Details about Semir Ben Ammar

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Short-id: pbe798

Working Papers

2016

1. Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (6)
2. Pricing of Catastrophe Risk and the Implied Volatility Smile
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)

2015

3. Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry
   Working Papers on Finance, University of St. Gallen, School of Finance

2013

4. Common Risk Factors of Infrastructure Firms
   Working Papers on Finance, University of St. Gallen, School of Finance

Journal Articles

2015

1. Common risk factors of infrastructure investments
   Energy Economics, 2015, 49, (C), 257-273 View citations (17)