Semir Ben Ammar
|Last Name:||Ben Ammar|
Research outputJump to: Working papers Articles
- Ben Ammar, Semir, 2016. "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance 1617, University of St. Gallen, School of Finance.
- Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016. "Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns," Working Papers on Finance 1621, University of St. Gallen, School of Finance.
- Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2015. "Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry," Working Papers on Finance 1516, University of St. Gallen, School of Finance.
- Ben Ammar, Semir & Eling, Martin, 2013. "Common Risk Factors of Infrastructure Firms," Working Papers on Finance 1307, University of St. Gallen, School of Finance.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016.
"Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns,"
Working Papers on Finance
1621, University of St. Gallen, School of Finance.
- Semir Ben Ammar, 2020. "Catastrophe Risk and the Implied Volatility Smile," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 381-405, June.
- Trottier, Denis-Alexandre & Lai, Van Son & Godin, Frédéric, 2019. "A characterization of CAT bond performance indices," Finance Research Letters, Elsevier, vol. 28(C), pages 431-437.
- Ben Ammar, Semir & Eling, Martin, 2015.
"Common risk factors of infrastructure investments,"
Energy Economics, Elsevier, vol. 49(C), pages 257-273.
- Rubio-Varas, Mar & Muñoz-Delgado, Beatriz, 2017. "200 years diversifying the energy mix? Diversification paths of the energy baskets of European early comers vs. latecomers," Working Papers in Economic History 2017/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Saskia Ellenbeck & Andreas Beneking & Andrzej Ceglarz & Peter Schmidt & Antonella Battaglini, 2015. "Security of Supply in European Electricity Markets—Determinants of Investment Decisions and the European Energy Union," Energies, MDPI, Open Access Journal, vol. 8(6), pages 1-19, June.
- Najarian, Mohammad & Lim, Gino J., 2020. "Optimizing infrastructure resilience under budgetary constraint," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
- Gupta, Arpit & van Nieuwerburgh, Stijn, 2019. "Valuing Private Equity Strip by Strip," CEPR Discussion Papers 14241, C.E.P.R. Discussion Papers.
- Teti, Emanuele & Tului, Stefano, 2020. "Do mergers and acquisitions create shareholder value in the infrastructure and utility sectors? Analysis of market perceptions," Utilities Policy, Elsevier, vol. 64(C).
- Deborah Lucas & Jorge Jimenez Montesinos, 2020. "A Fair Value Approach to Valuing Public Infrastructure Projects and the Risk Transfer in Public Private Partnerships," NBER Chapters, in: Economic Analysis and Infrastructure Investment, National Bureau of Economic Research, Inc.
- Biancone, Paolo Pietro & Radwan, Maha, 2018. "Sharia-Compliant financing for public utility infrastructure," Utilities Policy, Elsevier, vol. 52(C), pages 88-94.
- Louis Chakkalakal & Ulrich Hommel & Wenwei Li, 2018. "Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model," Journal of Property Research, Taylor & Francis Journals, vol. 35(2), pages 117-138, April.
- Daniel Wurstbauer & Stephan Lang & Christoph Rothballer & Wolfgang Schaefers, 2016. "Can common risk factors explain infrastructure equity returns? Evidence from European capital markets," Journal of Property Research, Taylor & Francis Journals, vol. 33(2), pages 97-120, April.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-IAS: Insurance Economics (3) 2015-08-30 2016-08-28 2017-01-01. Author is listed
- NEP-RMG: Risk Management (3) 2013-08-31 2016-08-28 2017-01-01. Author is listed
- NEP-BEC: Business Economics (1) 2013-08-31. Author is listed
- NEP-FMK: Financial Markets (1) 2016-08-28. Author is listed
- NEP-GER: German Papers (1) 2015-08-30. Author is listed
- NEP-PPM: Project, Program & Portfolio Management (1) 2013-08-31. Author is listed
- NEP-TRE: Transport Economics (1) 2013-08-31. Author is listed
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