Financial Markets and Portfolio Management
2004 - 2025
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 (). Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 33, issue 4, 2019
- Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries pp. 349-416

- Husaini Said and Evangelos Giouvris
- Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns pp. 417-445

- Riza Erdugan, Nada Kulendran and Riccardo Natoli
- Risk estimation for short-term financial data through pooling of stable fits pp. 447-470

- Marzia De Donno, Riccardo Donati, Gino Favero and Paola Modesti
- Buffett’s alpha: further explanations from a behavioral value investing perspective pp. 471-490

- Eben Otuteye and Mohammad Siddiquee
- Marcos López de Prado: Advances in financial machine learning pp. 491-493

- Mathis Mörke
Volume 33, issue 3, 2019
- Common risk factors in international stock markets pp. 213-241

- Peter S. Schmidt, Urs von Arx, Andreas Schrimpf, Alexander Wagner and Andreas Ziegler
- Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics pp. 243-275

- 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

- Till Massing
- Handbook on Corporate Governance in Financial Institutions pp. 345-348

- Solène Collot
Volume 33, issue 2, 2019
- Bitcoin fluctuations and the frequency of price overreactions pp. 109-131

- Guglielmo Maria Caporale, Alex Plastun and Viktor Oliinyk
- Thematic portfolio optimization: challenging the core satellite approach pp. 133-154

- 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

- Xiaojie Xu
- High-frequency trading: a literature review pp. 183-208

- Gianluca Piero Maria Virgilio
- Scott E. Page: The model thinker—what you need to know to make data work for you pp. 209-211

- Alexander Cochardt
Volume 33, issue 1, 2019
- Extreme spillovers of VIX fear index to international equity markets pp. 1-38

- Massaporn Cheuathonghua, Chaiyuth Padungsaksawasdi, Pattana Boonchoo and Jittima Tongurai
- What drives stock returns in Japan? pp. 39-69

- Samuel Xin Liang
- Does the market model provide a good counterfactual for event studies in finance? pp. 71-91

- Carlos Castro-Iragorri
- Machine learning in empirical asset pricing pp. 93-104

- Alois Weigand
- Alan Greenspan and Adrian Wooldridge: Capitalism in America: A history pp. 105-107

- Felix Meyerinck
Volume 32, issue 4, 2018
- Financial crises, price discovery, and information transmission: a high-frequency perspective pp. 333-365

- Roland Füss, Ferdinand Mager, Michael Stein and Lu Zhao
- Are financial constraints of corporate activist investors perceived negatively? pp. 367-398

- Leopold Ingenohl and Nicolas Kube
- A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization pp. 399-418

- Jules Clement Mba, Edson Pindza and Ur Koumba
- Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach pp. 419-436

- 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

- Mathis Mörke
Volume 32, issue 3, 2018
- Changes in sentiment on REIT industry excess returns and volatility pp. 239-274

- Daniel Huerta-Sanchez and Diego Escobari
- Oil prices implied volatility or direction: Which matters more to financial markets? pp. 275-295

- Brice V. Dupoyet and Corey A. Shank
- Risk measurement distortion: an improved model of return smoothing pp. 297-310

- Jiaqi Chen, Michael L. Tindall and Wenbo Wu
- Behavioral portfolio selection and optimization: an application to international stocks pp. 311-328

- Beatrice Desiree Simo-Kengne, Kofi A. Ababio, Jules Clement Mba and Ur Koumba
- Daniel Drescher: Blockchain basics: a non-technical introduction in 25 steps pp. 329-331

- Nicolas Kube
Volume 32, issue 2, 2018
- Hedge fund incentives, management commitment and survivorship pp. 115-142

- Judy Qiu, Leilei Tang and Ingo Walter
- Determinants of municipal loan spreads: empirical evidence from Switzerland pp. 143-166

- Fabio Sigrist, Patrick Köchli and Christoph Lengwiler
- Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy pp. 167-205

- 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

- Saiful Izzuan Hussain and Steven Li
- Michelle Baddeley: Behavioral economics: a very short introduction pp. 235-237

- Jonas Romer
Volume 32, issue 1, 2018
- Long-term negative fund alpha: Is it caused by bad skill or bad luck? pp. 1-16

- Qiang Bu
- International asset allocation using the market implied cost of capital pp. 17-51

- Patrick Bielstein
- Institutional spending policies: implications for future asset values and spending pp. 53-76

- 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

- Clarence C. Y. Kwan
- Radu S. Tunaru: Real-Estate Derivatives: From Econometrics to Financial Engineering pp. 111-113

- Daniel Ruf
Volume 31, issue 4, 2017
- Fueling the buyout machine: fundraising in private equity pp. 397-443

- Robert Loos and Bernhard Schwetzler
- Valuation of certain CMS spreads pp. 445-467

- Ping Wu and Robert J. Elliott
- The optimal trade-off between interest rate risk and annual return of bond ladders pp. 469-489

- Jan Henrik Wosnitza
- The rolling causal structure between the Chinese stock index and futures pp. 491-509

- Xiaojie Xu
- William N. Goetzmann: Money changes everything—how finance made civilization possible pp. 511-514

- Neha Gupta
- Erratum to: Searching for a listed infrastructure asset class using mean–variance spanning pp. 515-515

- Frédéric Blanc-Brude, Timothy Whittaker and Simon Wilde
Volume 31, issue 3, 2017
- Predictive models for disaggregate stock market volatility pp. 261-288

- Terence Tai Leung Chong and Shiyu Lin
- Risks and rewards for momentum and reversal portfolios pp. 289-315

- Yuming Li
- Tukey’s transformational ladder for portfolio management pp. 317-355

- 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

- 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

- Felix Meyerinck
Volume 31, issue 2, 2017
- Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada pp. 117-136

- Evan Gatev and Mingxin Li
- Searching for a listed infrastructure asset class using mean–variance spanning pp. 137-179

- Frédéric Blanc-Brude, Timothy Whittaker and Simon Wilde
- A note on the valuation of asset management firms pp. 181-199

- Juha Joenväärä and Bernd Scherer
- Trading strategies based on past returns: evidence from Germany pp. 201-256

- Martin H. Schmidt
- Davis W. Edwards: Risk Management in Trading: Techniques to Drive Profitability of Hedge Funds and Trading Desks pp. 257-259

- Sebastian Fischer
Volume 31, issue 1, 2017
- A good pair: alternative pairs-trading strategies pp. 1-26

- Richard Smith and Xun Xu
- How does the underlying affect the risk-return profiles of structured products? pp. 27-47

- Ji Cao
- Algorithmic portfolio choice: lessons from panel survey data pp. 49-67

- Bernd Scherer
- Can investors benefit from the performance of alternative UCITS funds? pp. 69-111

- 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

- Florian Weigert
| |