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Springer

Financial Markets and Portfolio Management

Contact information of Springer:
Web page: http://www.springerlink.com/link.asp?id=119763

Editor: Manuel Ammann
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:fmktpm

2009, Volume 23, Issue 4

333-334 Editorial
by Angelo Ranaldo & Paul Söderlind [Downloadable! (restricted)]
335-348 Liquidity risk, credit risk, and the federal reserve’s responses to the crisis
by Asani Sarkar [Downloadable! (restricted)]
349-359 The implementation of SNB monetary policy
by Thomas Jordan & Angelo Ranaldo & Paul Söderlind [Downloadable! (restricted)]
361-381 The financial crisis in Norway: effects on financial markets and measures taken
by Tom Bernhardsen & Arne Kloster & Elisabeth Smith & Olav Syrstad [Downloadable! (restricted)]
383-399 Intraday volatility responses to monetary policy events
by Asger Lunde & Allan Zebedee [Downloadable! (restricted)]
401-410 Monetary policy shocks and stock returns: evidence from the British market
by A. Gregoriou & A. Kontonikas & R. MacDonald & A. Montagnoli [Downloadable! (restricted)]

2009, Volume 23, Issue 3

207-208 Editorial
by Manuel Ammann [Downloadable! (restricted)]
209-242 Commonalities in the order book
by Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig [Downloadable! (restricted)]
243-269 Pricing volatility of stock returns with volatile and persistent components
by Jie Zhu [Downloadable! (restricted)]
271-283 Heterogeneous time varying transaction costs and asset pricing in international equity markets
by Andros Gregoriou & Christos Ioannidis & Sugata Ghosh [Downloadable! (restricted)]
285-313 An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market
by M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz [Downloadable! (restricted)]
315-327 A note on portfolio choice for sovereign wealth funds
by Bernd Scherer [Downloadable! (restricted)]
329-330 C. Skiadas: Asset Pricing Theory
by Evert Wipplinger [Downloadable! (restricted)]
331-332 C. Alexander: Market Risk Analysis (four-volume set)
by David Oesch [Downloadable! (restricted)]

2009, Volume 23, Issue 2

109-110 Editorial
by Manuel Ammann [Downloadable! (restricted)]
111-135 The impact of monetary policy surprises on asset return volatility: the case of Germany
by Ernst Konrad [Downloadable! (restricted)]
137-155 Predicting premiums for the market, size, value, and momentum factors
by Michael Steiner [Downloadable! (restricted)]
157-186 Liquidating large security positions strategically: a pragmatic and empirical approach
by Burkart Mönch [Downloadable! (restricted)]
187-203 Selecting credit rating models: a cross-validation-based comparison of discriminatory power
by Marc Ryser & Stefan Denzler [Downloadable! (restricted)]
205-206 Thorsten Hens and Kremena Bachmann: Behavioural Finance for Private Banking
by David Oesch [Downloadable! (restricted)]

2009, Volume 23, Issue 1

1-2 Editorial
by Manuel Ammann [Downloadable! (restricted)]
3-29 Do German security analysts herd?
by Marcel Naujoks & Kevin Aretz & Alexander Kerl & Andreas Walter [Downloadable! (restricted)]
31-57 Lemmings in the bond market? An empirical analysis of the term structure of credit spreads
by Nikolas Rokkanen [Downloadable! (restricted)]
59-91 The ex-dividend day stock price anomaly: evidence from the Greek stock market
by Apostolos Dasilas [Downloadable! (restricted)]
93-103 Competition between financial markets in Europe: what can be expected from MiFID?
by Hans Degryse [Downloadable! (restricted)]
105-107 Jean-Charles Rochet: Why Are there so Many Banking Crises?
by Bernd Brommundt [Downloadable! (restricted)]

2008, Volume 22, Issue 3

193-194 Editorial
by Manuel Ammann [Downloadable! (restricted)]
195-217 Venture capital investment practices in Europe and the United States
by Armin Schwienbacher [Downloadable! (restricted)]
219-240 Securitization of mezzanine capital in Germany
by Günter Franke & Julia Hein [Downloadable! (restricted)]
241-258 Enterprise risk management in financial groups: analysis of risk concentration and default risk
by Nadine Gatzert & Hato Schmeiser & Stefan Schuckmann [Downloadable! (restricted)]
259-279 Alternative beta applied—an introduction to hedge fund replication
by Roman Tancar & Jan Viebig [Downloadable! (restricted)]
281-283 Robert D. Arnott, Jason C. Hsu, John M. West: The Fundamental Index—A Better Way to Invest
by Rachel Berchtold [Downloadable! (restricted)]
285-286 George Pennacchi: Theory of Asset Pricing
by David Oesch [Downloadable! (restricted)]

2008, Volume 22, Issue 2

95-99 Editorial
by Wolfgang Bessler & Wolfgang Drobetz [Downloadable! (restricted)]
101-126 The nature of listed real estate companies: property or equity market?
by Jaroslaw Morawski & Heinz Rehkugler & Roland Füss [Downloadable! (restricted)]
127-146 How do commodity futures respond to macroeconomic news?
by Dieter Hess & He Huang & Alexandra Niessen [Downloadable! (restricted)]
147-167 Optimal investments in volatility
by Reinhold Hafner & Martin Wallmeier [Downloadable! (restricted)]
169-192 Sports betting as a new asset class—current market organization and options for development
by Peter Gomber & Peter Rohr & Uwe Schweickert [Downloadable! (restricted)]

2008, Volume 22, Issue 1

1-2 Editorial
by Manuel Ammann [Downloadable! (restricted)]
3-20 The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements
by Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde [Downloadable! (restricted)]
21-45 Return enhancement trading strategies for size based portfolios
by Glen Larsen & Bruce Resnick [Downloadable! (restricted)]
47-66 Implied measures of relative fund performance
by Steve Hogan & Mitch Warachka [Downloadable! (restricted)]
67-90 Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?
by Holger Kraft & Ralf Korn [Downloadable! (restricted)]
91-92 Eric Jondeau, Ser-Huang Poon, Michael Rockinger (eds.): Financial modeling under non-Gaussian distributions
by Stephan Suess [Downloadable! (restricted)]
93-94 Jim Gatheral: The volatility surface, a practitioner’s guide
by Evert Wipplinger [Downloadable! (restricted)]

2007, Volume 21, Issue 4

401-402 Editorial
by Manuel Ammann [Downloadable! (restricted)]
403-424 Shareholder wealth gains through better corporate governance—The case of European LBO-transactions
by Christian Andres & André Betzer & Charlie Weir [Downloadable! (restricted)]
425-444 The tactical and strategic value of hedge fund strategies: a cointegration approach
by Roland Füss & Dieter Kaiser [Downloadable! (restricted)]
445-470 Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?
by Christina Bannier [Downloadable! (restricted)]
471-485 Distribution of the shareholder base of Swiss cantonal banks
by Stefan Neher [Downloadable! (restricted)]
487-489 Jonathan Berk, Peter DeMarzo. Corporate Finance
by Rachel Berchtold [Downloadable! (restricted)]
491-492 Pompian, M. (2006): Behavioral Finance and Wealth Management – How to Build Optimal Portfolios That Account for Investor Biases
by Alexander Ising [Downloadable! (restricted)]

2007, Volume 21, Issue 3

267-268 Editorial
by Manuel Ammann [Downloadable! (restricted)]
269-292 Credit default swap prices as risk indicators of listed German banks
by Klaus Düllmann & Agnieszka Sosinska [Downloadable! (restricted)]
293-324 Corporate cash holdings: Evidence from Switzerland
by Wolfgang Drobetz & Matthias Grüninger [Downloadable! (restricted)]
325-352 Feasible momentum strategies: Evidence from the Swiss stock market
by David Rey & Markus Schmid [Downloadable! (restricted)]
353-379 Price–volume relations of DAX companies
by Henryk Gurgul & Paweł Majdosz & Roland Mestel [Downloadable! (restricted)]
381-396 Is the January effect still alive in the futures markets?
by Juan Rendon & William Ziemba [Downloadable! (restricted)]
397-398 Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk
by Evert Wipplinger [Downloadable! (restricted)]
399-400 Joel Hasbrouck: Empirical Market Microstructure
by Rico Wyss [Downloadable! (restricted)]

2007, Volume 21, Issue 2

145-146 Editorial
by Manuel Ammann [Downloadable! (restricted)]
147-166 An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
by Steven Beach & Alexei Orlov [Downloadable! (restricted)]
167-201 Strategic asset allocation for a country: the Norwegian case
by Trond Døskeland [Downloadable! (restricted)]
203-220 The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market
by Thomas Zellweger & Roger Meister & Urs Fueglistaller [Downloadable! (restricted)]
221-240 Three aspects of the Swiss term structure: an empirical survey
by Petra Gerlach-Kristen [Downloadable! (restricted)]
241-261 The characteristics and development of the Swiss franc repurchase agreement market
by Sébastien Kraenzlin [Downloadable! (restricted)]
263-264 Kenneth J. Singleton: Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
by Anna Cieslak [Downloadable! (restricted)]
265-266 Dariusz Gatarek, Przemyslaw Bachert und Robert Maksymiuk (2006): The LIBOR Market Model in Practice
by Rico Wyss [Downloadable! (restricted)]

2007, Volume 21, Issue 1

1-2 Editorial
by Manuel Ammann [Downloadable! (restricted)]
3-43 Advice and monitoring in venture finance
by Douglas Cumming & Sofia Johan [Downloadable! (restricted)]
45-67 Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments
by Rainer Lauterbach & Isabell Welpe & Jan Fertig [Downloadable! (restricted)]
69-94 Do venture capitalists imitate portfolio size?
by André Gygax & Anna Griffiths [Downloadable! (restricted)]
95-120 Country and currency diversification of bond investments: do they really make sense for Swiss investors?
by Nicola Carcano [Downloadable! (restricted)]
121-134 Return decomposition of absolute-performance multi-asset class portfolios
by Stefan Illmer & Wolfgang Marty [Downloadable! (restricted)]
135-137 Damiano Brigo and Fabio Mercurio: Interest Rate Models – Theory and Practice
by David Skovmand & Michael Verhofen [Downloadable! (restricted)]
139-142 Wolfgang Bessler (ed.): Exchanges, Banks, and Capital Markets - (in German: Börsen, Banken und Kapitalmärkte)
by Karl Keiber [Downloadable! (restricted)]
143-144 Call for Papers
by Wolfgang Bessler & Wolfgang Drobetz [Downloadable! (restricted)]

2006, Volume 20, Issue 4

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

2006, Volume 20, Issue 3

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

2006, Volume 20, Issue 2

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

2006, Volume 20, Issue 1

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

2005, Volume 19, Issue 4

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

2005, Volume 19, Issue 3

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

2005, Volume 19, Issue 2

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

2005, Volume 19, Issue 1

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

2004, Volume 18, Issue 4

351-352 Editorial
by Manuel Ammann [Downloadable! (restricted)]
358-381 Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany
by Lutz Hahnenstein [Downloadable! (restricted)]
382-398 Resampled efficiency and portfolio choice
by Bernd Scherer [Downloadable! (restricted)]
442-457 What is going on in the oil market?
by Frode Brevik & Axel Kind [Downloadable! (restricted)]
458-461 Book reviews
by Rico von Wyss & Michael Verhofen & Bernd Brommundt [Downloadable! (restricted)]

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This page was last updated on 2009-11-7.

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