Benjamin R. Auer

According to our database, Benjamin R. Auer authored at least 4 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion.

Kerstin Lamert, Benjamin R. Auer, Ralf Wunderlich

Math. Methods Oper. Res., April, 2025

2024

A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts.

Marcel Marohn, Benjamin R. Auer

Eur. J. Oper. Res., 2024

2021

Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed.

Frank Schuhmacher, Hendrik Kohrs, Benjamin R. Auer

Manag. Sci., 2021

2014

Sufficient conditions under which SSD- and MR-efficient sets are identical.

Frank Schuhmacher, Benjamin R. Auer

Eur. J. Oper. Res., 2014