Jean-Francois Bacmann

RMF Investment Management

Quantitative Analyst

Huobstrasse 16

8808 Pfaeffikon SZ

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 5,556

SSRN RANKINGS

Top 5,556

in Total Papers Downloads

7,606

SSRN CITATIONS
Rank 18,782

SSRN RANKINGS

Top 18,782

in Total Papers Citations

3

CROSSREF CITATIONS

38

Scholarly Papers (7)

1.

Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments

EFMA 2004 Basel Meetings Paper
Number of pages: 29 Posted: 09 May 2004
Jean-Francois Bacmann and Gregor Gawron
RMF Investment Management and RMF Investment Products
Downloads 2,564 (4,722)
Citation 5

Abstract:

Loading...

hedge funds, higher moments, extreme value theory, VaR, Expected shortfall

2.

Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective

EFMA 2001 Lugano Meetings
Number of pages: 31 Posted: 24 Mar 2001
Jean-Francois Bacmann, Michel Dubois and DuĊĦan Isakov
RMF Investment Management, University of Neuchatel - Institute of Financial Analysis and University of Fribourg - Faculty of Economics and Social Science
Downloads 1,480 (11,845)
Citation 5

Abstract:

Loading...

3.

Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence from France

Number of pages: 40 Posted: 07 Nov 1998
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 1,165 (17,215)
Citation 8

Abstract:

Loading...

4.

Who are the Best? Local Versus Foreign Analysts on Latin American Stock Markets

EFMA 2002 London Meetings
Number of pages: 31 Posted: 14 Dec 2001
Jean-Francois Bacmann and Guido Bolliger
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads 997 (21,705)
Citation 23

Abstract:

Loading...

Analysts' forecasts, home bias, international diversification, emerging markets, herding behaviour

5.

Volatility in Emerging Stock Markets Revisited

EFMA 2002 London Meetings
Number of pages: 36 Posted: 02 Jun 2002
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 899 (25,282)
Citation 10

Abstract:

Loading...

6.

Long-Run Abnormal Stock Performance: Some Additional Evidence

EFMA 2003 Helsinki Meetings
Number of pages: 34 Posted: 05 Jun 2003
Jean-Francois Bacmann and Michel Dubois
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads 472 (59,559)
Citation 2

Abstract:

Loading...

7.

Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France

European Financial Management, Vol. 8, pp. 479-493, 2002
Number of pages: 15 Posted: 13 Feb 2003
Michel Dubois, Jean-Francois Bacmann and C. Ertur
University of Neuchatel - Institute of Financial Analysis, RMF Investment Management and University of Orleans - Faculty of Law and Economics
Downloads 29 (472,174)
  • Add to Cart

Abstract:

Loading...