TY - GEN A1 - Auer, Benjamin R. T1 - Ausfallwahrscheinlichkeit T2 - Das Wirtschaftsstudium : WISU Y1 - 2019 SN - 0340-3084 IS - 7 SP - S. 783 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Styleanalyse T2 - Das Wirtschaftsstudium : WISU Y1 - 2019 SN - 0340-3084 IS - 6 SP - 670 EP - 673 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Risikokapitalallokation mit dem Shapley-Lösungskonzept T2 - WISU - Das Wirtschaftsstudium Y1 - 2020 SN - 0340-3084 VL - 49 IS - 12 ER - TY - GEN A1 - Mehlitz, Julia S. A1 - Auer, Benjamin R. T1 - A Monte Carlo evaluation of non-parametric estimators of expected shortfall T2 - Journal of Risk Finance Y1 - 2020 SN - 1526-5943 VL - 21 IS - 4 SP - 355 EP - 397 ER - TY - GEN A1 - Lang, Korbinian A1 - Auer, Benjamin R. T1 - The economic and financial properties of crude oil: A review T2 - North American Journal of Economics and Finance Y1 - 2020 SN - 1879-0860 SN - 1062-9408 VL - 52 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Naive Prognosen T2 - WISU - Das Wirtschaftsstudium Y1 - 2020 SN - 0340-3084 VL - 49 IS - 10 SP - 1040 EP - 1044 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Saisonbereinigung T2 - WISU - Das Wirtschaftsstudium Y1 - 2020 SN - 0340-3084 VL - 49 IS - 8/9 SP - 858 EP - 860 ER - TY - CHAP A1 - Rottmann, Horst A1 - Auer, Benjamin R. T1 - Ökonometrie T2 - Gabler Wirtschaftslexikon Y1 - 2019 SN - 978-3-658-19570-0 SP - 2561 EP - 2564 PB - Springer-Gabler CY - Wiesbaden ET - 19. Auflage ER - TY - BOOK A1 - Auer, Benjamin R. A1 - Rottmann, Horst T1 - Statistik und Ökonometrie für Wirtschaftswissenschaftler : eine anwendungsorientierte Einführung Y1 - 2020 SN - 978-3-658-30136-1 U6 - https://doi.org/10.1007/978-3-658-30137-8 PB - Springer Gabler CY - Wiesbaden ET - 4., aktualisierte und überarbeitete Auflage ER - TY - GEN A1 - Vinzelberg, Anja A1 - Auer, Benjamin R. T1 - Do crude oil futures still fuel portfolio performance? T2 - Review of Financial Economics Y1 - 2021 SN - 1873-5924 SN - 1058-3300 VL - 39 IS - 4 SP - 402 EP - 423 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Have trend-following signals in commodity futures markets become less reliable in recent years? T2 - Financial Markets and Portfolio Management Y1 - 2021 SN - 2373-8529 SN - 1934-4554 VL - 35 IS - 4 SP - 533 EP - 553 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Implementation and profitability of sustainable investment strategies: An errors-in-variables perspective T2 - Business ethics, the environment & responsibility Y1 - 2021 SN - 2694-6424 VL - 30 IS - 4 SP - 619 EP - 638 ER - TY - GEN A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - Comparing the small-sample estimation error of conceptually different risk measures T2 - International Journal of Theoretical and Applied Finance Y1 - 2021 SN - 1793-6322 SN - 0219-0249 VL - 24 IS - 5 ER - TY - GEN A1 - Mehlitz, Julia S. A1 - Auer, Benjamin R. T1 - Time-varying dynamics of expected shortfall in commodity futures markets T2 - Journal of Futures Markets Y1 - 2021 U6 - https://doi.org/10.1002/fut.22196 SN - 1096-9934 SN - 0270-7314 VL - 41 IS - 6 SP - 895 EP - 925 ER - TY - GEN A1 - Auer, Benjamin R. A1 - Hiller, Tobias T1 - Cost gap, Shapley or nucleolus allocation: Which is the best game-theoretic remedy for the low-risk anomaly? T2 - Managerial and Decision Economics Y1 - 2021 U6 - https://doi.org/10.1002/mde.3279 SN - 1099-1468 VL - 42 IS - 4 SP - 876 EP - 884 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Intraklassenkorrelation T2 - WISU - Das Wirtschaftsstudium Y1 - 2021 SN - 0340-3084 VL - 50 IS - 6 SP - 650 EP - 653 ER - TY - GEN A1 - Auer, Benjamin R. A1 - Rottmann, Horst T1 - Monte-Carlo-Evaluation von Instrumentenvariablenschätzern T2 - WiSt - Wirtschaftswissenschaftliches Studium Y1 - 2021 SN - 0340-1650 IS - 5 SP - 46 EP - 50 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Effektives Assetmanagement mit einfachen Regressionstechniken T2 - WiSt - Wirtschaftswissenschaftliches Studium Y1 - 2021 SN - 0340-1650 SN - 1982-047X IS - 2-3 SP - 30 EP - 36 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Google-Trendindikator T2 - WISU - Das Wirtschaftsstudium Y1 - 2021 SN - 0340-3084 VL - 50 IS - 1 SP - S. 53 ER - TY - GEN A1 - Schuhmacher, Frank A1 - Kohrs, Hendrik A1 - Auer, Benjamin R. T1 - Justifying mean-variance portfolio selection when asset returns are skewed T2 - Management Science Y1 - 2021 U6 - https://doi.org/10.1287/mnsc.2020.3846 VL - 67 IS - 12 SP - 7824 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Nachhaltiges Investieren T2 - Wirtschaftswissenschaftliches Studium Y1 - 2022 SN - 0340-1650 VL - 51 IS - 11 SP - 38 EP - 39 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Optimale vs. naive Diversifikation T2 - Wirtschaftswissenschaftliches Studium Y1 - 2022 SN - 0340-1650 VL - 51 IS - 10 SP - 38 EP - 39 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Anlagerisiken im Deutschen Aktienindex T2 - Wirtschaftswissenschaftliches Studium Y1 - 2022 SN - 0340-1650 VL - 51 IS - 7-8 SP - 36 EP - 37 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Ist Gold in Krisenzeiten ein sicherer Hafen? T2 - Wirtschaftswissenschaftliches Studium Y1 - 2022 SN - 0340-1650 VL - 51 IS - 6 SP - 46 EP - 47 ER - TY - GEN A1 - Auer, Benjamin R. T1 - Aktives Aktieninvestment in der Pandemie T2 - Wirtschaftswissenschaftliches Studium Y1 - 2022 SN - 0340-1650 VL - 51 IS - 5 SP - 40 EP - 41 ER - TY - GEN A1 - Vinzelberg, Anja A1 - Auer, Benjamin R. T1 - Unprofitability of food market investments T2 - Managerial and Decision Economics Y1 - 2022 U6 - https://doi.org/10.1002/mde.3570 SN - 1099-1468 VL - 43 IS - 7 SP - 2887 EP - 2910 ER - TY - GEN A1 - Stadtmüller, Immo A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - On the benefits of active stock selection strategies for diversified investors T2 - Quarterly Review of Economics and Finance Y1 - 2022 U6 - https://doi.org/10.1016/j.qref.2022.04.006 SN - 1062-9769 VL - Vol. 85 SP - 342 EP - 354 ER - TY - GEN A1 - Stadtmüller, Immo A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - On the time-varying dynamics of stock and commodity momentum returns T2 - Finance Research Letters Y1 - 2022 U6 - https://doi.org/10.1016/j.frl.2021.102385 SN - 1544-6131 VL - Vol. 46, pt. B SP - 1 EP - 10 ER - TY - GEN A1 - Auer, Benjamin R. T1 - On false discoveries of standard t-tests in investment management applications T2 - Review of Managerial Science Y1 - 2022 U6 - https://doi.org/10.1007/s11846-021-00453-0 SN - 1863-6691 VL - 16 IS - 3 SP - 751 EP - 768 ER - TY - GEN A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - Are there multiple independent risk anomalies in the cross-section of stock returns? T2 - Journal of Risk Y1 - 2021 SN - 1755-2842 VL - 24 IS - 2 ER - TY - GEN A1 - Vinzelberg, Anja A1 - Auer, Benjamin R. T1 - A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors T2 - Journal of Risk Finance Y1 - 2022 U6 - https://doi.org/10.1108/JRF-02-2021-0021 SN - 1526-5943 VL - 23 IS - 1 SP - 55 EP - 84 ER - TY - GEN A1 - Kohrs, Hendrik A1 - Auer, Benjamin R. A1 - Schuhmacher, Frank T1 - Reducing complexity in multivariate electricity price forecasting T2 - International Journal of Energy Sector Management Y1 - 2022 U6 - https://doi.org/10.1108/IJESM-12-2020-0017 SN - 1750-6220 VL - 16 IS - 1 SP - 21 EP - 49 ER - TY - GEN A1 - Lamert, Kerstin A1 - Auer, Benjamin R. A1 - Wunderlich, Ralf T1 - Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion T2 - arXiv Y1 - 2023 U6 - https://doi.org/10.48550/arXiv.2311.15635 SP - 1 EP - 32 ER - TY - GEN A1 - Lamert, Kerstin A1 - Auer, Benjamin R. A1 - Wunderlich, Ralf T1 - Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion T2 - Mathematical Methods of Operations Research Y1 - 2025 U6 - https://doi.org/10.1007/s00186-025-00889-0 SN - 1432-2994 VL - 2025 PB - Springer Science and Business Media LLC ER -