Benjamin R. Auer
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Person:297396
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts European Journal of Operational Research | 2024-07-02 | Paper |
| Computational dynamics of information ratios Economics Letters | 2024-05-07 | Paper |
| Comparing the small-sample estimation error of conceptually different risk measures International Journal of Theoretical and Applied Finance | 2021-10-20 | Paper |
| Pricing and risk of swing contracts in natural gas markets Review of Derivatives Research | 2019-06-03 | Paper |
| How does the choice of Value-at-Risk estimator influence asset allocation decisions? Quantitative Finance | 2019-02-06 | Paper |
| Sufficient conditions under which SSD- and MR-efficient sets are identical European Journal of Operational Research | 2016-06-27 | Paper |
| On the role of skewness, kurtosis, and the location and scale condition in a Sharpe ratio performance evaluation setting | 2015-10-20 | Paper |
| A note on empirical Sharpe ratio dynamics Economics Letters | 2012-12-18 | Paper |
Research outcomes over time
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