• Ammann, M., Kind, A.H., Seiz, R., What Drives the Performance of Convertible-Bond Funds?, Journal of Banking and Finance, forthcoming.
• Ammann, M., Huber, O., Schmid, M., Has Hedge Fund Alpha Disappeared?, Journal of Investment Management, forthcoming.
• Ammann, M., Berchtold, R., Seiz, R., Demographic Change and Pharmaceuticals' Stock Returns, European Financial Management, forthcoming.
• Ammann, M., Zingg, A., Performance and Governance of Swiss Pension Funds, Journal of Pension Economics and Finance, 9(01), 2010, pp. 95-128. Link to article: http://journals.cambridge.org/repo_A70KlcBC
• Ammann, M., Süss, S., Verhofen, M., Do Implied Volatilities Predict Stock Returns? Journal of Asset Management, 10(4), 2009, pp.222-234 .
• Ammann, M., Steiner, M., The Performance of Actively and Passively Managed Swiss Equity Funds, Swiss Journal of Economics and Statistics,  1(1), 2009, pp. 1-36.
• Ammann, M., Skovmand, D., Verhofen, M., Implied and Realized Volatility in the Cross-Section of Equity Options, International Journal of Theoretical and Applied Finance, 12(6), 2009, pp. 1-21.
• Ammann, M., Süss, S., Asymmetric Dependence Patterns in Financial Time Series, European Journal of Finance, 15(7-8), 2009, pp. 703-719.
• Ammann, M., Kessler, S., Intra-Day Characteristics of Stock Price Crashes, Applied Financial Economics, 19(15), 2009, pp. 1239-1255.
• Ammann, M., Verhofen, M., The Impact of Prior Performance on the Risk-Taking of Mutual Fund Managers, Annals of Finance, 5(1), 2009, pp. 69-90.
• Ammann, M., Moerth, P., Impact of Fund Size and Fund Flows on Hedge Fund Performance, Journal of Alternative Investments, 11(1), 2008, pp. 78-96.
• Ammann, M., Moerth, P., Performance of Funds of Hedge Funds, Journal of Wealth Management, 11(1), Summer, 2008, pp. 46-63.
• Ammann, M., Zingg, A., Investment Performance of Swiss Pension Funds and Investment Foundations, Swiss Journal of Economics and Statistics, 144(2), 2008, pp. 153-195.
• Ammann, M., Steiner, M., Risk Factors for the Swiss Stock Market, Swiss Journal of Economics and Statistics, 144(1), 2008, pp. 1-35. (Data download).
• Ammann, M. Verhofen, M., Tactical Industry Allocation and Model Uncertainty, The Financial Review, 43(2), 2008, pp. 273-302.
• Ammann, M., Kind, A., Wilde, C., Simulation-Based Pricing of Convertible Bonds, Journal of Empirical Finance, 15(2), 2008, pp. 310-331.
• Ammann, M., Verhofen, M., Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach, European Financial Management, 14(3), 2008, pp. 391-418.
• Ammann, M., Verhofen, M., The Impact of Prior Performance and Risk-Taking of Mutual Fund Managers: A Dynamic Bayesian Network Approach, Journal of Behavioral Finance, 8(1), 2007, pp. 20-34.
• Ammann, M., Kessler, S., Tobler, J., Analyzing Active Investment Strategies, Journal of Portfolio Management, 33(1), 2006, pp. 56-67.
• Ammann, M., Verhofen, M., The Conglomerate Discount: A New Explanation Based on Credit Risk, International Journal of Theoretical and Applied Finance, 9(8), 2006, pp. 1201-1214.
• Ammann, M., Seiz, R., Zulauf M., Nennwertrückzahlungen am Schweizer Aktienmarkt und ihre Auswirkungen auf den Unternehmenswert, Swiss Journal of Economics and Statistics, 142(4), 2006, pp. 447-477.
• Ammann, M., Verhofen, M., The Effect of Market Regimes on Style Allocation, Financial Markets and Portfolio Management, 20(3), 2006, pp. 309-337.
• Ammann, M., Seiz, R., Pricing and Hedging Mandatory Convertible Bonds, Journal of Derivatives, 13(3), 2006, pp. 30-46.
• Ammann, M., Fehr, M., Seiz, R., New Evidence on the Announcement Effect of Convertible and Exchangeable Bonds, Journal of Multinational Financial Management, 16(1), 2006, pp. 43-63.
• Ammann, M., Seiz, R., An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options, Financial Markets and Portfolio Management, 19 (4), 2005, pp. 381-396.
• Ammann, M., Moerth, P., Impact of Fund Size on Hedge Fund Performance, Journal of Asset Management, 6(3), 2005, pp. 219-238.
• Ammann, M. Leuenberger, M., von Wyss, R., Eigenschaften von Verwaltungsräten und Unternehmensperformance, Swiss Journal of Economics and Statistics, 141(1), 2005, pp. 1-22.
• Ammann, M., Seiz, R., Valuing Employee Stock Options: Does the Model Matter?, Financial Analysts Journal, 60(5), September/October, 2004, pp. 21-37.
• Ammann, M., Kessler, S., Information Processing on the Swiss Stock Market, Financial Markets and Portfolio Management, 18(3), 2004, pp. 256-284.
• Ammann, M., Matti, D., von Wyss, R., Performance Schweizerischer Verwaltungsräte anhand der Aktienkursentwicklung, Financial Markets and Portfolio Management, 17(1), 2003, pp. 43-75.
• Ammann, M., Kind, A.H., Wilde, C., Are Convertible Bonds Underpriced? An Analysis of the French Market, Journal of Banking and Finance, 27(4), 2003, pp. 635-653.
• Ammann, M., Zenkner, C., Tactical Asset Allocation mit genetischen Algorithmen, Swiss Journal of Economics and Statistics, 139(1), 2003, pp. 1-40.
• Ammann, M., Häller, C., von Wyss, R., Performance Schweizerischer Anlagestiftungen, Financial Markets and Portfolio Management, 16(4), 2002, 446-466.
• Ammann, M., Herriger, S., Relative Implied Volatility Arbitrage with Index Options, Financial Analysts Journal, 58(6), November/December, 2002, pp. 42-55.
• Ammann, M., Reich, C., Value-at-Risk for Nonlinear Financial Instruments, Financial Markets and Portfolio Management, 15(3), 2001, 363-378.
• Ammann, M., Zimmermann, H., Tracking Error and Tactical Asset Allocation, Financial Analysts Journal, 57(2), March/April, 2001, pp.32-43.
• Ammann, M., Zimmermann, H., The Credit Model Risk of Interest-Rate Derivatives and Regulatory Implications, Derivatives Use, Trading, and Regulation, 6(3), 2000, pp. 217-229.
• Ammann, M., Zimmermann, H., Evaluating the Long-Term Risk of Equity Investments in a Portfolio Insurance Framework, Geneva Papers on Risk and Insurance, 25(3), 2000, pp. 424-438.
• Ammann, M., Zimmermann, H., Portfolioabsicherung mit konstanter Indexpartizipation, Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 134(4.1), 1998, pp. 499-526.
• Ammann, M., Zimmermann, H., Bemerkungen zur Zeithorizontdiskussion, Finanzmarkt und Portfolio Management, 11, 1997, pp. 205-210.

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