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.
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Volume 30, issue 4, 2016
- Quantifying the components of the banks’ net interest margin pp. 371-396

- Ramona Busch and Christoph Memmel
- Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data pp. 397-426

- 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

- Isaac Otchere and Sana Mohsni
- How safe are the safe haven assets? pp. 453-482

- 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

- Thomas Spycher
Volume 30, issue 3, 2016
- Is there Swissness in investment decision behavior and investment competence? pp. 233-275

- Kremena Bachmann and Thorsten Hens
- The characteristics of infrastructure as an investment class pp. 277-297

- Wouter Thierie and Lieven Moor
- The impact of mobile payment on payment choice pp. 299-336

- Tobias Trütsch
- Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective pp. 337-365

- Gueorgui Konstantinov
- Claus Munk: Financial Asset Pricing Theory pp. 367-369

- Igor Pozdeev
Volume 30, issue 2, 2016
- Does female management influence firm performance? Evidence from Luxembourg banks pp. 113-136

- Regina M. Reinert, Florian Weigert and Christoph H. Winnefeld
- Price distortion induced by a flawed stock market index pp. 137-160

- Kotaro Miwa and Kazuhiro Ueda
- Beating the DAX, MDAX, and SDAX: investment strategies in Germany pp. 161-204

- Friedrich-Carl Franz and Tobias Regele
- A plausible model of yield curve dynamics pp. 205-228

- Gideon Magnus
- David F. Larcker and Brian Tayan: A Real Look at Real World Corporate Governance pp. 229-231

- Nicolas Kube
Volume 30, issue 1, 2016
- Reputational risks and large international banks pp. 1-17

- Ingo Walter
- Reputational risks and large international banks pp. 1-17

- Ingo Walter
- Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis pp. 19-61

- 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

- 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

- 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

- Nicholas Apergis, Alexandros Gabrielsen and Lee Smales
- Further examination of the demographic and social factors affecting risk aversion pp. 95-110

- Tchai Tavor and Sharon Garyn-Tal
- Further examination of the demographic and social factors affecting risk aversion pp. 95-110

- Tchai Tavor and Sharon Garyn-Tal
- Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112

- Simon Strauman
- Karamjeet Paul: Managing extreme financial risk: strategies and tactics for going concerns pp. 111-112

- 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

- Y. Chung and Thomas Kim
- Shareholder voting and merger returns pp. 337-363

- Laura Henning
- Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market pp. 365-379

- Eduard Baitinger, Christian Fieberg, Thorsten Poddig and Armin Varmaz
- The information content of the open interest of credit default swaps pp. 381-427

- Paulo Silva
- Andrew Ang: Asset management: a systematic approach to factor investing pp. 429-430

- Jan-Philip Schade
Volume 29, issue 3, 2015
- Market efficiency under ad hoc information: evidence from Germany pp. 173-206

- 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

- Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa
- Do not put all your eggs in one (time) basket pp. 251-269

- Zvika Afik
- Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market pp. 271-298

- 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

- Christian Ehmann
Volume 29, issue 2, 2015
- Profitable momentum trading strategies for individual investors pp. 85-113

- Bryan Foltice and Thomas Langer
- A symmetric Super Bowl stock market predictor model pp. 115-124

- Jeffery Born and Yousra Acherqui
- Handling risk-on/risk-off dynamics with correlation regimes and correlation networks pp. 125-147

- Jochen Papenbrock and Peter Schwendner
- The impact of ECB crisis measures on euro-area CDS spreads pp. 149-168

- Petra Gerlach-Kristen
- Marc Goergen: International Corporate Governance pp. 169-171

- 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

- Aymen Karoui and Iwan Meier
- A note on sorting bias correction in regression-based mutual fund tournament tests pp. 21-29

- Aymen Karoui and Iwan Meier
- Covariance averaging for improved estimation and portfolio allocation pp. 31-59

- Fotis Papailias and Dimitrios Thomakos
- Calls of convertible debt securities: no bad news at all pp. 61-79

- 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

- Laura Henning
Volume 28, issue 4, 2014
- Why not use SDF rather than beta models in performance measurement? pp. 307-336

- Jonas Gusset and Heinz Zimmermann
- Stress testing German banks against a global credit crunch pp. 337-361

- Klaus Düllmann and Thomas Kick
- Corporate sustainability in asset pricing models and mutual funds performance measurement pp. 363-407

- 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

- Alexander Kerl, Carolin Schürg and Andreas Walter
- Kevin R. Mirabile: Hedge Fund Investing pp. 437-439

- Florian Weigert
Volume 28, issue 3, 2014
- Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies pp. 209-231

- 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

- Frederik König
- An empirical investigation of asset pricing models under divergent lending and borrowing rates pp. 263-279

- Yacine Hammami
- Abnormal investor response to the index effect for daily and intraday data pp. 281-303

- Tchai Tavor
- Pojarliev, M. and R. M. Levich (2012): A New Look at Currency Investing, CFA Institute pp. 305-306

- Rico Wyss
Volume 28, issue 2, 2014
- (Un)skilled leveraged trading of retail investors pp. 111-138

- Stephan Meyer, Sebastian Schroff and Christof Weinhardt
- Forecasting market turbulence using regime-switching models pp. 139-164

- 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

- Yen-Hsien Lee
- On the distribution of government bond returns: evidence from the EMU pp. 181-203

- Christian Gabriel and Christian Lau
- Alan S. Blinder: After the Music Stopped: The Financial Crisis, the Response, and the Work Ahead pp. 205-207

- 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

- Juliane Proelss and Denis Schweizer
- The systematic risk of corporate bonds: default risk, term risk, and index choice pp. 29-61

- Christian Klein and Christoph Stellner
- Active currency management of international bond portfolios pp. 63-94

- Gueorgui Konstantinov
- Evaluating absolute return managers pp. 95-103

- Momtchil Pojarliev and Richard Levich
- Ronald Chan: The Value Investors: Lessons from the World’s Top Fund Managers pp. 105-109

- Sina Marquardt
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