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Ammann, Manuel


 SSRN Author Rank: 856 by Downloads
 Professor
 

University of Saint Gallen - SoF: School of 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
19,370
Total
Citations
116
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 This Paper | Open PDF in Browser |
University of St. Gallen, Department of Economics Working Paper No. 2001-06
Number of Pages in PDF File: 36
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Herriger, Silvan
Universität St. Gallen
Posted:
20 Jun 03
2,752
(2,339)
 

2.  
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
1,546
(6,363)
3

3.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kind, Axel H.
University of Basel
Wilde, Christian
Goethe University Frankfurt - Department of Finance
Posted:
17 May 01
Last Revised:
29 May 13
1,264
(8,901)
27

4.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Oesch, David
University of Zurich
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
15 Oct 10
Last Revised:
29 May 13
1,230
(9,344)
8

5.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
17 Sep 06
Last Revised:
29 May 13
1,154
(10,353)
2

6.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kind, Axel H.
University of Basel
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
04 Mar 07
1,128
(10,732)
4

7.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Skovmand, David
University of Aarhus - School of 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
872
(16,036)
1

8.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Steiner, Michael
Wegelin & Co., Private Bankers
Posted:
31 Jan 08
696
(22,229)
7

9.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
677
(23,120)
2

10.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Süss, Stephan
Independent
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
04 Sep 10
596
(27,616)
 

11.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
573
(29,151)
9

12.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kind, Axel H.
University of Basel
Wilde, Christian
Goethe University Frankfurt - Department of Finance
Posted:
01 Aug 05
Last Revised:
29 May 13
571
(29,300)
6

13.  
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
560
(30,095)
1

14.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Zingg, Andreas
UBS Global Asset Management
Posted:
08 Feb 08
539
(31,646)
6

15.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
13 May 04
404
(45,621)
3

16.  
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
386
(48,255)
1

17.  
A Testable EBIT-Based Credit Risk Model | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2004 Basel Meetings Paper
Number of Pages in PDF File: 42
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Genser, Michael
University of St. Gallen - Swiss Institute of Banking and Finance
Posted:
28 May 04
382
(48,868)
1

18.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Steiner, Michael
Wegelin & Co., Private Bankers
Posted:
09 Jan 09
379
(49,362)
 

19.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Fehr, Martin
University of Saint Gallen - Swiss Institute of Banking and Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
13 May 04
Last Revised:
29 May 13
377
(49,690)
7

20.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Schmid, Markus M.
University of Saint Gallen - Swiss Institute of Banking and Finance
Oesch, David
University of Zurich
Posted:
28 Feb 11
Last Revised:
05 Jun 13
364
(51,824)
 

21.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
09 Jan 05
Last Revised:
26 Mar 14
317
(61,115)
5

22.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Zingg, Andreas
UBS Global Asset Management
Posted:
11 Aug 09
296
(65,943)
7

23.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
286
(68,561)
2

24.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Süss, Stephan
Independent
Posted:
03 Dec 08
285
(68,864)
 

25.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
21 Nov 07
270
(72,930)
2

26.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
09 Jan 09
255
(77,573)
 

27.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
02 Oct 07
Last Revised:
29 May 13
242
(82,011)
2

28.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Ising, Alexander
University of St. Gallen
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
08 Jun 11
212
(94,018)
 

29.  
Variance Risk Premiums in Foreign Exchange Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/4
Number of Pages in PDF File: 32
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Buesser, Ralf
Independent
Posted:
08 Jul 13
190
(104,509)
 

30.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of 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
166
(118,309)
 

31.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
23 Jan 09
147
(131,507)
3

32.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Posted:
27 Jan 04
Last Revised:
29 May 13
77
(208,935)
1

33.  
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Odoni, Sandro
University of Saint Gallen - Swiss Institute of Banking and Finance
Oesch, David
University of Zurich
Posted:
29 Oct 13
69
(222,406)
2

34.  
Competing with Superstars | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Management Science, University of St. Gallen, School of Finance Research Paper No. 2015/10
Number of Pages in PDF File: 36
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Horsch, Philipp
University of St. Gallen
Oesch, David
University of Zurich
Posted:
04 Jun 15
65
(229,678)
 

35.   Incl. Electronic Paper
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
02 Mar 05
Last Revised:
26 Mar 14
43
(278,228)
4

36.  
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
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Verhofen, Michael
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
19 Jul 07
 

37.  
Analyzing Active Investment Strategies | Show Abstract |
Journal of Portfolio Management, Vol. 33, No. 1, pp. 56-67, 2006
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Kessler, Stephan
Universität St. Gallen - Swiss Institute of Banking and Finance
Tobler, Jürg
affiliation not provided to SSRN
Posted:
19 Jul 07
 

38.  
Impact of Fund Size on Hedge Fund Performance | Show Abstract |
Journal of Asset Management, Vol. 6, No. 3, pp. 219-238, 2005
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Moerth, Patrick
affiliation not provided to SSRN
Posted:
13 Jul 07
 

39.  
Pricing and Hedging Mandatory Convertible Bonds | Show Abstract |
Journal of Derivatives, Vol. 13, No. 3, pp. 30-46, Spring 2006
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
19 May 06
 

40.  
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
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
30 Jan 06
 

41.  
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
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Reich, Christian
University of Basel
Posted:
02 Sep 05
 

42.  
Valuing Employee Stock Options: Does the Model Matter? | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 5, pp. 21-37, September/October 2004
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Seiz, Ralf
University of Saint Gallen - Swiss Institute of Banking and Finance
Posted:
05 Nov 04
 

43.  
Relative Implied-Volatility Arbitrage with Index Options | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Herriger, Silvan
Universität St. Gallen
Posted:
30 Jun 03
 

44.  
Tracking Error and Tactical Asset Allocation | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 2, March/April 2001
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Zimmermann, Heinz
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Posted:
29 Jun 01
 

45.  
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
Ammann, Manuel
University of Saint Gallen - SoF: School of Finance
Posted:
20 Sep 00
 


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