Similar Search Results

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

Do implied volatilities predict stock returns?

Ammann, Manuel; Verhofen, Michael; Süss, Stephan - In: The journal of asset management 10 (2009/10) 4, pp. 222-234

Persistent link: https://www.econbiz.de/10003894702

Implied and realized volatility in the cross-section of equity options

Ammann, Manuel; Skovmand, David; Verhofen, Michael - 2009

Persistent link: https://www.econbiz.de/10003906281

Do implied volatilities predict stock returns?

Ammann, Manuel; Verhofen, Michael; Süss, Stephan - 2009

Persistent link: https://www.econbiz.de/10003906382

Implied and realized volatility in the cross-section of equity options

Ammann, Manuel; Skovmand, David; Verhofen, Michael - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 745-765

Persistent link: https://www.econbiz.de/10003911231

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

Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2007

Persistent link: https://www.econbiz.de/10003674174

Is governance related to investment performance and asset allocation? : empirical evidence from Swiss pension funds

Ammann, Manuel; Ehmann, Christian - In: Essays on institutional asset management and financial …, (pp. 23-48). 2016

Persistent link: https://www.econbiz.de/10011574850

Characteristics-based portfolio choice with leverage constraints

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

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

Is governance related to investment performance and asset allocation? empirical evidence from Swiss pension funds

Ammann, Manuel; Ehmann, Christian - In: Swiss journal of economics and statistics 153 (2017) 3, pp. 293-339

Persistent link: https://www.econbiz.de/10011756343

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