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Peter Ammermann

Email: pammerma@csulb.edu

Education

  • Ph D Candidate, Virginia Tech,
    Major: Statistics
  • Ph D, Virginia Tech, 1999
    Major: Finance
  • MBA, Virginia Tech, 1989
    Major: Finance
  • BBA, Roanoke College, 1987
    Major: Economics and Accounting

Past Experience

  • Associate Professor, California State University, Long Beach (2005 - Present)
  • Chair, Investment Policy Committee, and Director, CFA Society of Orange County Foundation (2003 - Present)
  • Co-Director, Student-Managed Investment Fund, California State University, Long Beach (2002 - Present)
  • Assistant Professor, California State University, Long Beach (1999 - 2005)
  • Statistical Consultant, Virginia Tech Department of Institutional Research and Planning Analysis (1997 - 1999)
  • Statistical Consultant, Virginia Tech Statistical Consulting Center (1995 - 1997)
  • Instructor, Virginia Tech Department of Finance, Insurance and Business Law (1992 - 1995)
  • Special Assistant to the Controller, New Enterprise Stone and Lime Co.,Inc (1987 - 1989)

Research and Scholarly Activities

Journal Article, Academic Journal
  • "Do Reverse Stock Splits Indicate Future Poor Stock Performance? " (2009), Expert Systems with Applications.
  • "Risk Aversion and Group Dynamics in the Management of the Student-Managed Investment Fund" (2003), Journal of Academy of Business and Economics.
  • "The 'Threat hypothesis', personality, and attitudes towards diversity (2003), Journal of Applied Behavioral Science.
  • "The Cross-Sectional and Cross-Temporal Universality of Nonlinear Serial Dependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange" (2003), Pacific-Basin Finance Journal.
Conference Proceeding
  • "Expected Return vs. Volatility: Lessons from the Time Series and the Cross-Sectional Factors Underlying Taiwan Stock Returns" (2007), Proceedings of the 8th Asia Pacific Industrial Engineering and Management System and 2007 Chinese Institute of Industrial Engineers Conference.
  • "Critical Success Factors For Selecting Hosted Accounting Systems" (2006), Proceedings of the 4th International Conference on Supply Chain Management and Information Systems.
  • "Forecasting Volatility of the Taiwan Futures Market: An Evaluation of Linear and Non-Linear Models" (2005), Proceedings of the 10th Annual Conference of the Asia-Pacific Decision Sciences Institute.
  • "An Object-Oriented Knowledge Retrieval System to Facilitate Online Investment Decision Making" (2004), Proceedings of International Academy of Business and Research.

Presentations

  • Research Seminar - Finance Faculty and Graduate Students, "Beta, the Single-Index Model, and the Expected Return and Volatility Factor Structures Underlying Taiwan Stock Returns," National Chung Cheng University, Chia-Yi, Taiwan (May 28, 2009)
  • Tenth Annual Conference on Empirical Economics, "Beta, the Single-Index Model, and the Expected Return and Volatility Factor Structures Underlying Taiwan Stock Returns," , Chia-Yi, Taiwan (May 23, 2009)
  • INFORMS International, "SME's and Hosted Accounting Systems: Factors for Successful Selection," , Hong Kong, China (June , 2006)
  • Asian Finance Association/Taiwan Finance Association/ Financial Management Association Annual Conference 2004, "The Cross-Sectional vs. the Time Series Distribution of Stock Returns: Evidence from the Taiwan Stock Exchange," , Taipei, Taiwan ( , 2004)