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DERIVATIVE INSTRUMENTS - Relative Implied-Volatility Arbitrage with Index Options - Options on U.S. indexes provide a venue for investigating how efficient the market is in the relative pricing of similar risk.

Ammann, Manuel; Herriger, Silvan - In: Financial analysts' journal : FAJ 58 (2002) 6, pp. 42-55

Persistent link: https://www.econbiz.de/10006260096

PORTFOLIO MANAGEMENT - Tracking Error and Tactical Asset Allocation - The relationship between statistical measures of tracking error and constraints on deviations from benchmark weights has practical relevance for strategists vis-à-vis managers.

Ammann, Manuel; Zimmermann, Heinz - In: Financial analysts' journal : FAJ 57 (2001) 2, pp. 32-43

Persistent link: https://www.econbiz.de/10006277661

EQUITY INVESTMENTS - Valuing Employee Stock Options: Does the Model Matter?

Ammann, Manuel; Seiz, Ralf - In: Financial analysts' journal : FAJ 60 (2004) 5, pp. 21-37

Persistent link: https://www.econbiz.de/10006242545

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