Profile Page Alexander Feser

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Name Alexander Feser
Institute/School University of St.Gallen, s/bf - Swiss Institute of Banking and Finance
Email address alexander.feser@unisg.ch
Teaching Activities

Latest Additions (all)

  1. Item Ammann, Manuel & Feser, Alexander (2019) Option-Implied Value-at-Risk and the Cross-Section of Stock Returns. Review of Derivatives Research, 22 (3). 449-474. ISSN 1380-6645
  2. Item Ammann, Manuel & Feser, Alexander (2019) Robust Estimation of Risk-Neutral Moments. Journal of Futures Markets, 39 (9). 1137-1166. ISSN 0270-7314
  3. Item Ammann, Manuel & Feser, Alexander: Information Uncertainty and the Puzzle of Option-Implied Skewness. [Conference or Workshop Item]
  4. Item Ammann, Manuel & Feser, Alexander: Option-Implied Quantile Moments and the Puzzle of Skewness Pricing. 2016. - 23rd Annual Meeting of the German Finance Association (DGF). - Bonn.
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