Information about:
Manuel Ammann

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.manuel-ammann.com
Postal Address: University of St. Gallen 9000 St. Gallen Switzerland
Phone:

Affiliation

• Center for Finance
  Universität St. Gallen (University of St. Gallen)

  Location: Sankt Gallen, Switzerland
  Homepage: http://www.finance.unisg.ch/
  Email:
  Phone: +41 71 243 40 11
  Fax: +41 71 243 40 40
  Postal:
  Handle: RePEc:edi:cfisgch (registered authors at this institution)

Working papers

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

1. 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.

2. 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)

3. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 207-208, September. [Downloadable!] (restricted)

4. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 109-110, June. [Downloadable!] (restricted)

5. 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)

6. Manuel Ammann, 2009. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 23(1), pages 1-2, March. [Downloadable!] (restricted)

7. 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)

8. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 1-2, March. [Downloadable!] (restricted)

9. 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!]

10. Manuel Ammann, 2008. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 22(3), pages 193-194, September. [Downloadable!] (restricted)

11. 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)
    Other versions:
    • Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA. [Downloadable!]

12. 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)

13. 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!]

14. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(1), pages 1-2, March. [Downloadable!] (restricted)

15. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 401-402, December. [Downloadable!] (restricted)

16. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 145-146, June. [Downloadable!] (restricted)

17. Manuel Ammann, 2007. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 21(3), pages 267-268, September. [Downloadable!] (restricted)

18. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(2), pages 121-122, June. [Downloadable!] (restricted)

19. 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)

20. 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)

21. 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!]

22. 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)

23. Manuel Ammann, 2006. "Editorial," Financial Markets and Portfolio Management, Springer, vol. 20(1), pages 1-2, April. [Downloadable!] (restricted)

24. 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)

25. 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!]

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

27. 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)

28. 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!]

29. 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)

30. 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!]

1. Financial Markets and Portfolio Management, Springer.

1. NEP-CMP: Computational Economics (1) 2005-07-18 Author is listed
2. NEP-FIN: Finance (1) 2005-07-18 Author is listed
3. NEP-FMK: Financial Markets (1) 2005-07-18 Author is listed

This page was last updated on 2009-11-6.