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Hoevenaars, Roy P. M. M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,001 |
Total
Citations
57 |
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1.
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
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1,207
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32
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Strategic asset allocation, asset liability management
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Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
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Posted:
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01 Jun 06
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Last Revised:
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09 Mar 13
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768
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
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123
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6
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strategic asset allocation, Bayesian vector autoregression, parameter uncertainty, robust portfolio choice
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
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01 Jun 06
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Last Revised:
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09 Mar 13
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645
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6
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strategic asset allocation, bayesian vector autoregression, parameter uncertainty
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3.
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Public Investment Funds and Value-Based Generational Accounting
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Versions (2)
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
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Posted:
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17 Jan 09
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Last Revised:
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30 Jan 12
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323
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7
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Ponds, Eduard
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments
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22 Nov 09
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Last Revised:
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30 Jan 12
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140
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sovereign wealth fund, public investment funds, public pension funds, value-based ALM, generational accounting, embedded options, intergenerational transfer, stochastic discount factor
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Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
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183
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7
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Sovereign Wealth Fund, public investment funds, public pension funds
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Pricing Risk in Corporate Pension Plans: Understanding the Real Pension Deal
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Versions (3)
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Hoevenaars, Roy P. M. M.
APG Asset Management Kocken, Theo P.
Cardano Risk Management Ponds, Eduard
Cardano Risk Management
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Posted:
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12 Feb 09
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Last Revised:
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30 Jan 12
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292
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1
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Hoevenaars, Roy P. M. M.
APG Asset Management Kocken, Theo P.
Cardano Risk Management Ponds, Eduard
Cardano Risk Management
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19 Nov 09
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Last Revised:
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30 Jan 12
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62
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Hoevenaars, Roy P. M. M.
APG Asset Management Kocken, Theo P.
Cardano Risk Management Ponds, Eduard
Cardano Risk Management
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115
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1
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Embedded Options, Collective DC, Pension Deal, Pension Fund, Value-Based Asset LiabilityManagement, Rotman
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Hoevenaars, Roy P. M. M.
APG Asset Management Kocken, Theo P.
Cardano Risk Management Ponds, Eduard
Cardano Risk Management
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115
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1
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corporate pension fund, embedded options, contingent claim analysi, the Netherlands
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5.
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Hoevenaars, Roy P. M. M.
APG Asset Management Ponds, Eduard
APG Asset Management
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165
(89,881)
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11
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Asset liability management, Generational accounting, Intergenerational risk sharing, funded defined-benefit,plans, hybrid plans, generational accounting, embedded options, value-based ALM, public finance, social security reform
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6.
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Hoevenaars, Roy P. M. M.
APG Asset Management Palm, Franz C.
University of Maastricht - Department of Economics Frehen, Rik
Tilburg University - Department of Finance Schotman, Peter C.
Maastricht University
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146
(100,312)
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Lookback Option, Life Annuity, Annuity Risk, Defined Contribution, Stochastic Discount Factor
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7.
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Hoevenaars, Roy P. M. M.
APG Asset Management
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100
(135,253)
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Asset liability management, option pricing, risk neutral valuation
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