EconPapers    
Economics at your fingertips  
 

Financial Markets and Portfolio Management

2004 - 2019

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
Contact information at EDIRC.

Bibliographic data for series maintained by Sonal Shukla ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 33, issue 3, 2019

Common risk factors in international stock markets pp. 213-241 Downloads
Peter S. Schmidt, Urs von Arx, Andreas Schrimpf, Alexander F. Wagner and Andreas Ziegler
Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics pp. 243-275 Downloads
Lars Heinrich and Martin Zurek
What is the best Lévy model for stock indices? A comparative study with a view to time consistency pp. 277-344 Downloads
Till Massing
Handbook on Corporate Governance in Financial Institutions pp. 345-348 Downloads
Solène Collot

Volume 33, issue 2, 2019

Bitcoin fluctuations and the frequency of price overreactions pp. 109-131 Downloads
Guglielmo Maria Caporale, Alex Plastun and Viktor Oliinyk
Thematic portfolio optimization: challenging the core satellite approach pp. 133-154 Downloads
Florian Methling and Rüdiger Nitzsch
Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach pp. 155-181 Downloads
Xiaojie Xu
High-frequency trading: a literature review pp. 183-208 Downloads
Gianluca Piero Maria Virgilio
Scott E. Page: The model thinker—what you need to know to make data work for you pp. 209-211 Downloads
Alexander Cochardt

Volume 33, issue 1, 2019

Extreme spillovers of VIX fear index to international equity markets pp. 1-38 Downloads
Massaporn Cheuathonghua, Chaiyuth Padungsaksawasdi, Pattana Boonchoo and Jittima Tongurai
What drives stock returns in Japan? pp. 39-69 Downloads
Samuel Xin Liang
Does the market model provide a good counterfactual for event studies in finance? pp. 71-91 Downloads
Carlos Castro-Iragorri
Machine learning in empirical asset pricing pp. 93-104 Downloads
Alois Weigand
Alan Greenspan and Adrian Wooldridge: Capitalism in America: A history pp. 105-107 Downloads
Felix Meyerinck

Volume 32, issue 4, 2018

Financial crises, price discovery, and information transmission: a high-frequency perspective pp. 333-365 Downloads
Roland Füss, Ferdinand Mager, Michael Stein and Lu Zhao
Are financial constraints of corporate activist investors perceived negatively? pp. 367-398 Downloads
Leopold Ingenohl and Nicolas Kube
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization pp. 399-418 Downloads
Jules Clement Mba, Edson Pindza and Ur Koumba
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach pp. 419-436 Downloads
Hanen Ben Salah, Jan G. Gooijer, Ali Gannoun and Mathieu Ribatet
Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought pp. 437-439 Downloads
Mathis Mörke

Volume 32, issue 3, 2018

Changes in sentiment on REIT industry excess returns and volatility pp. 239-274 Downloads
Daniel Huerta-Sanchez and Diego Escobari
Oil prices implied volatility or direction: Which matters more to financial markets? pp. 275-295 Downloads
Brice V. Dupoyet and Corey A. Shank
Risk measurement distortion: an improved model of return smoothing pp. 297-310 Downloads
Jiaqi Chen, Michael L. Tindall and Wenbo Wu
Behavioral portfolio selection and optimization: an application to international stocks pp. 311-328 Downloads
Beatrice D. Simo-Kengne, Kofi A. Ababio, Jules Mba and Ur Koumba
Daniel Drescher: Blockchain basics: a non-technical introduction in 25 steps pp. 329-331 Downloads
Nicolas Kube

Volume 32, issue 2, 2018

Hedge fund incentives, management commitment and survivorship pp. 115-142 Downloads
Judy Qiu, Leilei Tang and Ingo Walter
Determinants of municipal loan spreads: empirical evidence from Switzerland pp. 143-166 Downloads
Fabio Sigrist, Patrick Köchli and Christoph Lengwiler
Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy pp. 167-205 Downloads
Ibrahim Filiz, Thomas Nahmer, Markus Spiwoks and Kilian Bizer
The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas pp. 207-233 Downloads
Saiful Izzuan Hussain and Steven Li
Michelle Baddeley: Behavioral economics: a very short introduction pp. 235-237 Downloads
Jonas Romer

Volume 32, issue 1, 2018

Long-term negative fund alpha: Is it caused by bad skill or bad luck? pp. 1-16 Downloads
Qiang Bu
International asset allocation using the market implied cost of capital pp. 17-51 Downloads
Patrick Bielstein
Institutional spending policies: implications for future asset values and spending pp. 53-76 Downloads
Snorre Lindset and Egil Matsen
What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection? pp. 77-110 Downloads
Clarence C. Y. Kwan
Radu S. Tunaru: Real-Estate Derivatives: From Econometrics to Financial Engineering pp. 111-113 Downloads
Daniel Ruf

Volume 31, issue 4, 2017

Fueling the buyout machine: fundraising in private equity pp. 397-443 Downloads
Robert Loos and Bernhard Schwetzler
Valuation of certain CMS spreads pp. 445-467 Downloads
Ping Wu and Robert J. Elliott
The optimal trade-off between interest rate risk and annual return of bond ladders pp. 469-489 Downloads
Jan Henrik Wosnitza
The rolling causal structure between the Chinese stock index and futures pp. 491-509 Downloads
Xiaojie Xu
William N. Goetzmann: Money changes everything—how finance made civilization possible pp. 511-514 Downloads
Neha Gupta
Erratum to: Searching for a listed infrastructure asset class using mean–variance spanning pp. 515-515 Downloads
Frédéric Blanc-Brude, Timothy Whittaker and Simon Wilde

Volume 31, issue 3, 2017

Predictive models for disaggregate stock market volatility pp. 261-288 Downloads
Terence Tai Leung Chong and Shiyu Lin
Risks and rewards for momentum and reversal portfolios pp. 289-315 Downloads
Yuming Li
Tukey’s transformational ladder for portfolio management pp. 317-355 Downloads
Philip A. Ernst, James R. Thompson and Yinsen Miao
Predicting stock returns in the presence of uncertain structural changes and sample noise pp. 357-391 Downloads
Daniel Mantilla-García and Vijay Vaidyanathan
Ira M. Millstein: The activist director—lessons from the boardroom and the future of the corporation pp. 393-395 Downloads
Felix Meyerinck

Volume 31, issue 2, 2017

Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada pp. 117-136 Downloads
Evan Gatev and Mingxin Li
Searching for a listed infrastructure asset class using mean–variance spanning pp. 137-179 Downloads
Frédéric Blanc-Brude, Timothy Whittaker and Simon Wilde
A note on the valuation of asset management firms pp. 181-199 Downloads
Juha Joenväärä and Bernd Scherer
Trading strategies based on past returns: evidence from Germany pp. 201-256 Downloads
Martin H. Schmidt
Davis W. Edwards: Risk Management in Trading: Techniques to Drive Profitability of Hedge Funds and Trading Desks pp. 257-259 Downloads
Sebastian Fischer

Volume 31, issue 1, 2017

A good pair: alternative pairs-trading strategies pp. 1-26 Downloads
Richard Smith and Xun Xu
How does the underlying affect the risk-return profiles of structured products? pp. 27-47 Downloads
Ji Cao
Algorithmic portfolio choice: lessons from panel survey data pp. 49-67 Downloads
Bernd Scherer
Can investors benefit from the performance of alternative UCITS funds? pp. 69-111 Downloads
Michael Busack, Wolfgang Drobetz and Jan Tille
Turan G. Bali, Yigit Atilgan, and K. Ozgur Demirtas: Investing in hedge funds: a guide to measuring risk and return characteristics pp. 113-115 Downloads
Florian Weigert
Page updated 2019-11-19