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Publications

by members of

Center for Finance
Universität St. Gallen
Sankt Gallen, Switzerland

(University of St. Gallen))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2005

  1. Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA. [Downloadable!]

Journal articles

    2009

  1. Manuel Ammann & Michael Verhofen, 2009. "The impact of prior performance on the risk-taking of mutual fund managers," Annals of Finance, Springer, vol. 5(1), pages 69-90, January. [Downloadable!] (restricted)
  2. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(1), pages 1-2, March. [Downloadable!] (restricted)
  3. Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
  4. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 109-110, June. [Downloadable!] (restricted)
  5. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 207-208, September. [Downloadable!] (restricted)
  6. Manuel Ammann & Stephan Markus Kessler, 2009. "Intraday characteristics of stock price crashes," Applied Financial Economics, Taylor and Francis Journals, vol. 19(15), pages 1239-1255. [Downloadable!] (restricted)

    2008

  1. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 1-2, March. [Downloadable!] (restricted)
  2. Manuel Ammann & Michael Verhofen, 2008. "Tactical Industry Allocation and Model Uncertainty," The Financial Review, Eastern Finance Association, vol. 43(2), pages 273-302, 05. [Downloadable!] (restricted)
  3. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2008. "Simulation-based pricing of convertible bonds," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 310-331, March. [Downloadable!] (restricted)
  4. Manuel Ammann & Michael Steiner, 2008. "Risk Factors for the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(I), pages 1-35, March. [Downloadable!]
  5. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 193-194, September. [Downloadable!] (restricted)
  6. Manuel Ammann & Andreas Zingg, 2008. "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 153-195, June. [Downloadable!]
  7. Manuel Ammann & Michael Verhofen, 2008. "Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach," European Financial Management, Blackwell Publishing Ltd, vol. 14(3), pages 391-418. [Downloadable!] (restricted)

    2007

  1. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 1-2, March. [Downloadable!] (restricted)
  2. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 145-146, June. [Downloadable!] (restricted)
  3. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(3), pages 267-268, September. [Downloadable!] (restricted)
  4. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 401-402, December. [Downloadable!] (restricted)

    2006

  1. Manuel Ammann & Michael Verhofen, 2006. "The Effect of Market Regimes on Style Allocation," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 309-337, September. [Downloadable!] (restricted)
  2. Manuel Ammann & Ralf Seiz & Martin Zulauf, 2006. "Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 447–477, December. [Downloadable!]
  3. Ammann, Manuel & Fehr, Martin & Seiz, Ralf, 2006. "New evidence on the announcement effect of convertible and exchangeable bonds," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 43-63, February. [Downloadable!] (restricted)
  4. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(2), pages 121-122, June. [Downloadable!] (restricted)
  5. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(1), pages 1-2, April. [Downloadable!] (restricted)
  6. Manuel Ammann & Michael Verhofen, 2006. "The Conglomerate Discount: A New Explanation Based On Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1201-1214. [Downloadable!] (restricted)

    2005

  1. Manuel Ammann & Markus Leuenberger & Heinrich von Wyss, 2005. "Eigenschaften von Verwaltungsräten und Unternehmensperformance," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 1-22, March. [Downloadable!]
  2. Manuel Ammann & Ralf Seiz, 2005. "An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options," Financial Markets and Portfolio Management, Springer, vol. 19(4), pages 381-396, December. [Downloadable!] (restricted)

    2004

  1. Manuel Ammann, 2004. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 351-352, December. [Downloadable!] (restricted)

    2003

  1. Ammann, Manuel & Kind, Axel & Wilde, Christian, 2003. "Are convertible bonds underpriced? An analysis of the French market," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 635-653, April. [Downloadable!] (restricted)
  2. Manuel Ammann & Christian Zenkner, 2003. "Tactical Asset Allocation mit Genetischen Algorithmen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 1-40, March. [Downloadable!]

    2000

  1. Manuel Ammann & Heinz Zimmermann, 2000. "Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan Journals, vol. 25(3), pages 424-438, July. [Downloadable!] (restricted)

    1998

  1. Manuel Ammann & Heinz Zimmermann, 1998. "Portfolioabsicherung mit konstanter Indexpartizipation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 499-526, December. [Downloadable!]
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This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.