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van den Goorbergh, Rob's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,474 |
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Citations
5 |
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1.
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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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Futures contracts, Commodities, Risk premia, Portfolio sorts
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2.
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van den Goorbergh, Rob
APG Asset Management Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Molenaar, R.
Robeco Investments Vlaar, Peter
Algemene Pensioen Groep (APG)
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15 Dec 09
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Last Revised:
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13 Jun 11
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377
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essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions, asset liability management
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3.
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van den Goorbergh, Rob
APG Asset Management Molenaar, R.
Robeco Investments Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Vlaar, Peter
Algemene Pensioen Groep (APG)
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23 Apr 11
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Last Revised:
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14 Jun 11
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essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions
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Records 1 -
3
of 3 matches
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