Content
June 2007, Volume 21, Issue 2
March 2007, Volume 21, Issue 1
- 1-2 Editorial
by Manuel Ammann - 3-43 Advice and monitoring in venture finance
by Douglas Cumming & Sofia Johan - 45-67 Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments
by Rainer Lauterbach & Isabell Welpe & Jan Fertig - 69-94 Do venture capitalists imitate portfolio size?
by André Gygax & Anna Griffiths - 95-120 Country and currency diversification of bond investments: do they really make sense for Swiss investors?
by Nicola Carcano - 121-134 Return decomposition of absolute-performance multi-asset class portfolios
by Stefan Illmer & Wolfgang Marty - 135-137 Damiano Brigo and Fabio Mercurio: Interest Rate Models – Theory and Practice
by David Skovmand & Michael Verhofen - 139-142 Wolfgang Bessler (ed.): Exchanges, Banks, and Capital Markets - (in German: Börsen, Banken und Kapitalmärkte)
by Karl Keiber - 143-144 Call for Papers
by Wolfgang Bessler & Wolfgang Drobetz
December 2006, Volume 20, Issue 4
- 367-368 Editorial
by Wolfgang Bessler - 369-398 Provincial preferences in private equity
by Douglas Cumming & Sofia Johan - 399-418 How do investment patterns of independent and captive private equity funds differ? Evidence from Germany
by Tereza Tykvová - 419-441 Relative importance of hedge fund characteristics
by Cécile Moigne & Patrick Savaria - 442-471 Performance measurement of hedge funds using data envelopment analysis
by Martin Eling - 472-491 A fully parametric approach to return modelling and risk management of hedge funds
by Stefan Kassberger & Rüdiger Kiesel - 492-493 Call for papers
by Christopher Culp
September 2006, Volume 20, Issue 3
- 241-242 Editorial
by Markus Rudolf - 243-264 Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling
by Wolfgang Aussenegg & Tatiana Miazhynskaia - 265-285 Portfolio management and retirement: what is the best arrangement for a family?
by Thomas Post & Helmut Gründl & Hato Schmeiser - 287-307 Investment Policies and Excess Returns in Corporate Spin-offs: Evidence from the US Market
by Barbara Rovetta - 309-337 The Effect of Market Regimes on Style Allocation
by Manuel Ammann & Michael Verhofen - 339-360 Making prospect theory fit for finance
by Enrico Giorgi & Thorsten Hens - 361-362 Christopher L. Culp: Structured finance & insurance – the ART of managing capital and risk
by Bernd Brommundt - 363-364 Héylette Geman: Commodities and Commodity Derivatives - Modeling and Pricing for Agriculturals, Metals and Energy
by Alexander Ising - 365-366 Call for Papers
by Christopher Culp
June 2006, Volume 20, Issue 2
- 121-122 Editorial
by Manuel Ammann - 123-151 Signaling Power of Open Market Share Repurchases in Germany
by Andreas Hackethal & Alexandre Zdantchouk - 153-183 Dividend Policy in Switzerland
by Bogdan Stacescu - 185-203 Staged Financing of Start-ups
by Peter Witt & German Brachtendorf - 205-220 Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds
by Christoph Sax - 221-234 Recent Developments in Credit Markets
by Bernd Brommundt & Jochen Felsenheimer & Philip Gisdakis & Michael Zaiser - 235-237 Jochen Felsenheimer, Philip Gisdakis and Michael Zaiser (eds) : Active Credit Portfolio Management
by Bernd Brommundt - 239-240 Alexander McNeil, Rüdiger Frey, Paul Embrechts (2005): “Quantitative Risk Management”, Princeton Series in Finance, $79.50.-
by Stephan Süss
April 2006, Volume 20, Issue 1
- 1-2 Editorial
by Manuel Ammann - 3-5 Celebrating the 20th Anniversary of FMPM
by Thomas Vock - 7-18 Monetary Policy and Financial Markets
by Philipp Hildebrand - 19-32 Stock and Bond Liquidity and its Effect on Prices and Financial Policies
by Yakov Amihud & Haim Mendelson - 33-47 Board Members and Company Value
by David Yermack - 49-73 C-CAPM Refinements and the Cross-Section of Returns
by Paul Söderlind - 75-101 Martingales and Portfolio Decisions: A User’s Guide
by Heinz Zimmermann - 103-118 Extremes and Robustness: A Contradiction?
by Rosario Dell’Aquila & Paul Embrechts - 119-120 Call for Papers
by Wolfgang Bessler
December 2005, Volume 19, Issue 4
- 343-359 Determinants of Financial Distress Costs
by Julio Pindado & Luis Rodrigues - 361-380 The Valuation of Structured Products: Empirical Findings for the Swiss Market
by Andreas Grünbichler & Hanspeter Wohlwend - 381-396 An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options
by Manuel Ammann & Ralf Seiz - 397-405 Markov Chain Monte Carlo Methods in Financial Econometrics
by Michael Verhofen
October 2005, Volume 19, Issue 3
- 239-260 Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market
by David Rey - 261-275 Active Portfolio Management, Implied Expected Returns, and Analyst Optimism
by Olaf Stotz - 277-295 Using a Bootstrap Approach to Rate the Raters
by André Güttler - 297-311 Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences
by Momtchil Pojarliev - 313-322 Towards an Economic Analysis of Financial Markets Regulation?
by Beat Bernet
August 2005, Volume 19, Issue 2
- 131-151 Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s
by Martin Wallmeier - 153-167 Mutual Fund Growth in Standard and Specialist Market Segments
by Stefan Ruenzi - 169-178 Price Linkages Between the US, Japan and UK Stock Markets
by Christos Floros - 179-200 Procyclicality: The Macroeconomic Impact of Risk-Based Capital Requirements
by Bernd Hofmann - 201-212 Forecasting Monetary Policy in Switzerland: Some Empirical Assistance
by Thorsten Hock & Patrick Zimmermann
June 2005, Volume 19, Issue 1
- 7-28 The Parent Company Puzzle on the German Stock Market
by Martin Eling & Frank Schuhmacher - 29-46 Time-Varying Betas of German Stock Returns
by Markus Ebner & Thorsten Neumann - 47-60 The Informational Content of Transactions
by Karl Ludwig Keiber - 61-98 Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices
by Sascha Wilkens & Jens Wimschulte - 99-108 The Regulatory Burden in the Swiss Wealth Management Industry
by Christian Bührer & Ivo Hubli & Eliane Marti - 109-116 Pricing American-Style Options By Simulation
by Axel Kind
December 2004, Volume 18, Issue 4
- 351-352 Editorial
by Manuel Ammann - 358-381 Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany
by Lutz Hahnenstein - 382-398 Resampled efficiency and portfolio choice
by Bernd Scherer - 442-457 What is going on in the oil market?
by Frode Brevik & Axel Kind - 458-461 Book reviews
by Rico von Wyss & Michael Verhofen & Bernd Brommundt