Benjamin R. Auer

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 2

Top Topics

Multistage Stochastic

Optimal Portfolio

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

Publications

Marcel Marohn, Benjamin R. Auer
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts. Eur. J. Oper. Res. 316 (2) (2024)
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)