Frank Schuhmacher

University of Applied Sciences and Technology Aachen (RWTH Aachen)

Templegraben 64

Aachen

Germany

SCHOLARLY PAPERS

5

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CITATIONS
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12

Scholarly Papers (5)

1.

Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?

Journal of Banking and Finance, Forthcoming
Number of pages: 20 Posted: 10 Nov 2006
Martin Eling and Frank Schuhmacher
University of St. Gallen - Institute of Insurance Economics and University of Applied Sciences and Technology Aachen (RWTH Aachen)
Downloads 782 (30,294)
Citation 76

Abstract:

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Asset management; Hedge funds, Performance measurement, Rank correlation, Sharpe ratio

2.

Capacity-Price-Competition and Financial Structure

Number of pages: 19 Posted: 19 Mar 2002
Frank Schuhmacher
University of Applied Sciences and Technology Aachen (RWTH Aachen)
Downloads 265 (113,661)
Citation 3

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oligopoly, bankruptcy, debt-equity ratio

3.

Sufficient Conditions for Expected Utility to Imply Drawdown-Based Performance Rankings

Number of pages: 18 Posted: 27 Nov 2009 Last Revised: 10 Jun 2013
Frank Schuhmacher and Martin Eling
University of Applied Sciences and Technology Aachen (RWTH Aachen) and University of St. Gallen - Institute of Insurance Economics
Downloads 163 (180,075)
Citation 8

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Asset management, Performance measurement, Sharpe ratio, Calmar ratio, Drawdown, Location and scale condition, Positive homogeneity

4.

The Limited Liability Effect in Experimental Duopoly Markets

Bonn Graduate School of Econ. Working Paper No. 36/2001
Number of pages: 26 Posted: 19 Mar 2002
Frank Schuhmacher and Joerg Oechssler
University of Applied Sciences and Technology Aachen (RWTH Aachen) and University of Heidelberg - Alfred Weber Institute for Economics
Downloads 120 (230,232)
Citation 3

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5.

The Parent Company Puzzle on the German Stock Market

FInancial Markets and Portfolio Management, Vol. 19, No. 1, 2005
Posted: 06 Sep 2005
Frank Schuhmacher and Martin Eling
University of Applied Sciences and Technology Aachen (RWTH Aachen) and University of Muenster - Faculty of Economics

Abstract:

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