Financial Markets and Portfolio Management

2004 - 2024

Current editor(s): Manuel Ammann

From:
Springer
Swiss Society for Financial Market Research
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Editorial pp. 193-194: Manuel Ammann
Venture capital investment practices in Europe and the United States pp. 195-217: Armin Schwienbacher
Securitization of mezzanine capital in Germany pp. 219-240: Günter Franke and Julia Hein
Enterprise risk management in financial groups: analysis of risk concentration and default risk pp. 241-258: Nadine Gatzert, Hato Schmeiser and Stefan Schuckmann
Alternative beta applied—an introduction to hedge fund replication pp. 259-279: Roman Tancar and Jan Viebig
Robert D. Arnott, Jason C. Hsu, John M. West: The Fundamental Index—A Better Way to Invest pp. 281-283: Rachel Berchtold
George Pennacchi: Theory of Asset Pricing pp. 285-286: David Oesch

Editorial pp. 95-99: Wolfgang Bessler and Wolfgang Drobetz
The nature of listed real estate companies: property or equity market? pp. 101-126: Jaroslaw Morawski, Heinz Rehkugler and Roland Füss
How do commodity futures respond to macroeconomic news? pp. 127-146: Dieter Hess, He Huang and Alexandra Niessen
Optimal investments in volatility pp. 147-167: Reinhold Hafner and Martin Wallmeier
Sports betting as a new asset class—current market organization and options for development pp. 169-192: Peter Gomber, Peter Rohr and Uwe Schweickert

Editorial pp. 1-2: Manuel Ammann
The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements pp. 3-20: Allan Zebedee, Eric Bentzen, Peter Hansen and Asger Lunde
Return enhancement trading strategies for size based portfolios pp. 21-45: Glen Larsen and Bruce Resnick
Implied measures of relative fund performance pp. 47-66: Steve Hogan and Mitch Warachka
Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided? pp. 67-90: Holger Kraft and Ralf Korn
Eric Jondeau, Ser-Huang Poon, Michael Rockinger (eds.): Financial modeling under non-Gaussian distributions pp. 91-92: Stephan Suess
Jim Gatheral: The volatility surface, a practitioner’s guide pp. 93-94: Evert Wipplinger

Editorial pp. 401-402: Manuel Ammann
Shareholder wealth gains through better corporate governance—The case of European LBO-transactions pp. 403-424: Christian Andres, André Betzer and Charlie Weir
The tactical and strategic value of hedge fund strategies: a cointegration approach pp. 425-444: Roland Füss and Dieter Kaiser
Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences? pp. 445-470: Christina Bannier
Distribution of the shareholder base of Swiss cantonal banks pp. 471-485: Stefan Neher
Jonathan Berk, Peter DeMarzo. Corporate Finance pp. 487-489: Rachel Berchtold
Pompian, M. (2006): Behavioral Finance and Wealth Management – How to Build Optimal Portfolios That Account for Investor Biases pp. 491-492: Alexander Ising

Editorial pp. 267-268: Manuel Ammann
Credit default swap prices as risk indicators of listed German banks pp. 269-292: Klaus Düllmann and Agnieszka Sosinska
Corporate cash holdings: Evidence from Switzerland pp. 293-324: Wolfgang Drobetz and Matthias Grüninger
Feasible momentum strategies: Evidence from the Swiss stock market pp. 325-352: David Rey and Markus Schmid
Price–volume relations of DAX companies pp. 353-379: Henryk Gurgul, Paweł Majdosz and Roland Mestel
Is the January effect still alive in the futures markets? pp. 381-396: Juan Rendon and William Ziemba
Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk pp. 397-398: Evert Wipplinger
Joel Hasbrouck: Empirical Market Microstructure pp. 399-400: Rico Wyss

Editorial pp. 145-146: Manuel Ammann
An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management pp. 147-166: Steven Beach and Alexei Orlov
Strategic asset allocation for a country: the Norwegian case pp. 167-201: Trond Døskeland
The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market pp. 203-220: Thomas Zellweger, Roger Meister and Urs Fueglistaller
Three aspects of the Swiss term structure: an empirical survey pp. 221-240: Petra Gerlach-Kristen
The characteristics and development of the Swiss franc repurchase agreement market pp. 241-261: Sébastien Kraenzlin
Kenneth J. Singleton: Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment pp. 263-264: Anna Cieslak
Dariusz Gatarek, Przemyslaw Bachert und Robert Maksymiuk (2006): The LIBOR Market Model in Practice pp. 265-266: Rico von Wyss

Editorial pp. 1-2: Manuel Ammann
Advice and monitoring in venture finance pp. 3-43: Douglas Cumming and Sofia Johan
Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments pp. 45-67: Rainer Lauterbach, Isabell Welpe and Jan Fertig
Do venture capitalists imitate portfolio size? pp. 69-94: André Gygax and Anna Griffiths
Country and currency diversification of bond investments: do they really make sense for Swiss investors? pp. 95-120: Nicola Carcano
Return decomposition of absolute-performance multi-asset class portfolios pp. 121-134: Stefan Illmer and Wolfgang Marty
Damiano Brigo and Fabio Mercurio: Interest Rate Models – Theory and Practice pp. 135-137: David Skovmand and Michael Verhofen
Wolfgang Bessler (ed.): Exchanges, Banks, and Capital Markets - (in German: Börsen, Banken und Kapitalmärkte) pp. 139-142: Karl Keiber
Call for Papers pp. 143-144: Wolfgang Bessler and Wolfgang Drobetz