Manuel Ammann
Names
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Manuel |
| last: |
Ammann |
Identifer
Contact
Affiliations
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Universität St. Gallen
/ School of Finance
/ Schweizerisches Institut für Banken und Finanzen (SBF)
Research profile
author of:
- Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach (RePEc:bla:eufman:v:14:y:2008:i:3:p:391-418)
by Manuel Ammann & Michael Verhofen - Tactical Industry Allocation and Model Uncertainty (RePEc:bla:finrev:v:43:y:2008:i:2:p:273-302)
by Manuel Ammann & Michael Verhofen - Is there Really No Conglomerate Discount? (RePEc:bla:jbfnac:v:39:y:2012:i:1-2:p:264-288)
by Manuel Ammann & Daniel Hoechle & Markus Schmid - Performance and governance of Swiss pension funds (RePEc:cup:jpenef:v:9:y:2010:i:01:p:95-128_00)
by Ammann, Manuel & Zingg, Andreas - Simulation-based pricing of convertible bonds (RePEc:eee:empfin:v:15:y:2008:i:2:p:310-331)
by Ammann, Manuel & Kind, Axel & Wilde, Christian - Corporate governance and firm value: International evidence (RePEc:eee:empfin:v:18:y:2011:i:1:p:36-55)
by Ammann, Manuel & Oesch, David & Schmid, Markus M. - Are convertible bonds underpriced? An analysis of the French market (RePEc:eee:jbfina:v:27:y:2003:i:4:p:635-653)
by Ammann, Manuel & Kind, Axel & Wilde, Christian - What drives the performance of convertible-bond funds? (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2600-2613)
by Ammann, Manuel & Kind, Axel & Seiz, Ralf - An alternative three-factor model for international markets: Evidence from the European Monetary Union (RePEc:eee:jbfina:v:36:y:2012:i:7:p:1857-1864)
by Ammann, Manuel & Odoni, Sandro & Oesch, David - Characteristics-based portfolio choice with leverage constraints (RePEc:eee:jbfina:v:70:y:2016:i:c:p:23-37)
by Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip - New evidence on the announcement effect of convertible and exchangeable bonds (RePEc:eee:mulfin:v:16:y:2006:i:1:p:43-63)
by Ammann, Manuel & Fehr, Martin & Seiz, Ralf - The construction and valuation effect of corporate governance indices (RePEc:elg:eechap:14545_13)
by Manuel Ammann & David Oesch & Markus Schmid - Competing with Superstars (RePEc:inm:ormnsc:v:62:y:2016:i:10:p:2842-2858)
by Manuel Ammann & Philipp Horsch & David Oesch - The impact of prior performance on the risk-taking of mutual fund managers (RePEc:kap:annfin:v:5:y:2009:i:1:p:69-90)
by Manuel Ammann & Michael Verhofen - Financial Markets and Portfolio Management (RePEc:kap:fmktpm)
from Springer;Swiss Society for Financial Market Research as editor - Editorial (RePEc:kap:fmktpm:v:18:y:2004:i:4:p:351-352)
by Manuel Ammann - An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options (RePEc:kap:fmktpm:v:19:y:2005:i:4:p:381-396)
by Manuel Ammann & Ralf Seiz - Editorial (RePEc:kap:fmktpm:v:20:y:2006:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:20:y:2006:i:2:p:121-122)
by Manuel Ammann - The Effect of Market Regimes on Style Allocation (RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337)
by Manuel Ammann & Michael Verhofen - Editorial (RePEc:kap:fmktpm:v:21:y:2007:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:21:y:2007:i:2:p:145-146)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:21:y:2007:i:3:p:267-268)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:21:y:2007:i:4:p:401-402)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:22:y:2008:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:22:y:2008:i:3:p:193-194)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:23:y:2009:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:23:y:2009:i:2:p:109-110)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:23:y:2009:i:3:p:207-208)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:24:y:2010:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:24:y:2010:i:2:p:105-106)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:24:y:2010:i:3:p:217-218)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:24:y:2010:i:4:p:325-326)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:25:y:2011:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:25:y:2011:i:2:p:109-110)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:25:y:2011:i:3:p:237-238)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:25:y:2011:i:4:p:343-344)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:26:y:2012:i:1:p:1-2)
by Manuel Ammann - Editorial (RePEc:kap:fmktpm:v:26:y:2012:i:2:p:177-178)
by Manuel Ammann - Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework (RePEc:pal:gpprii:v:25:y:2000:i:3:p:424-438)
by Manuel Ammann & Heinz Zimmermann - Portfolioabsicherung mit konstanter Indexpartizipation (RePEc:ses:arsjes:1998-iv-2)
by Manuel Ammann & Heinz Zimmermann - Tactical Asset Allocation mit Genetischen Algorithmen (RePEc:ses:arsjes:2003-i-1)
by Manuel Ammann & Christian Zenkner - Eigenschaften von Verwaltungsräten und Unternehmensperformance (RePEc:ses:arsjes:2005-i-1)
by Manuel Ammann - Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert (RePEc:ses:arsjes:2006-iv-1)
by Manuel Ammann & Ralf Seiz & Martin Zulauf - Risk Factors for the Swiss Stock Market (RePEc:ses:arsjes:2008-i-1)
by Manuel Ammann & Michael Steiner - Investment Performance of Swiss Pension Funds and Investment Foundations (RePEc:ses:arsjes:2008-ii-2)
by Manuel Ammann & Andreas Zingg - The Performance of Actively and Passively Managed Swiss Equity Funds (RePEc:ses:arsjes:2009-i-1)
by Manuel Ammann & Michael Steiner - Intraday characteristics of stock price crashes (RePEc:taf:apfiec:v:19:y:2009:i:15:p:1239-1255)
by Manuel Ammann & Stephan Markus Kessler - Disposition effect and mutual fund performance (RePEc:taf:apfiec:v:22:y:2012:i:1:p:1-19)
by Manuel Ammann & Alexander Ising & Stephan Kessler - Asymmetric dependence patterns in financial time series (RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:703-719)
by Manuel Ammann & Stephan Suss - An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union (RePEc:usg:sfwpfi:2012:02)
by Ammann, Manuel & Odoni, Sandro & Oesch, David - Do Newspaper Articles Predict Aggregate Stock Returns? (RePEc:usg:sfwpfi:2012:04)
by Ammann, Manuel & Frey, Roman & Verhofen, Michael - Variance Risk Premiums in Foreign Exchange Markets (RePEc:usg:sfwpfi:2013:04)
by Ammann, Manuel & Buesser, Ralf - Competing with Superstars (RePEc:usg:sfwpfi:2015:10)
by Ammann, Manuel & Horsch, Philipp & Oesch, David - Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry (RePEc:usg:sfwpfi:2015:25)
by Ammann, Manuel & Blickle, Kristian & Ehmann, Christian - Characteristics-based Portfolio Choice with Leverage Constraints (RePEc:usg:sfwpfi:2016:06)
by Ammann, Manuel & Coqueret, Guillaume & Schade, Jan-Philip - Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds (RePEc:usg:sfwpfi:2016:23)
by Ammann, Manuel & Ehmann, Christian - Illuminating the Dark Side of Financial Innovation: The Role of Investor Information (RePEc:usg:sfwpfi:2017:04)
by Ammann, Manuel & Arnold, Marc & Straumann, Simon - Simulation-Based Pricing of Convertible Bonds (RePEc:wpa:wuwpfi:0507015)
by Manuel Ammann & Axel Kind & Christian Wilde