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1 |
Option-implied Value-at-Risk and the cross-section of stock returns
Enthalten in Review of derivatives research 4.3.2019: 1-26
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2 |
Information processing on the Swiss stock market
Enthalten in Financial markets and portfolio management Bd. 18, Nr. 3, date:9.2004: 256-283
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3 |
Credit risk valuation
Ammann, Manuel. - Berlin : Springer, 2001, 2. ed.
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4 |
Pricing derivative credit risk
Ammann, Manuel. - Berlin : Springer, 1999
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5 |
Pricing Derivative Credit Risk
Ammann, Manuel. - Berlin, Heidelberg : Springer Berlin Heidelberg, 1999
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6 |
Do implied volatilities predict stock returns?
Enthalten in The journal of asset management Bd. 10, 22.9.2009, Nr. 4, date:10.2009: 222-234
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7 |
Feasible momentum strategies in the US stock market
Enthalten in The journal of asset management Bd. 11, 28.1.2011, Nr. 6, date:2.2011: 362-374
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8 |
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
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9 |
Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds
Enthalten in Swiss journal of economics and statistics Bd. 153, 1.7.2017, Nr. 3, date:7.2017: 293-339
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10 |
Risk Factors for the Swiss Stock Market
Enthalten in Swiss journal of economics and statistics Bd. 144, 2.1.2008, Nr. 1, date:1.2008: 1-35
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Administration
