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Financial Markets and Portfolio Management

2004 - 2022

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 () and Springer Nature Abstracting and Indexing ().

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Volume 30, issue 4, 2016

Quantifying the components of the banks’ net interest margin pp. 371-396 Downloads
Ramona Busch and Christoph Memmel
Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data pp. 397-426 Downloads
Michele Bonollo, Irene Crimaldi, Andrea Flori, Laura Gianfagna and Fabio Pammolli
Changing organizational form in the stock exchange industry and risk-taking pp. 427-451 Downloads
Isaac Otchere and Sana Mohsni
How safe are the safe haven assets? pp. 453-482 Downloads
Kateryna Anatoliyevna Kopyl and John Byong-Tek Lee
John F. Bovenzi: Inside the FDIC: Thirty Years of Bank Failures, Bailouts, and Regulatory Battles pp. 483-485 Downloads
Thomas Spycher

Volume 30, issue 3, 2016

Is there Swissness in investment decision behavior and investment competence? pp. 233-275 Downloads
Kremena Bachmann and Thorsten Hens
The characteristics of infrastructure as an investment class pp. 277-297 Downloads
Wouter Thierie and Lieven Moor
The impact of mobile payment on payment choice pp. 299-336 Downloads
Tobias Trütsch
Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective pp. 337-365 Downloads
Gueorgui Konstantinov
Claus Munk: Financial Asset Pricing Theory pp. 367-369 Downloads
Igor Pozdeev

Volume 30, issue 2, 2016

Does female management influence firm performance? Evidence from Luxembourg banks pp. 113-136 Downloads
Regina M. Reinert, Florian Weigert and Christoph H. Winnefeld
Price distortion induced by a flawed stock market index pp. 137-160 Downloads
Kotaro Miwa and Kazuhiro Ueda
Beating the DAX, MDAX, and SDAX: investment strategies in Germany pp. 161-204 Downloads
Friedrich-Carl Franz and Tobias Regele
A plausible model of yield curve dynamics pp. 205-228 Downloads
Gideon Magnus
David F. Larcker and Brian Tayan: A Real Look at Real World Corporate Governance pp. 229-231 Downloads
Nicolas Kube

Volume 30, issue 1, 2016

Reputational risks and large international banks pp. 1-17 Downloads
Ingo Walter
Reputational risks and large international banks pp. 1-17 Downloads
Ingo Walter
Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis pp. 19-61 Downloads
Kevin Aretz and Marc Aretz
Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis pp. 19-61 Downloads
Kevin Aretz and Marc Aretz
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets pp. 63-94 Downloads
Nicholas Apergis, Alexandros Gabrielsen and Lee Smales
(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets pp. 63-94 Downloads
Nicholas Apergis, Alexandros Gabrielsen and Lee Smales
Further examination of the demographic and social factors affecting risk aversion pp. 95-110 Downloads
Tchai Tavor and Sharon Garyn-Tal
Further examination of the demographic and social factors affecting risk aversion pp. 95-110 Downloads
Tchai Tavor and Sharon Garyn-Tal
Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112 Downloads
Simon Strauman
Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112 Downloads
Simon Strauman

Volume 29, issue 4, 2015

The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck pp. 301-335 Downloads
Y. Chung and Thomas Kim
Shareholder voting and merger returns pp. 337-363 Downloads
Laura Henning
Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market pp. 365-379 Downloads
Eduard Baitinger, Christian Fieberg, Thorsten Poddig and Armin Varmaz
The information content of the open interest of credit default swaps pp. 381-427 Downloads
Paulo Silva
Andrew Ang: Asset management: a systematic approach to factor investing pp. 429-430 Downloads
Jan-Philip Schade

Volume 29, issue 3, 2015

Market efficiency under ad hoc information: evidence from Germany pp. 173-206 Downloads
Matthias Bank and Ralf Baumann
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil pp. 207-250 Downloads
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa
Do not put all your eggs in one (time) basket pp. 251-269 Downloads
Zvika Afik
Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market pp. 271-298 Downloads
Steve Janner and Daniel Schmidt
De Spiegeleer, J., Schoutens, W., & Van Hulle, C.: The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In pp. 299-300 Downloads
Christian Ehmann

Volume 29, issue 2, 2015

Profitable momentum trading strategies for individual investors pp. 85-113 Downloads
Bryan Foltice and Thomas Langer
A symmetric Super Bowl stock market predictor model pp. 115-124 Downloads
Jeffery Born and Yousra Acherqui
Handling risk-on/risk-off dynamics with correlation regimes and correlation networks pp. 125-147 Downloads
Jochen Papenbrock and Peter Schwendner
The impact of ECB crisis measures on euro-area CDS spreads pp. 149-168 Downloads
Petra Gerlach-Kristen
Marc Goergen: International Corporate Governance pp. 169-171 Downloads
Philipp Horsch

Volume 29, issue 1, 2015

Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures pp. 1-20 Downloads
Aymen Karoui and Iwan Meier
A note on sorting bias correction in regression-based mutual fund tournament tests pp. 21-29 Downloads
Aymen Karoui and Iwan Meier
Covariance averaging for improved estimation and portfolio allocation pp. 31-59 Downloads
Fotis Papailias and Dimitrios Thomakos
Calls of convertible debt securities: no bad news at all pp. 61-79 Downloads
Tobias Nigbur
Anat R. Admati and Martin Hellwig: The Bankers’ New Clothes—What’s Wrong with Banking and What to Do About It pp. 81-84 Downloads
Laura Henning

Volume 28, issue 4, 2014

Why not use SDF rather than beta models in performance measurement? pp. 307-336 Downloads
Jonas Gusset and Heinz Zimmermann
Stress testing German banks against a global credit crunch pp. 337-361 Downloads
Klaus Düllmann and Thomas Kick
Corporate sustainability in asset pricing models and mutual funds performance measurement pp. 363-407 Downloads
Thomas Walker, Kerstin Lopatta and Thomas Kaspereit
The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors pp. 409-436 Downloads
Alexander Kerl, Carolin Schürg and Andreas Walter
Kevin R. Mirabile: Hedge Fund Investing pp. 437-439 Downloads
Florian Weigert

Volume 28, issue 3, 2014

Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies pp. 209-231 Downloads
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers pp. 233-262 Downloads
Frederik König
An empirical investigation of asset pricing models under divergent lending and borrowing rates pp. 263-279 Downloads
Yacine Hammami
Abnormal investor response to the index effect for daily and intraday data pp. 281-303 Downloads
Tchai Tavor
Pojarliev, M. and R. M. Levich (2012): A New Look at Currency Investing, CFA Institute pp. 305-306 Downloads
Rico Wyss

Volume 28, issue 2, 2014

(Un)skilled leveraged trading of retail investors pp. 111-138 Downloads
Stephan Meyer, Sebastian Schroff and Christof Weinhardt
Forecasting market turbulence using regime-switching models pp. 139-164 Downloads
Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer and Rudi Zagst
An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models pp. 165-180 Downloads
Yen-Hsien Lee
On the distribution of government bond returns: evidence from the EMU pp. 181-203 Downloads
Christian Gabriel and Christian Lau
Alan S. Blinder: After the Music Stopped: The Financial Crisis, the Response, and the Work Ahead pp. 205-207 Downloads
Felix Meyerinck

Volume 28, issue 1, 2014

Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds pp. 1-28 Downloads
Juliane Proelss and Denis Schweizer
The systematic risk of corporate bonds: default risk, term risk, and index choice pp. 29-61 Downloads
Christian Klein and Christoph Stellner
Active currency management of international bond portfolios pp. 63-94 Downloads
Gueorgui Konstantinov
Evaluating absolute return managers pp. 95-103 Downloads
Momtchil Pojarliev and Richard Levich
Ronald Chan: The Value Investors: Lessons from the World’s Top Fund Managers pp. 105-109 Downloads
Sina Marquardt
Page updated 2022-09-26