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Financial Markets and Portfolio Management OnlineFirst articles

28.05.2020

Factor exposures and diversification: Are sustainably screened portfolios any different?

We analyze the performance, risk, and diversification characteristics of global screened and best-in-class equity portfolios constructed according to Inrate’s sustainability ratings. The financial performance of sustainably high-rated portfolios …

27.05.2020 Open Access

Momentum effects in the cryptocurrency market after one-day abnormal returns

This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market. For this purpose, a number of hypotheses of interest are tested for the Bitcoin, Ethereum and Litecoin exchange rates vis-à-vis …

19.05.2020

Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks

The success of trading strategies that lead to abnormal excess returns based on annual/monthly investment periods has recently declined significantly. We adopt the original frameworks of De Bondt and Thaler (J Finance 40(3):793–808, 1985) and …

15.04.2020

Portfolio creation using artificial neural networks and classification probabilities: a Canadian study

This study aims to verify whether using artificial neural networks (ANNs) to establish classification probabilities generates portfolios with higher excess returns than using ANNs in their traditional role of predicting portfolio returns. Our …

06.03.2020 | Book Review

Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts

Wiley, 2017, 368 pages, USD 75.00, approx. EUR 70, ISBN: 978-1119327974

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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.

Officially cited as:

Financ Mark Portf Manag

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