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Characteristics-based portfolio choice with leverage constraints

Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Essays on factor investing and social trading, (pp. 2-47). 2017

Die vorliegende Arbeit hat zwei wesentliche Ziele. Auf der einen Seite soll sie existierende Konzepte zum systematischen Faktorinvestieren erweitern, mögliche Problemstellungen aufdecken und Verbesserungen vorschlagen. Zweitens, untersucht diese Arbeit eine neue Form von FinTech Innovationen:...

Persistent link: https://www.econbiz.de/10011775041

Announcement effects of contingent convertible securities : evidence from the global banking industry

Ammann, Manuel; Blickle, Kristian; Ehmann, Christian - In: Essays on institutional asset management and financial …, (pp. 50-82). 2016

Persistent link: https://www.econbiz.de/10011574853

Announcement effects of contingent convertible securities : evidence from the global banking industry

Ammann, Manuel; Blickle, Kristian; Ehmann, Christian - 2015 - Revised version: 3 December 2015

Persistent link: https://www.econbiz.de/10011686324

Characteristics-based portfolio choice with leverage constraints

Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - 2016

Persistent link: https://www.econbiz.de/10011686455

Announcement effects of contingent convertible securities : evidence from the global banking industry

Ammann, Manuel; Blickle, Kristian; Ehmann, Christian - In: European financial management : the journal of the … 23 (2017) 1, pp. 127-152

Persistent link: https://www.econbiz.de/10011713424

The construction and valuation effect of corporate governance indices

Ammann, Manuel; Oesch, David; Schmid, Markus M. - In: Handbook of research methods and applications in …, (pp. 314-340). 2013

Persistent link: https://www.econbiz.de/10011897525

Corporate governance and firm value : international evidence

Ammann, Manuel; Oesch, David; Schmid, Markus M. - In: Journal of empirical finance 18 (2011) 1, pp. 36-55

Persistent link: https://www.econbiz.de/10009301181

Has hedge fund alpha disappeared?

Ammann, Manuel; Huber, Otto; Schmid, Markus M. - In: Journal of investment management : JOIM 9 (2011) 1, pp. 50-71

Persistent link: https://www.econbiz.de/10008908873

Hedge fund characteristics and performance persistence

Ammann, Manuel; Huber, Otto; Schmid, Markus M. - 2010

In this paper, we investigate the performance persistence of hedge funds over time horizons between 6 and 36 months based on a merged sample from the Lipper/TASS and CISDM databases for the time period from 1994 to 2008. Unlike previous literature, we use a panel probit regression approach to...

Persistent link: https://www.econbiz.de/10009306604

Corporate governance and firm value : international evidence

Ammann, Manuel; Oesch, David; Schmid, Markus M. - 2010

In this paper, we investigate the relation between firm-level corporate governance and firm value based on a large and previously unused dataset from Governance Metrics International (GMI) comprising 6,663 firm-year observations from 22 developed countries over the period from 2003 to 2007....

Persistent link: https://www.econbiz.de/10009306609