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1 - 10 von 14

	1	Option-implied Value-at-Risk and the cross-section of stock returns Enthalten in Review of derivatives research 4.3.2019: 1-26
	2	Information processing on the Swiss stock market Enthalten in Financial markets and portfolio management Bd. 18, Nr. 3, date:9.2004: 256-283
	3	Credit risk valuation Ammann, Manuel. - Berlin : Springer, 2001, 2. ed.
	4	Pricing Derivative Credit Risk Ammann, Manuel. - Berlin, Heidelberg : Springer Berlin Heidelberg, 1999
	5	Pricing derivative credit risk Ammann, Manuel. - Berlin : Springer, 1999
	6	An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options Enthalten in Financial markets and portfolio management Bd. 19, 31.12.2005, Nr. 4, date:12.2005: 381-396
	7	Do implied volatilities predict stock returns? Enthalten in Journal of asset management Bd. 10, 22.9.2009, Nr. 4, date:10.2009: 222-234
	8	Feasible momentum strategies in the US stock market Enthalten in Journal of asset management Bd. 11, 28.1.2011, Nr. 6, date:2.2011: 362-374
	9	Impact of fund size on hedge fund performance Enthalten in Journal of asset management Bd. 6, 1.10.2005, Nr. 3, date:10.2005: 219-238
	10	Investment Performance of Swiss Pension Funds and Investment Foundations Enthalten in Swiss journal of economics and statistics Bd. 144, 2.1.2008, Nr. 2, date:4.2008: 153-195