Alexandre Ziegler

E-Mail

Education

UNIVERSITY OF ST. GALLEN
Habilitation, Economics, 2001
STANFORD GRADUATE SCHOOL OF BUSINESS
M.B.A., Arjay Miller Scholar, 2000
UNIVERSITY OF ST. GALLEN
Ph.D., Finance, Summa cum Laude, 1998
Licentiate, Economics, 1996
LONDON SCHOOL OF ECONOMICS
General Course Certificate (economics), 1995

V-Nr	Course	Start / End	Date	Lecturers	Room
2792	Portfolio Management Implementation 1 (S) 03SE22MO0037	from 14 Oct 2024 to 16 Dec 2024	14.10. 12:00-18:00, 11.11. 12:00-18:00, 16.12. 12:00-20:00	Thorsten Hens Michael Miliker Alexandre Ziegler	Extern
2392	Matlab for Portfolio Management (L) 03VL22MO0038	from 1 Oct 2024 to 14 Jan 2025	Tue 10:15-12:00, from 1.10., 14.1.: 10:15-12:45	Alexandre Ziegler	see details
0267	Asset Management: Advanced Investments 03VL22MO0040	from 16 Sep 2024 to 6 Jan 2025	Mon 14:00-18:00, 6.1.: 14:00-16:00	Thorsten Hens Alexandre Ziegler	see details
2793	Portfolio Management Theory 1 (S) 03SE22MO0042	from 14 Oct 2024 to 16 Dec 2024	Mon 12:00-18:00, from 14.10., 16.12.: 12:00-20:00	Thorsten Hens Matthias Uhl Alexandre Ziegler	see details

2021
- Ramelli, Stefano; Wagner, Alexander; Zeckhauser, Richard; Ziegler, Alexandre (2021). Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections. Review of Corporate Finance Studies, 10(4):748-787.
- Wagner, Alexander; Ziegler, Alexandre (2021). Illiquiditätsabschläge in der Bewertung von Klein- und Mittelunternehmen (KMU). Expert Focus, 8:10-14.

2017
- Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, William T (2017). Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets. Quantitative Finance, 18(2):171-181.
- Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). How Trump’s policies will affect corporate America: Evidence from company stock reactions. London: VoxEU.org / CEPR.
- Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade. Cambridge: Harvard Law School.

2015
- Fattinger, Felix; Ziegler, Alexandre (2015). Risk and Return around the Clock. SSRN 2606706, University of Zurich.

2014
- Ziegler, Alexandre (2014). Returns from investing in S&P500 futures options, 1985-2010. In: Malliaris, Anastasios G; Ziemba, William T. Handbook of Futures Markets. London: Imperial College Press, n/a.
- Gibson, Rajna; Habib, Michel A; Ziegler, Alexandre (2014). Reinsurance or Securitization: The Case of Natural Catastrophe Risk. Journal of Mathematical Economics, 53:79-100.

2012
- Delaloye, Francois-Xavier; Habib, Michel A; Ziegler, Alexandre (2012). Swiss Banking Secrecy: The Stock Market Evidence. Financial markets and portfolio management, 26(1):143-176.

2011
- Ziegler, Alexandre. Kursuntergrenze - eine gute Idee?. In: Finanz und Wirtschaft, 7 September 2011, 21.
- Schürhoff, Norman; Ziegler, Alexandre (2011). Variance risk, Financial intermediation, and the cross-section of expected option returns. NCCR 712, University of Zurich.
- Ziegler, Alexandre. Die Devisenverluste treffen alle. In: Tages Anzeiger, 6 July 2011, 9.
- Ziegler, Alexandre (2011). How much is Banking Secrecy worth? The case of Swiss Banks. NCCR 331, University of Zurich.

2007
- Ziegler, Alexandre (2007). Why does implied risk aversion smile?. Review of Financial Studies, 20(2):859-904.
- Ziegler, Alexandre; Habib, Michel A (2007). Why government bonds are sold by auction and corporate bonds by posted-price selling. Journal of Financial Intermediation, 16(3):343-367.
- Gibson, Rajna; Habib, Michel; Ziegler, Alexandre (2007). Why have exchange-traded catastrophe instruments failed to displace reinsurance?. NCCR FINRISK Working Paper Series 371, University of Zurich.