@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} }