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Hedge fund characteristics and performance persistence

Ammann, Manuel; Huber, Otto; Schmid, Markus M. - In: European financial management : the journal of the … 19 (2013) 2, pp. 209-250

Persistent link: https://www.econbiz.de/10009732091

The performance of actively and passively managed Swiss equity funds

Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003832157

The performance of actively and passively managed Swiss equity funds

Ammann, Manuel; Steiner, Michael - 2009

Persistent link: https://www.econbiz.de/10003906289

Prior performance and risk-taking of mutual fund managers : a dynamic Bayesian network approach

Ammann, Manuel; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10003496687

Disposition effect and mutual fund performance

Ammann, Manuel; Ising, Alexander; Kessler, Stephan - In: Applied financial economics 22 (2012) 1/3, pp. 1-19

Persistent link: https://www.econbiz.de/10009419587

Disposition Effect and Mutual Fund Performance

Ammann, Manuel - 2013

This article finds strong evidence for the presence of the disposition effect among US mutual fund managers. The … macroeconomic environment. Managers with a lower disposition effect are found to invest in larger equities with a higher trade …

Persistent link: https://www.econbiz.de/10013092848

Factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2020 - This version: August 2020

investor flows. We conclude that fund managers voluntarily attempt to time factors, but they are unsuccessful at doing so. …

Persistent link: https://www.econbiz.de/10012264676

Risk factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2018

fund's forced trading through investor flows. We conclude that fund managers voluntarily attempt to time risk factors, but …

Persistent link: https://www.econbiz.de/10011906504

Factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - In: Financial analysts journal : FAJ 76 (2020) 4, pp. 101-118

Persistent link: https://www.econbiz.de/10012313177

The impact of prior performance on the risk-taking of mutual fund managers

Ammann, Manuel; Verhofen, Michael - In: Annals of finance 5 (2009) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10003775313