Jean-Francois Bacmann

RMF Investment Management

Quantitative Analyst

Huobstrasse 16

8808 Pfaeffikon SZ

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,176

SSRN RANKINGS

Top 7,176

in Total Papers Downloads

7,757

SSRN CITATIONS
Rank 30,197

SSRN RANKINGS

Top 30,197

in Total Papers Citations

5

CROSSREF CITATIONS

24

Scholarly Papers (7)

1.

Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments

Number of pages: 29 Posted: 09 May 2004
Jean-Francois Bacmann and Gregor Gawron
RMF Investment Management and RMF Investment Products
Downloads 2,645 (6,048)
Citation 8

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hedge funds, higher moments, extreme value theory, VaR, Expected shortfall

2.

Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective

Number of pages: 31 Posted: 24 Mar 2001
Jean-Francois Bacmann, Michel Dubois and DuĊĦan Isakov
RMF Investment Management, University of Neuchatel - Institute of Financial Analysis and University of Fribourg (Switzerland) - Faculty of Management, Economics and Social Sciences
Downloads 1,521 (14,751)
Citation 5

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3.

Contrarian Strategies and Cross-Autocorrelations in Stock Returns: Evidence from France

Number of pages: 40 Posted: 07 Nov 1998
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 1,177 (21,851)
Citation 10

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4.

Who are the Best? Local Versus Foreign Analysts on Latin American Stock Markets

Number of pages: 31 Posted: 14 Dec 2001
Jean-Francois Bacmann and Guido Bolliger
RMF Investment Management and Asteria Investment Managers
Downloads 1,003 (27,569)
Citation 2

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Analysts' forecasts, home bias, international diversification, emerging markets, herding behaviour

5.

Volatility in Emerging Stock Markets Revisited

EFMA 2002 London Meetings
Number of pages: 36 Posted: 02 Jun 2002
Michel Dubois and Jean-Francois Bacmann
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 908 (31,769)
Citation 10

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6.

Long-Run Abnormal Stock Performance: Some Additional Evidence

Number of pages: 34 Posted: 05 Jun 2003
Jean-Francois Bacmann and Michel Dubois
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads 474 (74,325)
Citation 2

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7.

Valuation Effects of Listing on a More Prominent Segment of the Stock Market: Evidence from France

Number of pages: 15 Posted: 13 Feb 2003
Michel Dubois, Jean-Francois Bacmann and C. Ertur
University of Neuchatel - Institute of Financial Analysis, RMF Investment Management and University of Orleans - Faculty of Law and Economics
Downloads 29 (569,345)
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