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Financial Markets and Portfolio Management

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Financial Markets and Portfolio Management OnlineFirst articles

24.06.2022

Constrained portfolio strategies in a regime-switching economy

We implement an allocation strategy through a regime-switching model using recursive utility preferences in an out-of-sample exercise accounting for transaction costs. We study portfolios turnover and leverage, proposing two procedures to …

21.06.2022

Will the reddit rebellion take you to the moon? Evidence from WallStreetBets

In early 2021, several stocks receiving attention from retail traders known as “meme stocks” soared in value. A primary source of information regarding these stocks is from the social media platform Reddit, specifically from a subreddit known as …

11.06.2022 | Book Review

The economics of monetary unions: past experiences and the eurozone

24.05.2022

Response of ETF flows and long-run returns to investor sentiment

ETFs combine features of open-end and closed-end funds. In this paper, we investigate how the unique characteristics affect ETFs’ response to investor sentiment. We employ a novel identification strategy to distinguish between the response of …

Open Access 05.05.2022

A stochastic Asset Liability Management model for life insurance companies

We build a stochastic Asset Liability Management (ALM) model for a life insurance company. Therefore, we deal with both an asset portfolio, made up of bonds, equity and cash, and a liability portfolio, comprising with-profit life insurance …

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Über diese Zeitschrift

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

Metadaten
Titel
Financial Markets and Portfolio Management
Abdeckung
Jahrgang 15/2001 - Jahrgang 36/2022
Verlag
Springer US
Elektronische ISSN
2373-8529
Print ISSN
1934-4554
Zeitschriften-ID
11408
DOI
https://doi.org/10.1007/11408.1555-497X

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