Michael Steiner

Wegelin & Co., Private Bankers

Bohl 17

CH-9000 St. Gallen

Switzerland

  • Wegelin & Co., Private Bankers

SCHOLARLY PAPERS

3

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1,726

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

Risk Factors for the Swiss Stock Market

Number of pages: 33 Posted: 31 Jan 2008 Last Revised: 22 Apr 2016
Manuel Ammann and Michael Steiner
University of St. Gallen - School of Finance and Wegelin & Co., Private Bankers
Downloads 1,105 (40,084)
Citation 3

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Fama, French, Carhart, Risk factors, Value, Size, Momentum, Switzerland

2.

The Performance of Actively and Passively Managed Swiss Equity Funds

Number of pages: 37 Posted: 09 Jan 2009
Manuel Ammann and Michael Steiner
University of St. Gallen - School of Finance and Wegelin & Co., Private Bankers
Downloads 558 (99,578)
Citation 1

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Mutual Funds, Index Funds, Performance, Switzerland

3.

Predicting Premiums for the Market, Size, Value, and Momentum Factors

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Predicting Premiums for the Market, Size, Value, and Momentum Factors

Number of pages: 43 Posted: 01 Oct 2009
Michael Steiner
Wegelin & Co., Private Bankers
Downloads 63 (699,233)

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Predictability, Stock Market, Size, Value, Momentum, Data Mining

Predicting Premiums for the Market, Size, Value, and Momentum Factors

Financial Markets and Portfolio Management, Vol. 23, No. 2, pp. 137-155, 2009
Posted: 20 Jun 2010
Michael Steiner
Wegelin & Co., Private Bankers

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Predictability, Data mining, Stock market, Size, Value, Momentum