Financial Markets and Portfolio Management

2004 - 2024

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.

Editorial pp. 367-368: Wolfgang Bessler
Provincial preferences in private equity pp. 369-398: Douglas Cumming and Sofia Johan
How do investment patterns of independent and captive private equity funds differ? Evidence from Germany pp. 399-418: Tereza Tykvova
Relative importance of hedge fund characteristics pp. 419-441: Cécile Moigne and Patrick Savaria
Performance measurement of hedge funds using data envelopment analysis pp. 442-471: Martin Eling
A fully parametric approach to return modelling and risk management of hedge funds pp. 472-491: Stefan Kassberger and Rüdiger Kiesel
Call for papers pp. 492-493: Christopher Culp

Editorial pp. 241-242: Markus Rudolf
Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling pp. 243-264: Wolfgang Aussenegg and Tatiana Miazhynskaia
Portfolio management and retirement: what is the best arrangement for a family? pp. 265-285: Thomas Post, Helmut Gründl and Hato Schmeiser
Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market pp. 287-307: Barbara Rovetta
The Effect of Market Regimes on Style Allocation pp. 309-337: Manuel Ammann and Michael Verhofen
Making prospect theory fit for finance pp. 339-360: Enrico De Giorgi and Thorsten Hens
Christopher L. Culp: Structured finance & insurance – the ART of managing capital and risk pp. 361-362: Bernd Brommundt
Héylette Geman: Commodities and Commodity Derivatives - Modeling and Pricing for Agriculturals, Metals and Energy pp. 363-364: Alexander Ising
Call for Papers pp. 365-366: Christopher Culp

Editorial pp. 121-122: Manuel Ammann
Signaling Power of Open Market Share Repurchases in Germany pp. 123-151: Andreas Hackethal and Alexandre Zdantchouk
Dividend Policy in Switzerland pp. 153-183: Bogdan Stacescu
Staged Financing of Start-ups pp. 185-203: Peter Witt and German Brachtendorf
Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds pp. 205-220: Christoph Sax
Recent Developments in Credit Markets pp. 221-234: Bernd Brommundt, Jochen Felsenheimer, Philip Gisdakis and Michael Zaiser
Jochen Felsenheimer, Philip Gisdakis and Michael Zaiser (eds): Active Credit Portfolio Management pp. 235-237: Bernd Brommundt
Alexander McNeil, Rüdiger Frey, Paul Embrechts (2005): “Quantitative Risk Management”, Princeton Series in Finance, $79.50.- pp. 239-240: Stephan Süss

Editorial pp. 1-2: Manuel Ammann
Celebrating the 20th Anniversary of FMPM pp. 3-5: Thomas Vock
Monetary Policy and Financial Markets pp. 7-18: Philipp Hildebrand
Stock and Bond Liquidity and its Effect on Prices and Financial Policies pp. 19-32: Yakov Amihud and Haim Mendelson
Board Members and Company Value pp. 33-47: David Yermack
C-CAPM Refinements and the Cross-Section of Returns pp. 49-73: Paul Söderlind
Martingales and Portfolio Decisions: A User’s Guide pp. 75-101: Heinz Zimmermann
Extremes and Robustness: A Contradiction? pp. 103-118: Rosario Dell’Aquila and Paul Embrechts
Call for Papers pp. 119-120: Wolfgang Bessler

Determinants of Financial Distress Costs pp. 343-359: Julio Pindado and Luis Rodrigues
The Valuation of Structured Products: Empirical Findings for the Swiss Market pp. 361-380: Andreas Grünbichler and Hanspeter Wohlwend
An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options pp. 381-396: Manuel Ammann and Ralf Seiz
Markov Chain Monte Carlo Methods in Financial Econometrics pp. 397-405: Michael Verhofen

Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market pp. 239-260: David Rey
Active Portfolio Management, Implied Expected Returns, and Analyst Optimism pp. 261-275: Olaf Stotz
Using a Bootstrap Approach to Rate the Raters pp. 277-295: André Güttler
Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences pp. 297-311: Momtchil Pojarliev
Towards an Economic Analysis of Financial Markets Regulation? pp. 313-322: Beat Bernet

Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s pp. 131-151: Martin Wallmeier
Mutual Fund Growth in Standard and Specialist Market Segments pp. 153-167: Stefan Ruenzi
Price Linkages Between the US, Japan and UK Stock Markets pp. 169-178: Christos Floros
Procyclicality: The Macroeconomic Impact of Risk-Based Capital Requirements pp. 179-200: Bernd Hofmann
Forecasting Monetary Policy in Switzerland: Some Empirical Assistance pp. 201-212: Thorsten Hock and Patrick Zimmermann

The Parent Company Puzzle on the German Stock Market pp. 7-28: Martin Eling and Frank Schuhmacher
Time-Varying Betas of German Stock Returns pp. 29-46: Markus Ebner and Thorsten Neumann
The Informational Content of Transactions pp. 47-60: Karl Ludwig Keiber
Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices pp. 61-98: Sascha Wilkens and Jens Wimschulte
The Regulatory Burden in the Swiss Wealth Management Industry pp. 99-108: Christian Bührer, Ivo Hubli and Eliane Marti
Pricing American-Style Options By Simulation pp. 109-116: Axel Kind