Details about Manuel Ammann

Access statistics for papers by Manuel Ammann.

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

Short-id: pam58

Working Papers

2005

1. Simulation-Based Pricing of Convertible Bonds
   Finance, EconWPA 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
2. Editorial
   Financial Markets and Portfolio Management, 2009, 23, (1), 1-2
3. Editorial
   Financial Markets and Portfolio Management, 2009, 23, (2), 109-110
4. Intraday characteristics of stock price crashes
   Applied Financial Economics, 2009, 19, (15), 1239-1255
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

2008

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

2007

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

2006

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

2005

24. 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
25. Eigenschaften von Verwaltungsräten und Unternehmensperformance
    Swiss Journal of Economics and Statistics (SJES), 2005, 141, (I), 1-22

2004

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

2003

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

1998

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

Editor

1. Financial Markets and Portfolio Management
   Springer