Frank Schuhmacher

Finance · 2007–2016

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #4,259 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 23 citations into it
• Accounting — 15 citations into it
• Management Science and Operations Research — 10 citations into it; #4,105 of 11,946 by trust here, #5,787 by citations
• Strategy and Management — 10 citations into it

Whom Frank Schuhmacher trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Martin Eling
2. Oâ Lan T. Henry
3. Eugene F. Fama
4. Vikas Agarwal
5. A. Kempf
6. Andrew C. Szakmary
7. Marco Frittelli
8. Kenneth R. French
9. Narayan Naik
10. R. Tyrrell Rockafellar

Who trusts Frank Schuhmacher overall

1. Martin Eling
2. Benjamin R. Auer
3. M. Sherwood
4. R. Faust
5. Olivier Ledoit

Papers from Frank Schuhmacher's perspective

Ordered by how strongly the researchers Frank Schuhmacher trusts endorse each paper. Same corpus, a different order for every researcher.

1. Common risk factors in the returns on stocks and bonds
2. Risks and Portfolio Decisions Involving Hedge Funds
3. The Statistics of Sharpe Ratios
4. Generalized deviations in risk analysis (Finance and Stochastics)
5. Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
6. The Price of Sin: The Effects of Social Norms on Markets
7. Putting order in risk measures
8. The performance of hedge funds and mutual funds in emerging markets
9. Hedge Funds: Quantitative Insights
10. A foundation for statistics

Their papers

• Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds (2007) — 432 citations
• A decision-theoretic foundation for reward-to-risk performance measures (2012) — 55 citations
• Do socially (ir)responsible investments pay? New evidence from international ESG data (2016) — 306 citations