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Szymanowska, Marta's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,185 |
Total
Citations
15 |
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1.
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Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance ter Horst, Jenke
Tilburg University - Center for Economic Research (CentER) Veld, Chris
University of Glasgow
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07 Sep 06
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Last Revised:
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28 Mar 12
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1,902
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9
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reverse convertible bonds, reverse exchangeable securities, structured products
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2.
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Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance de Roon, Frans
Tilburg University - Department of Finance Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration van den Goorbergh, Rob
APG Asset Management
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17 Feb 09
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Last Revised:
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30 Jan 13
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1,006
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4
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Futures contracts, Commodities, Risk premia, Portfolio sorts
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3.
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Boons, Martijn
Tilburg University - Department of Finance de Roon, Frans
Tilburg University - Department of Finance Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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18 Mar 11
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Last Revised:
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28 Sep 12
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666
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Asset pricing, Commodity futures markets ,Commodity index investment, Commodity risk premium, Hedging
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4.
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de Roon, Frans
Tilburg University - Department of Finance Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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15 Nov 06
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Last Revised:
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13 Mar 10
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259
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1
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futures, consumption-based model, ultimate consumption risk, production-based model
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5.
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de Roon, Frans
Tilburg University - Department of Finance Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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04 Mar 05
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Last Revised:
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05 Nov 12
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194
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1
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time-series predictability, cross-sectional predictability, asset pricing tests, market frictions
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6.
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Boons, Martijn
Tilburg University - Department of Finance de Roon, Frans
Tilburg University - Department of Finance Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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14 Mar 12
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Last Revised:
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19 Nov 12
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69
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(Unexpected) Inflation Risk Premium, Inflation Hedging, Exogenous Risk, Business Cycle, Cross-sectional Asset Pricing, TIPS
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7.
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Basu, Devraj
Skema Business School Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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15 Feb 11
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Last Revised:
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17 Nov 11
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69
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Stochastic Discount Factor Bounds, Conditioning Information, Asset Pricing, Persistent Predictors
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8.
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de Roon, Frans
Tilburg University - Department of Finance Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
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20 Feb 11
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Last Revised:
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19 Nov 11
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20
(274,905)
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Out-of-Sample Predictability, Asset Pricing Tests, Market Frictions
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