NIJMAN, THEO : rechercher sur Z-Library

Frans A. De Roon, Theo E. Nijman, Chris Veld

Année:

2014

Langue:

english

Fichier:

PDF, 474 KB

english, 2014

Hedging Pressure Effects in Futures Markets

Journal:

David Blake, Anja De Waegenaere, Richard MacMinn, Theo Nijman

Année:

2000

Langue:

english

Fichier:

PDF, 113 KB

english, 2000

Longevity risk and capital markets: The 2008–2009 update

Journal:

Frans A. de Roon, Theo E. Nijman, Bas J.M. Werker

Année:

2010

Langue:

english

Fichier:

PDF, 625 KB

english, 2010

Currency hedging for international stock portfolios: The usefulness of mean–variance analysis

Journal:

Journal of Banking & Finance

Année:

2003

Langue:

english

Fichier:

PDF, 180 KB

english, 2003

Final Height in Girls with Turner Syndrome after Long-Term Growth Hormone Treatment in Three Dosages and Low Dose Estrogens

van Pareren, Yvonne K., de Muinck Keizer-Schrama, Sabine M. P. F., Stijnen, Theo, Sas, Theo C. J., Jansen, Maarten, Otten, Barto J., Hoorweg-Nijman, J. J. Gera, Vulsma, Thomas, Stokvis-Brantsma, Wilhe

Journal:

Journal of Clinical Endocrinology & Metabolism

Année:

2003

Langue:

english

Fichier:

PDF, 181 KB

english, 2003

New Dutch pension contracts and lessons for other countries

BOVENBERG, LANS, NIJMAN, THEO

Journal:

Journal of Pension Economics and Finance

Année:

2018

Langue:

english

Fichier:

PDF, 197 KB

english, 2018

Personal Pensions with Risk Sharing. Affordable, Adequate and Stable Private Pensions in Europe

Bovenberg, A. Lans, Nijman, Theo

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 650 KB

english, 2015

Testing affine term structure models in case of transaction costs

Joost Driessen, Bertrand Melenberg, Theo Nijman

Journal:

Bovenberg, Lans, Nijman, Theo

Année:

2005

Langue:

english

Fichier:

PDF, 399 KB

english, 2005

Developments in pension reform: the case of Dutch stand-alone collective pension schemes

Journal:

International Tax and Public Finance

Année:

2009

Langue:

english

Fichier:

PDF, 397 KB

english, 2009

Longevity risk in portfolios of pension annuities

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Journal:

Frans A. De Roon, Theo E. Nijman, Bas J. M. Werker

Année:

2008

Langue:

english

Fichier:

PDF, 497 KB

english, 2008

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Journal:

Frank de Jong, Theo Nijman, Ailsa Röell

Année:

2001

Langue:

english

Fichier:

PDF, 267 KB

english, 2001

A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International

Journal:

European Economic Review

Année:

1995

Langue:

english

Fichier:

PDF, 1.56 MB

english, 1995

Price effects of trading and components of the bid-ask spread on the Paris Bourse

Frank de Jong, Theo Nijman, Ailsa Röell

Journal:

Joost Driessen, Bertrand Melenberg, Theo Nijman

Année:

1996

Langue:

english

Fichier:

PDF, 993 KB

english, 1996

Common factors in international bond returns

Journal:

Journal of International Money and Finance

Année:

2003

Langue:

english

Fichier:

PDF, 313 KB

english, 2003

Hedging Pressure Effects in Futures Markets

Frans A. de Roon, Theo E. Nijman and Chris Veld

Journal:

Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

Année:

2000

Langue:

english

Fichier:

PDF, 406 KB

english, 2000

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Journal:

Drost, Feike C., Nijman, Theo E., Werker, Bas J. M.

Année:

2001

Langue:

english

Fichier:

PDF, 438 KB

english, 2001

Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity

Journal:

Koijen, Ralph S. J., Nijman, Theo E., Werker, Bas J. M.

Année:

1998

Langue:

english

Fichier:

PDF, 1.22 MB

english, 1998

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 1.17 MB

english, 2010

Pricing Term Structure Risk in Futures Markets

Frans A. De Roon, Theo E. Nijman and Chris Veld

Journal:

Journal of Financial and Quantitative Analysis

Année:

1998

Langue:

english

Fichier:

PDF, 2.49 MB

english, 1998

An Anatomy of Commodity Futures Risk Premia

Szymanowska, Marta, de Roon, Frans A., Nijman, Theo E., van den Goorbergh, Rob

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 490 KB

english, 2011

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level

van Bilsen, Servaas, Laeven, Roger J. A., Nijman, Theo E.

Journal:

Management Science

Année:

2020

Fichier:

PDF, 2.61 MB

2020

Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

Theo Nijman, Marno Verbeek

Journal:

Theo Nijman, Marno Verbeek, Arthur van Soest

Année:

1990

Langue:

english

Fichier:

PDF, 804 KB

english, 1990

The efficiency of rotating-panel designs in an analysis-of-variance model

Journal:

Theo Nijman, Marno Verbeek

Année:

1991

Langue:

english

Fichier:

PDF, 1.34 MB

english, 1991

The optimal choice of controls and pre-experimental observations

Journal:

Marno Verbeek, Theo Nijman

Année:

1992

Langue:

english

Fichier:

PDF, 398 KB

english, 1992

Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections

Journal:

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Année:

1993

Langue:

english

Fichier:

PDF, 747 KB

english, 1993

Estimating the term structure of mortality

Journal:

Theo Nijman, Enrique Sentana

Année:

2008

Langue:

english

Fichier:

PDF, 760 KB

english, 2008

Marginalization and contemporaneous aggregation in multivariate GARCH processes

Journal:

Journal of Time Series Analysis

Année:

1996

Langue:

english

Fichier:

PDF, 1023 KB

english, 1996

PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING

Theo Nijman, Franz Palm

Journal:

Année:

1990

Langue:

english

Fichier:

PDF, 526 KB

english, 1990

Temporal Aggregation of Garch Processes

Drost, Feike C., Nijman, Theo E.

Journal:

Econometrica

Année:

1993

Langue:

english

Fichier:

PDF, 397 KB

english, 1993

Nonresponse in panel data: The impact on estimates of a life cycle consumption function

Theo Nijman, Marno Verbeek

Journal:

Journal of Applied Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 984 KB

english, 1992

Efficiency gains due to using missing data procedures in regression models

Theo Nijman, Franz Palm

Journal:

Statistical Papers

Année:

1988

Langue:

english

Fichier:

PDF, 252 KB

english, 1988

Performance information dissemination in the mutual fund industry

Alexei Goriaev, Theo E. Nijman, Bas J.M. Werker

Journal:

Journal of Financial Markets

Année:

2008

Langue:

english

Fichier:

PDF, 477 KB

english, 2008

Do countries or industries explain momentum in Europe?

Theo Nijman, Laurens Swinkels, Marno Verbeek

Journal:

Alexei Goriaev, Theo E. Nijman, Bas J.M. Werker

Année:

2004

Langue:

english

Fichier:

PDF, 260 KB

english, 2004

Yet another look at mutual fund tournaments

Journal:

Jenke R. ter Horst, Theo E. Nijman, Frans A. de Roon

Année:

2005

Langue:

english

Fichier:

PDF, 125 KB

english, 2005

Evaluating style analysis

Journal:

Frans A. DeRoon, Theo E. Nijman

Année:

2004

Langue:

english

Fichier:

PDF, 196 KB

english, 2004

Testing for mean-variance spanning: a survey

Journal:

Jenke R. ter Horst, Theo E. Nijman, Marno Verbeek

Année:

2001

Langue:

english

Fichier:

PDF, 279 KB

english, 2001

Eliminating look-ahead bias in evaluating persistence in mutual fund performance

Journal:

Frank de Jong, Theo Nijman

Année:

2001

Langue:

english

Fichier:

PDF, 353 KB

english, 2001

High frequency analysis of lead-lag relationships between financial markets

Journal:

Ghanem, Mazen A., Van Steenbrugge, Gert J., Van Der Kwast, Theo H., Sudaryo, Mondastri K., Noordzij, Marinus A., Nijman, Rien J.M.

Année:

1997

Langue:

english

Fichier:

PDF, 855 KB

english, 1997

Expression And Prognostic Value Of CD44 Isoforms In Nephroblastoma (Wilms Tumor)

Journal:

The Journal of Urology

Année:

2002

Langue:

english

Fichier:

PDF, 1.13 MB

english, 2002

When can insurers offer products that dominate delayed old-age pension benefit claiming?

Sanders, Lisanne, De Waegenaere, Anja, Nijman, Theo E.

Journal:

Theo E. Nijman and Franz C. Palm

Année:

2013

Langue:

english

Fichier:

PDF, 346 KB

english, 2013

Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models

Journal:

Feike C. Drost, Theo E. Nijman and Bas J. M. Werker

Année:

1990

Langue:

english

Fichier:

PDF, 340 KB

english, 1990

Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity

Journal:

Theo E. Nijman, Franz C. Palm and Christian C. P. Wolff

Année:

1998

Langue:

english

Fichier:

PDF, 271 KB

english, 1998

Premia in Forward Foreign Exchange as Unobserved Components: A Note

Journal:

Theo Nijman and Franz Palm

Année:

1993

Langue:

english

Fichier:

PDF, 226 KB

english, 1993

Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

Journal:

International Economic Review

Année:

1991

Langue:

english

Fichier:

PDF, 187 KB

english, 1991

Premia in Forward Foreign Exchange as Unobserved Components: A Note

Nijman, Theo E., Palm, Franz C., Wolff, Christian C.P.

Journal: