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Financial Markets and Portfolio Management

Financial Markets and Portfolio Management OnlineFirst articles

12-02-2021 | Book Review

Matthias Thiemann: The Growth of Shadow Banking: A Comparative Institutional Analysis


The better turbulence index? Forecasting adverse financial markets regimes with persistent homology

Persistent homology is the workhorse of modern topological data analysis, which in recent years becomes increasingly powerful due to methodological and computing power advances. In this paper, after equipping the reader with the relevant …

01-02-2021 Open Access

Interaction effects between dynamic hybrid products and traditional deferred annuities in the German life insurance market

Dynamic hybrid products emerged in 2007 and are now well established in the German life insurance market. In this article, we study interaction effects between dynamic hybrid products and traditional deferred annuity contracts, that are sold by …

24-01-2021 Open Access

Seasonalities in the German stock market

This paper suggests innovative investment strategies drawing on return seasonalities. By means of an out-of-sample study of the German stock market, we report that these long–short investment strategies earn on average raw returns up to 233 basis …


Product market competition and intermediate-term momentum

This paper examines the relationship between product market competition and intermediate-term relative strength strategies in the U.S. over the past two decades, i.e., from 1997 to 2016. As industries become increasingly concentrated, I find that …

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About this journal

The official publication of the Swiss Financial Analysts Association, Financial Markets and Portfolio Management (FMPM), addresses all areas of finance, including financial markets, portfolio theory and wealth management, asset pricing, corporate finance, corporate governance, alternative investments, risk management, and regulation. The journal serves as a bridge between innovative research and its practical applications.

FMPM publishes academic and applied research articles, shorter "Perspectives," book reviews, and survey articles dedicated to current topics of interest to the financial community.

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Financ Mark Portf Manag

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