|
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
|
|
Administration
