Details about Manuel Ammann
Access statistics for papers by Manuel Ammann.
Last updated 2013-04-26. Update your information in the RePEc Author Service.
Short-id: pam58
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Working Papers
2005
- Simulation-Based Pricing of Convertible Bonds
Finance, EconWPA View citations (3)
See also Journal Article in Journal of Empirical Finance (2008)
Journal Articles
2012
- An alternative three-factor model for international markets: Evidence from the European Monetary Union
Journal of Banking & Finance, 2012, 36, (7), 1857-1864
- Disposition effect and mutual fund performance
Applied Financial Economics, 2012, 22, (1), 1-19
- Editorial
Financial Markets and Portfolio Management, 2012, 26, (2), 177-178
- Editorial
Financial Markets and Portfolio Management, 2012, 26, (1), 1-2
- Is there Really No Conglomerate Discount?
Journal of Business Finance & Accounting, 2012, 39, (1-2), 264-288 View citations (5)
2011
- Corporate governance and firm value: International evidence
Journal of Empirical Finance, 2011, 18, (1), 36-55 View citations (3)
- Editorial
Financial Markets and Portfolio Management, 2011, 25, (3), 237-238
- Editorial
Financial Markets and Portfolio Management, 2011, 25, (4), 343-344
- Editorial
Financial Markets and Portfolio Management, 2011, 25, (1), 1-2
- Editorial
Financial Markets and Portfolio Management, 2011, 25, (2), 109-110
2010
- Editorial
Financial Markets and Portfolio Management, 2010, 24, (2), 105-106
- Editorial
Financial Markets and Portfolio Management, 2010, 24, (4), 325-326
- Editorial
Financial Markets and Portfolio Management, 2010, 24, (3), 217-218
- Editorial
Financial Markets and Portfolio Management, 2010, 24, (1), 1-2
- Performance and governance of Swiss pension funds
Journal of Pension Economics and Finance, 2010, 9, (01), 95-128
- What drives the performance of convertible-bond funds?
Journal of Banking & Finance, 2010, 34, (11), 2600-2613 View citations (2)
2009
- Asymmetric dependence patterns in financial time series
European Journal of Finance, 2009, 15, (7-8), 703-719 View citations (2)
- Editorial
Financial Markets and Portfolio Management, 2009, 23, (3), 207-208
- Editorial
Financial Markets and Portfolio Management, 2009, 23, (1), 1-2
- Editorial
Financial Markets and Portfolio Management, 2009, 23, (2), 109-110
- IMPLIED AND REALIZED VOLATILITY IN THE CROSS-SECTION OF EQUITY OPTIONS
International Journal of Theoretical and Applied Finance (IJTAF), 2009, 12, (06), 745-765 View citations (1)
- Intraday characteristics of stock price crashes
Applied Financial Economics, 2009, 19, (15), 1239-1255
- The Performance of Actively and Passively Managed Swiss Equity Funds
Swiss Journal of Economics and Statistics (SJES), 2009, 145, (I), 1-36
- The impact of prior performance on the risk-taking of mutual fund managers
Annals of Finance, 2009, 5, (1), 69-90 View citations (1)
2008
- Editorial
Financial Markets and Portfolio Management, 2008, 22, (3), 193-194
- Editorial
Financial Markets and Portfolio Management, 2008, 22, (1), 1-2
- Investment Performance of Swiss Pension Funds and Investment Foundations
Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 153-195
- Risk Factors for the Swiss Stock Market
Swiss Journal of Economics and Statistics (SJES), 2008, 144, (I), 1-35 View citations (3)
- Simulation-based pricing of convertible bonds
Journal of Empirical Finance, 2008, 15, (2), 310-331 View citations (3)
See also Working Paper (2005)
- Tactical Industry Allocation and Model Uncertainty
The Financial Review, 2008, 43, (2), 273-302
- Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach
European Financial Management, 2008, 14, (3), 391-418
2007
- Editorial
Financial Markets and Portfolio Management, 2007, 21, (2), 145-146
- Editorial
Financial Markets and Portfolio Management, 2007, 21, (3), 267-268
- Editorial
Financial Markets and Portfolio Management, 2007, 21, (4), 401-402
- Editorial
Financial Markets and Portfolio Management, 2007, 21, (1), 1-2
2006
- Editorial
Financial Markets and Portfolio Management, 2006, 20, (2), 121-122
- Editorial
Financial Markets and Portfolio Management, 2006, 20, (1), 1-2
- Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert
Swiss Journal of Economics and Statistics (SJES), 2006, 142, (IV), 447–477
- New evidence on the announcement effect of convertible and exchangeable bonds
Journal of Multinational Financial Management, 2006, 16, (1), 43-63 View citations (7)
- THE CONGLOMERATE DISCOUNT: A NEW EXPLANATION BASED ON CREDIT RISK
International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (08), 1201-1214 View citations (2)
- The Effect of Market Regimes on Style Allocation
Financial Markets and Portfolio Management, 2006, 20, (3), 309-337 View citations (4)
2005
- 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 View citations (2)
- Eigenschaften von Verwaltungsräten und Unternehmensperformance
Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22
2004
- Editorial
Financial Markets and Portfolio Management, 2004, 18, (4), 351-352
2003
- Are convertible bonds underpriced? An analysis of the French market
Journal of Banking & Finance, 2003, 27, (4), 635-653 View citations (13)
- Tactical Asset Allocation mit Genetischen Algorithmen
Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 1-40
2000
- Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework
The Geneva Papers on Risk and Insurance - Issues and Practice, 2000, 25, (3), 424-438
1998
- Portfolioabsicherung mit konstanter Indexpartizipation
Swiss Journal of Economics and Statistics (SJES), 1998, 134, (IV), 499-526
Editor
- Financial Markets and Portfolio Management
Springer
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