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Benjamin R. Auer
ORCID
Publication Activity (10 Years)
Years Active: 2014-2021
Publications (10 Years): 1
Top Topics
Sufficient Conditions
Semidefinite
Exponential Stability
Portfolio Selection
Top Venues
Manag. Sci.
Eur. J. Oper. Res.
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Publications
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Frank Schuhmacher
,
Hendrik Kohrs
,
Benjamin R. Auer
Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed.
Manag. Sci.
67 (12) (2021)
Frank Schuhmacher
,
Benjamin R. Auer
Sufficient conditions under which SSD- and MR-efficient sets are identical.
Eur. J. Oper. Res.
239 (3) (2014)