Semir Ben Ammar

University of St. Gallen

Ph.D. Student

Dufourstrasse 50

St Gallen

Switzerland

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

  • University of St. Gallen

  • University of St. Gallen - School of Finance

SCHOLARLY PAPERS

3

DOWNLOADS

819

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (3)

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1.

Common Risk Factors of Infrastructure Investments

Energy Economics, Vol. 49, 2015
Number of pages: 44 Posted: 03 Apr 2013 Last Revised: 19 Apr 2015
Semir Ben Ammar and Martin Eling
University of St. Gallen and University of St. Gallen - Institute of Insurance Economics
Downloads 549 (58,409)
Citation 2

Abstract:

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Infrastructure, Asset class, Factor model, Fama/French factors, Leverage, Cash flow volatility, Investment factor

2.

The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry

University of St.Gallen, School of Finance Research Paper No. 2015/16
Number of pages: 64 Posted: 31 Jul 2015 Last Revised: 26 Jun 2018
Semir Ben Ammar, Martin Eling and Andreas Milidonis
University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance
Downloads 154 (222,544)
Citation 1

Abstract:

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Asset Pricing; Insurance; Multifactor Models; APT; Risk Factors

3.

Pricing of Catastrophe Risk and the Implied Volatility Smile

University of St.Gallen, School of Finance Research Paper No. 2016/17
Number of pages: 52 Posted: 23 Aug 2016
Semir Ben Ammar
University of St. Gallen
Downloads 116 (277,225)
Citation 4

Abstract:

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Implied volatility, Options, Catastrophe risk, Tail risk, Natural disasters