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 -