mde.3279}, pages = {876 -- 884}, language = {en} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Intraklassenkorrelation}, series = {WISU - Das Wirtschaftsstudium}, volume = {50}, journal = {WISU - Das Wirtschaftsstudium}, number = {6}, issn = {0340-3084}, pages = {650 -- 653}, language = {de} } @misc{AuerRottmann, author = {Auer, Benjamin R. and Rottmann, Horst}, title = {Monte-Carlo-Evaluation von Instrumentenvariablensch{\"a}tzern}, series = {WiSt - Wirtschaftswissenschaftliches Studium}, journal = {WiSt - Wirtschaftswissenschaftliches Studium}, number = {5}, issn = {0340-1650}, pages = {46 -- 50}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Effektives Assetmanagement mit einfachen Regressionstechniken}, series = {WiSt - Wirtschaftswissenschaftliches Studium}, journal = {WiSt - Wirtschaftswissenschaftliches Studium}, number = {2-3}, issn = {0340-1650}, pages = {30 -- 36}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Google-Trendindikator}, series = {WISU - Das Wirtschaftsstudium}, volume = {50}, journal = {WISU - Das Wirtschaftsstudium}, number = {1}, issn = {0340-3084}, pages = {S. 53}, language = {de} } @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{Auer, author = {Auer, Benjamin R.}, title = {Nachhaltiges Investieren}, series = {Wirtschaftswissenschaftliches Studium}, volume = {51}, journal = {Wirtschaftswissenschaftliches Studium}, number = {11}, issn = {0340-1650}, pages = {38 -- 39}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Optimale vs. naive Diversifikation}, series = {Wirtschaftswissenschaftliches Studium}, volume = {51}, journal = {Wirtschaftswissenschaftliches Studium}, number = {10}, issn = {0340-1650}, pages = {38 -- 39}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Anlagerisiken im Deutschen Aktienindex}, series = {Wirtschaftswissenschaftliches Studium}, volume = {51}, journal = {Wirtschaftswissenschaftliches Studium}, number = {7-8}, issn = {0340-1650}, pages = {36 -- 37}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Ist Gold in Krisenzeiten ein sicherer Hafen?}, series = {Wirtschaftswissenschaftliches Studium}, volume = {51}, journal = {Wirtschaftswissenschaftliches Studium}, number = {6}, issn = {0340-1650}, pages = {46 -- 47}, language = {de} } @misc{Auer, author = {Auer, Benjamin R.}, title = {Aktives Aktieninvestment in der Pandemie}, series = {Wirtschaftswissenschaftliches Studium}, volume = {51}, journal = {Wirtschaftswissenschaftliches Studium}, number = {5}, issn = {0340-1650}, pages = {40 -- 41}, language = {de} } @misc{VinzelbergAuer, author = {Vinzelberg, Anja and Auer, Benjamin R.}, title = {Unprofitability of food market investments}, series = {Managerial and Decision Economics}, volume = {43}, journal = {Managerial and Decision Economics}, number = {7}, issn = {1099-1468}, doi = {10.1002/mde.3570}, pages = {2887 -- 2910}, 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{Auer, author = {Auer, Benjamin R.}, title = {On false discoveries of standard t-tests in investment management applications}, series = {Review of Managerial Science}, volume = {16}, journal = {Review of Managerial Science}, number = {3}, issn = {1863-6691}, doi = {10.1007/s11846-021-00453-0}, pages = {751 -- 768}, 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{VinzelbergAuer, author = {Vinzelberg, Anja and Auer, Benjamin R.}, title = {A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors}, series = {Journal of Risk Finance}, volume = {23}, journal = {Journal of Risk Finance}, number = {1}, issn = {1526-5943}, doi = {10.1108/JRF-02-2021-0021}, pages = {55 -- 84}, 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} } @misc{LamertAuerWunderlich, author = {Lamert, Kerstin and Auer, Benjamin R. and Wunderlich, Ralf}, title = {Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion}, series = {arXiv}, journal = {arXiv}, doi = {10.48550/arXiv.2311.15635}, pages = {1 -- 32}, language = {en} } @misc{LamertAuerWunderlich, author = {Lamert, Kerstin and Auer, Benjamin R. and Wunderlich, Ralf}, title = {Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion}, series = {Mathematical Methods of Operations Research}, volume = {2025}, journal = {Mathematical Methods of Operations Research}, publisher = {Springer Science and Business Media LLC}, issn = {1432-2994}, doi = {10.1007/s00186-025-00889-0}, pages = {56}, language = {en} }