Profile

Professional career

• 01/1993 - 07/1996
  
• 08/1996 - 03/2000
  
• 04/2000 - 09/2000
  
• 10/2000 - 05/2001
  
• 10/2000 - 05/2001
  
• 10/2000 - 05/2001
  
• 05/2001 - 12/2003
  
• 10/2002 - 03/2003
  
• since 01/2004
  
• 01/2005 - 12/2007
  
• since 01/2007
  
• since 10/2007
  
• since 01/2012
  
• since 01/2014
  
• 02/2014 - 08/2014
  

Education

• 10/1987 - 11/1992
  
• 04/1988 - 11/1992
  
• 11/1992
  
• 01/1993 - 07/1996
  
• 07/1996
  
• 08/1996 - 05/2001
  
• 05/2001
  

Panel Memberships

• 08/1996 - 09/1999
  
• since 05/1998
  
• since 07/1999
  
• since 04/2000
  
• since 07/2000
  
• since 04/2002
  
• 10/2015 - 10/2016
  
• 10/2016 - 10/2017
  
• 10/2017 - 10/2020
  

• Schuhmacher, F.; Kohrs, H.; Auer, B.

  Justifying mean-variance portfolio selection when asset returns are skewed

  Management Science. 2021. 67 (12). pp. 7812–7824.

  DOI: 10.1287/mnsc.2020.3846
  show details
• Kohrs, H.; Auer, B.; Schuhmacher, F.

  Reducing complexity in multivariate electricity price forecasting

  International Journal of Energy Sector Management. 2022. 16 (1). pp. 21–49.

  DOI: 10.1108/IJESM-12-2020-0017
  show details
• Schuhmacher, F.; Auer, B.

  Are the multiple independent risk anomalies in the cross-section of stock returns?

  Journal of Risk. 2021. 24 (2). pp. 43–87.

  DOI: 10.21314/JOR.2021.021
  show details
• Auer, B.; Schuhmacher, F.

  Comparing The Small-Sample Estimation Error Of Conceptually Different Risk Measures

  International journal of theoretical and applied finance. 2021. 24 (5).

  DOI: 10.1142/S0219024921500242
  show details

more publications

• University Bonn

• RWTH Aachen

• European Business School

• University Leipzig

• Institute for Energy Policy and Energy Economics