EconPapers    
Economics at your fingertips  
 

Details about Manuel Ammann

Homepage:http://www.manuel-ammann.com
Postal address:University of St. Gallen 9000 St. Gallen Switzerland
Workplace:Center for Finance, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)

Access statistics for papers by Manuel Ammann.

Last updated 2009-10-11. Update your information in the RePEc Author Service.

Short-id: pam58


Jump to Journal Articles Editor

Working Papers

2005

  1. Simulation-Based Pricing of Convertible Bonds
    Finance, EconWPA Downloads View citations
    See also Journal Article in Journal of Empirical Finance (2008)

Journal Articles

2009

  1. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (3), 207-208 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (1), 1-2 Downloads
  3. Editorial
    Financial Markets and Portfolio Management, 2009, 23, (2), 109-110 Downloads
  4. Intraday characteristics of stock price crashes
    Applied Financial Economics, 2009, 19, (15), 1239-1255 Downloads
  5. The Performance of Actively and Passively Managed Swiss Equity Funds
    Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36
  6. The impact of prior performance on the risk-taking of mutual fund managers
    Annals of Finance, 2009, 5, (1), 69-90 Downloads

2008

  1. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (1), 1-2 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2008, 22, (3), 193-194 Downloads
  3. Investment Performance of Swiss Pension Funds and Investment Foundations
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195 Downloads
  4. Risk Factors for the Swiss Stock Market
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 Downloads View citations
  5. Simulation-based pricing of convertible bonds
    Journal of Empirical Finance, 2008, 15, (2), 310-331 Downloads
    See also Working Paper (2005)
  6. Tactical Industry Allocation and Model Uncertainty
    The Financial Review, 2008, 43, (2), 273-302 Downloads
  7. Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
    European Financial Management, 2008, 14, (3), 391-418 Downloads

2007

  1. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (2), 145-146 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (4), 401-402 Downloads
  3. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (1), 1-2 Downloads
  4. Editorial
    Financial Markets and Portfolio Management, 2007, 21, (3), 267-268 Downloads

2006

  1. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (2), 121-122 Downloads
  2. Editorial
    Financial Markets and Portfolio Management, 2006, 20, (1), 1-2 Downloads
  3. Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 447–477 Downloads
  4. New evidence on the announcement effect of convertible and exchangeable bonds
    Journal of Multinational Financial Management, 2006, 16, (1), 43-63 Downloads View citations
  5. THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (08), 1201-1214 Downloads
  6. The Effect of Market Regimes on Style Allocation
    Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 Downloads View citations

2005

  1. An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options
    Financial Markets and Portfolio Management, 2005, 19, (4), 381-396 Downloads
  2. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22 Downloads

2004

  1. Editorial
    Financial Markets and Portfolio Management, 2004, 18, (4), 351-352 Downloads

2003

  1. Are convertible bonds underpriced? An analysis of the French market
    Journal of Banking & Finance, 2003, 27, (4), 635-653 Downloads View citations
  2. Tactical Asset Allocation mit Genetischen Algorithmen
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40 Downloads

1998

  1. Portfolioabsicherung mit konstanter Indexpartizipation
    Swiss Journal of Economics and Statistics (SJES), 1998, 134, (IV), 499-526 Downloads

Editor

  1. Financial Markets and Portfolio Management
    Springer
 
 
Page updated 2009-11-08