EconPapers    
Economics at your fingertips  
 

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 ().

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 27, issue 4, 2013

Momentum and macroeconomic state variables pp. 335-363 Downloads
Stephan Kessler and Bernd Scherer
Loan growth and bank risk: new evidence pp. 365-379 Downloads
Juan Amador Torres, Jose Gomez-Gonzalez and Andrés Pabón
Constant-collateral pyramiding trading strategies in futures markets pp. 381-396 Downloads
Stanley Miles
The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter? pp. 397-429 Downloads
Nelson Areal, Maria Cortez and Florinda Silva
Book review of Fault Lines by Raghuram G. Rajan pp. 431-433 Downloads
Emilia Garcia-Appendini

Volume 27, issue 3, 2013

The effect of personal portfolio reporting on private investors pp. 257-273 Downloads
Ralf Gerhardt and Steffen Meyer
Bank management of the net interest margin: new measures pp. 275-297 Downloads
Christoph Memmel and Andrea Schertler
The low return distortion of the Sharpe ratio pp. 299-306 Downloads
Benjamin Auer
Momentum strategies of German mutual funds pp. 307-332 Downloads
Alexander Franck, Andreas Walter and Johannes Witt
Anthony Saunders: Financial Institutions, In and Out of Crisis: Reflections by Anthony Saunders pp. 333-334 Downloads
Benjamin Guin

Volume 27, issue 2, 2013

Can exchange traded funds be used to exploit industry and country momentum? pp. 127-148 Downloads
Laura Andreu, Laurens Swinkels and Liam Tjong-A-Tjoe
Do individual investors’ stock recommendations in online communities contain investment value? pp. 149-186 Downloads
Philipp Stephan and Rüdiger Nitzsch
Corporate diversification and firm value: a survey of recent literature pp. 187-215 Downloads
Stefan Erdorf, Thomas Hartmann-Wendels, Nicolas Heinrichs and Michael Matz
The Black–Litterman model: a consistent estimation of the parameter tau pp. 217-251 Downloads
Erindi Allaj
Darrell Duffie: How big banks fail and what to do about it pp. 253-256 Downloads
Jan Wrampelmeyer

Volume 27, issue 1, 2013

The reaction of international stock markets to Federal Reserve policy pp. 1-30 Downloads
Jing Wang and Xiaoneng Zhu
Pricing contingent convertibles: a general framework for application in practice pp. 31-63 Downloads
Markus Buergi
Portfolio allocation using multivariate variance gamma models pp. 65-99 Downloads
Asmerilda Hitaj and Lorenzo Mercuri
Non-fully invested derivative-free bond index replication pp. 101-124 Downloads
Iliya Markov, Rodrigue Oeuvray and Nils Tuchschmid
V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 24.95 pp. 125-126 Downloads
Rico Wyss

Volume 26, issue 4, 2012

To buy or not to buy? The value of contradictory analyst signals pp. 405-428 Downloads
Stefan Kanne, Jan Klobucnik, Daniel Kreutzmann and Soenke Sievers
International equities listed on the New York stock exchange: does type of issue or date of issue matter? pp. 429-447 Downloads
Mark Schaub
Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets pp. 449-468 Downloads
Nicholas Rueilin Lee
Portfolio risk management in a data-rich environment pp. 469-494 Downloads
Mohammed Bouaddi and Abderrahim Taamouti
Simon Lack: The hedge fund mirage—the illusion of big money and why it’s too good to be true pp. 495-497 Downloads
Nic Schaub

Volume 26, issue 3, 2012

Editorial pp. 297-298 Downloads
Markus Schmid
Any regulation of risk increases risk pp. 299-313 Downloads
Philip Maymin and Zakhar Maymin
VIX changes and derivative returns on FOMC meeting days pp. 315-331 Downloads
Kevin Krieger, Nathan Mauck and Denghui Chen
Financial frictions and real implications of macroprudential policies pp. 333-368 Downloads
Alexis Derviz
On the robustness of risk-based asset allocations pp. 369-401 Downloads
Thorsten Poddig and Albina Unger
David Larcker and Brian Tayan: Corporate governance matters—a closer look at organizational choices and their consequences pp. 403-404 Downloads
Tanja Artiga Gonzalez

Volume 26, issue 2, 2012

Editorial pp. 177-178 Downloads
Manuel Ammann
Public information in fragmented markets pp. 179-215 Downloads
Andreas Storkenmaier, Martin Wagener and Christof Weinhardt
Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports pp. 217-246 Downloads
Alexander Kerl, Oscar Stolper and Andreas Walter
The pricing of idiosyncratic risk: evidence from the implied volatility distribution pp. 247-267 Downloads
Stephan Süss
Spread ladder swaps—an analysis of controversial interest rate derivatives pp. 269-289 Downloads
Matthias Muck
Darrell Duffie: Dark markets, asset pricing and information transmission in over-the-counter markets pp. 291-294 Downloads
Sina Marquardt
Massimo Morini: Understanding and managing model risk: a practical guide for quants, traders and validators pp. 295-296 Downloads
Michael Verhofen

Volume 26, issue 1, 2012

Editorial pp. 1-2 Downloads
Manuel Ammann
Empirical cross-sectional asset pricing: a survey pp. 3-38 Downloads
Amit Goyal
Financial architecture, systemic risk, and universal banking pp. 39-59 Downloads
Anthony Saunders and Ingo Walter
Hostages, free lunches and institutional gaps: the case of the European Currency Union pp. 61-85 Downloads
Günter Franke
Funds of hedge funds: performance, risk and capital formation 2005 to 2010 pp. 87-108 Downloads
Daniel Edelman, William Fung, David Hsieh and Narayan Naik
Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests pp. 109-141 Downloads
Wolfgang Bessler, Julian Holler and Philipp Kurmann
Swiss banking secrecy: the stock market evidence pp. 143-176 Downloads
François-Xavier Delaloye, Michel Habib and Alexandre Ziegler

Volume 25, issue 4, 2011

Editorial pp. 343-344 Downloads
Manuel Ammann
The 52-week high strategy and information uncertainty pp. 345-378 Downloads
Hans-Peter Burghof and Felix Prothmann
Unraveling a puzzle: the case of value line timeliness rank upgrades pp. 379-409 Downloads
Nandkumar Nayar, Ajai Singh and Wen Yu
Co-movement of revenue: structural changes in the business cycle pp. 411-433 Downloads
Stefan Erdorf and Nicolas Heinrichs
Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland pp. 435-453 Downloads
Mario Meichle, Angelo Ranaldo and Attilio Zanetti
Investing in the turn-of-the-year effect pp. 455-472 Downloads
William Ziemba
Franklin Allen, Elena Carletti, Jan Pieter Krahnen, and Marcel Tyrell: Liquidity and Crises pp. 473-475 Downloads
Alexander Kohler
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi: Financial models with Lévy processes and volatility clustering pp. 477-478 Downloads
Tobias Nigbur

Volume 25, issue 3, 2011

Editorial pp. 237-238 Downloads
Manuel Ammann
Google search volume and its influence on liquidity and returns of German stocks pp. 239-264 Downloads
Matthias Bank, Martin Larch and Georg Peter
Do option open-interest changes foreshadow future equity returns? pp. 265-280 Downloads
Andy Fodor, Kevin Krieger and James Doran
The influence of sponsor, servicer, and underwriter characteristics on RMBS performance pp. 281-311 Downloads
Andre Guettler, Ulrich Hommel and Julia Reichert
Beyond payoff diagrams: how to present risk and return characteristics of structured products pp. 313-338 Downloads
Martin Wallmeier
Euan Sinclair: Option Trading—Pricing and Volatility Strategies and Techniques pp. 339-340 Downloads
Stephan Süss
Viral V. Acharya, Thomas F. Cooley, Matthew P. Richardson, and Ingo Walter: Regulating Wall Street—The Dodd-Frank Act and the New Architecture of Global Finance pp. 341-342 Downloads
Dustin Schütte

Volume 25, issue 2, 2011

Editorial pp. 109-110 Downloads
Manuel Ammann
Are directors’ dealings informative? Evidence from European stock markets pp. 111-148 Downloads
Kaspar Dardas and Andre Güttler
Competition in securities markets: the impact on liquidity pp. 149-172 Downloads
Michael Chlistalla and Marco Lutat
Service quality in the private banking business pp. 173-195 Downloads
Carsten Horn and Markus Rudolf
What drives portfolio investments of German banks in emerging capital markets? pp. 197-231 Downloads
Christian Wildmann
Leif B. G. Andersen and Vladimir V. Piterbarg: Interest Rate Modeling pp. 233-236 Downloads
Rico von Wyss

Volume 25, issue 1, 2011

Editorial pp. 1-2 Downloads
Manuel Ammann
On the risk situation of financial conglomerates: does diversification matter? pp. 3-26 Downloads
Nadine Gatzert and Hato Schmeiser
IPO underpricing, signaling, and property returns pp. 27-51 Downloads
Fabian Brämisch, Nico Rottke and Dirk Schiereck
Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation pp. 53-74 Downloads
Chen Su and Kenbata Bangassa
Efficiency in private banking: evidence from Switzerland and Liechtenstein pp. 75-93 Downloads
Johann Burgstaller and Teodoro Cocca
The search for relative value in bonds pp. 95-106 Downloads
Robin Grieves and Steven Mann
Yuri Kabanov and Mher Safarin: Markets with transaction costs pp. 107-108 Downloads
Evert Wipplinger
Page updated 2022-09-24