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Ammann, Manuel


 SSRN Author Rank: 860 by Downloads
 Professor
 

University of St. Gallen - Swiss Institute of Banking and Finance


 Rosenbergstrasse 52
 St. Gallen, CH-9000
 Switzerland
 email address

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. Ammann, Manuel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,919
Total
Citations
111
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Relative Implied Volatility Arbitrage with Index Options | Show Abstract | Download |
University of St. Gallen, Department of Economics Working Paper No. 2001-06
Working Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Herriger, Silvan
Universität St. Gallen
Posted:
20 Jun 03
2,553
(2,169)
 

2.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Moellenbeck, Marcel
University of Saint Gallen - Swiss Institute of Banking and Finance
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
21 Oct 10
Last Revised:
29 May 13
1,358
(6,475)
3

3.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kind, Axel H.
University of Basel
Wilde, Christian
Goethe University Frankfurt - Department of Finance
Posted:
17 May 01
Last Revised:
29 May 13
1,210
(7,817)
27

4.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
17 Sep 06
Last Revised:
29 May 13
1,076
(9,506)
2

5.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kind, Axel H.
University of Basel
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
04 Mar 07
1,066
(9,653)
4

6.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Oesch, David
University of Saint Gallen - Swiss Institute of Banking and Finance
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
15 Oct 10
Last Revised:
29 May 13
957
(11,423)
7

7.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Skovmand, David
University of Aarhus - Business and Social Sciences
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
08 Jan 09
Last Revised:
29 May 13
798
(15,080)
1

8.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Huber, Otto R.
Credit Suisse
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
30 Jul 10
Last Revised:
29 May 13
582
(23,603)
2

9.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Steiner, Michael
Wegelin & Co., Private Bankers
Posted:
31 Jan 08
562
(24,868)
5

10.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kind, Axel H.
University of Basel
Wilde, Christian
Goethe University Frankfurt - Department of Finance
Posted:
01 Aug 05
Last Revised:
29 May 13
539
(26,259)
6

11.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Hoechle, Daniel
University of Basel - Department of Finance
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
28 Feb 08
Last Revised:
29 May 13
537
(26,391)
9

12.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Zingg, Andreas
UBS Global Asset Management
Posted:
08 Feb 08
517
(27,761)
6

13.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Süss, Stephan
University of Saint Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
04 Sep 10
473
(31,248)
 

14.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
13 May 04
400
(38,657)
3

15.   Incl. Electronic Paper
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Fehr, Martin
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
13 May 04
Last Revised:
29 May 13
365
(43,282)
7

16.  
A Testable EBIT-Based Credit Risk Model | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper
Working Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Genser, Michael
University of St. Gallen - Swiss Institute of Banking and Finance
Posted:
28 May 04
364
(43,441)
1

17.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Huber, Otto R.
Credit Suisse
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
07 Sep 10
Last Revised:
29 May 13
348
(45,801)
1

18.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Steiner, Michael
Wegelin & Co., Private Bankers
Posted:
09 Jan 09
339
(47,190)
 

19.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Frey, Roman
University of Saint Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
16 Nov 11
Last Revised:
29 May 13
284
(58,150)
1

20.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Oesch, David
New York University (NYU) - Leonard N. Stern School of Business
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
28 Feb 11
Last Revised:
05 Jun 13
283
(58,382)
 

21.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Zingg, Andreas
UBS Global Asset Management
Posted:
11 Aug 09
268
(62,050)
7

22.  
Asymmetric Dependence Patterns in Financial Time Series | Show Abstract | Download |
European Journal of Finance, 2008
Working Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Süss, Stephan
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
03 Dec 08
258
(64,706)
 

23.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
21 Nov 07
254
(65,802)
2

24.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Huber, Otto R.
Credit Suisse
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
08 Jan 10
Last Revised:
29 May 13
242
(69,267)
2

25.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
09 Jan 09
240
(69,867)
 

26.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
02 Oct 07
Last Revised:
29 May 13
229
(73,385)
2

27.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Ising, Alexander
University of St. Gallen
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
08 Jun 11
170
(98,344)
 

28.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Berchtold, Rachel
University of St. Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
06 Jul 09
Last Revised:
29 May 13
151
(109,399)
 

29.  
Variance Risk Premiums in Foreign Exchange Markets | Show Abstract | Download |
Journal of Empirical Finance, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/4
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Buesser, Ralf
University of Saint Gallen - SoF: School of Finance
Posted:
08 Jul 13
135
(120,451)
 

30.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
23 Jan 09
135
(120,451)
2

31.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
09 Jan 05
Last Revised:
26 Mar 14
106
(146,125)
5

32.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
27 Jan 04
Last Revised:
29 May 13
67
(193,687)
1

33.   Incl. Electronic Paper
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
02 Mar 05
Last Revised:
26 Mar 14
29
(273,830)
4

34.  
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Odoni, Sandro
University of Saint Gallen - Swiss Institute of Banking and Finance
Oesch, David
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
29 Oct 13
24
(290,861)
1

35.  
Conglomerate Discount: A New Explanation Based on Credit Risk | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 9, No. 8, pp. 1201-1214, 2006
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
19 Jul 07
 

36.  
Analyzing Active Investment Strategies | Show Abstract |
Journal of Portfolio Management, Vol. 33, No. 1, pp. 56-67, 2006
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Tobler, Jürg
affiliation not provided to SSRN
Posted:
19 Jul 07
 

37.  
Impact of Fund Size on Hedge Fund Performance | Show Abstract |
Journal of Asset Management, Vol. 6, No. 3, pp. 219-238, 2005
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Moerth, Patrick
affiliation not provided to SSRN
Posted:
13 Jul 07
 

38.  
Pricing and Hedging Mandatory Convertible Bonds | Show Abstract |
Journal of Derivatives, Vol. 13, No. 3, pp. 30-46, Spring 2006
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
19 May 06
 

39.  
An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options | Show Abstract |
Financial Markets and Portfolio Management, Vol. 19, No. 4, pp. 381-396, 2005
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
30 Jan 06
 

40.  
VaR for Nonlinear Instruments - Linear Approximation or Full Monte Carlo? | Show Abstract |
Financial Markets and Portfolio Management, Vol. 15, No. 3, pp. 363-378, 2001
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Reich, Christian
University of Basel
Posted:
02 Sep 05
 

41.  
Valuing Employee Stock Options: Does the Model Matter? | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 5, pp. 21-37, September/October 2004
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
05 Nov 04
 

42.  
Relative Implied-Volatility Arbitrage with Index Options | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Herriger, Silvan
Universität St. Gallen
Posted:
30 Jun 03
 

43.  
Tracking Error and Tactical Asset Allocation | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 2, March/April 2001
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Zimmermann, Heinz
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Posted:
29 Jun 01
 

44.  
Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework | Show Abstract |
Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 25, Issue 3, July 2000
Accepted Paper Series
Ammann, Manuel
University of St. Gallen - Swiss Institute of Banking and Finance
Posted:
20 Sep 00
 


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