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
3134	Portfolio Management Implementation 1 (S) 22MO0037	from 16 Oct 2023 to 18 Dec 2023	16.10. 12:00-18:00, 13.11. 12:00-18:00, 18.12. 12:00-20:00	Alexandre Ziegler	Extern
2711	Matlab for Portfolio Management (L) 22MO0038	from 3 Oct 2023 to 16 Jan 2024	Tue 10:15-12:00, from 3.10., 16.1.: 10:15-12:45	Alexandre Ziegler	see details
0318	Asset Management: Advanced Investments 22MO0040	from 18 Sep 2023 to 8 Jan 2024	Mon 14:00-18:00, 8.1.: 14:00-16:00	Alexandre Ziegler	see details
3135	Portfolio Management Theory 1 (S) 22MO0042	from 16 Oct 2023 to 18 Dec 2023	irregular	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.

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, p.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, p.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.