Unterer Graben 21
University of St. Gallen - School of Finance
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Statistical arbitrage, index options, relative implied volatility, market efficiency
Momentum strategies, Large-cap stocks, Stock market predictability
Convertible bonds, pricing, French market, binomial tree, derivatives
Regime Switching, Style Investing, Markov Chain Monte Carlo, Tactical Asset Allocation
Regime switching, Style investing, Markov Chain Monte Carlo, Tactical asset allocation
Corporate Governance, Firm Valuation, Minimum Standards, Principal Component Analysis, Corporate Social Responsibility
Mutual Funds, Performance, Hybrid Securities, Convertible Bonds
Implied Volatility, Realized Volatility
Hedge Funds, Performance, Alpha, Factor Models, Performance Persistence
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm574.
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hedge funds, performance, alpha, factor models, performance persistence
Fama, French, Carhart, Risk factors, Value, Size, Momentum, Switzerland
Organizational structure, Diversification, Market value of debt, Endogeneity, Fixed effects
File name: j-5957.
organizational structure, diversification, market value of debt, endogeneity, fixed effects
Convertible bonds, pricing, american options, Monte Carlo simulation
Implied Volatility, Expected Returns
Hedge Funds, Performance Measurement, Alpha, Factor Models, Crisis
Investments, Performance, Pension funds, Switzerland
Product Market Competition, Corporate Governance, Firm Valuation
File name: eufm605.
product market competition, corporate governance, firm valuation
Employee stock options, option pricing, option exercise
Convertible bonds, exchangeable debt, event study, announcement effects
Wordcount, Text Mining, Market Efficiency, Tactical Asset Allocation
firm and security valuation, business and investor taxation, optimal bankruptcy, credit risk, capital structure
Mutual Funds, Index Funds, Performance, Switzerland
Hedge Funds, Performance, Alpha, Factor Models, Capacity Constraints
Diversification discount, credit risk
Performance, Governance, Pension Funds
Copulae, Asymmetric Dependence Concepts
mutual funds, risk taking
Idiosyncratic crash, market microstructure, intra-day analysis, liquidity, risk
Bayesian Model Averaging, Tactical Asset Allocation
File name: fire.
Contingent Convertible Securities, CoCo Bonds, Announcement Effects, Event Study
File name: EUFM.
contingent convertible securities, CoCo bonds, announcement effects, event study
disposition effect, mutual fund performance, behavioral finance
Foreign exchange, Variance risk premium, Variance swap, Intraday data, Risk-neutral expectation, Jump risk
Demographic Change, Demand Growth, Abnormal Stock Returns, Pharmaceutical Companies
File name: j-036X.
demographic change, demand growth, abnormal stock returns, pharmaceutical companies, panel regression, investor attention, trading strategies
Mutual Funds, Risk Taking, Dynamic Bayesian Network
Multi-factor models, Cross-section of stock returns, Fama and French three-factor
Competition, Firm performance, Risk-taking, Innovation, Awards, CEO
File name: eufm.
Conditional asset pricing models, tests, Bayesian, Markov Chain Monte Carlo
Structured products, investor information, financial innovation
pension fund governance, investment performance, Swiss occupational pension plans
Portfolio choice, leverage constraint, characteristics-based investing
Conglomerate, diversification, discount, credit risk, limited liability
tracking error, tracking error variance, decomposition, active investment strategies
Hedge funds, performance, size, assets, flows
mandatory convertibles, hybrid securities, convertible bonds
Equity Investments: Fundamental Analysis and Valuation Models, Financial Statement Analysis: Financial Accounting Standards and Proposals, Derivatives Instruments: Equity Derivatives
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