.
de Roon, Frans's
Scholarly Papers
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column.
Aggregate Statistics
Total 9,506
Total Citations 98
1.
de Roon, Frans Tilburg University - Department of Finance
Eiling, Esther University of Toronto - Joseph L. Rotman School of Management
Hillion, Pierre INSEAD - Finance
Gerard, Bruno Norwegian School of Management BI - Department of Financial Economics
Posted:
31 Mar 02
Last Revised:
07 Jan 10
1,489(4,741)
17
International financial markets, currency risk, mean-variance efficiency, conditioning information
2.
Evaluating Style Analysis
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de Roon, Frans Tilburg University - Department of Finance
Nijman, Theo Tilburg University - Center and Faculty of Economics and Business Administration
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
28 Feb 01
Last Revised:
30 Aug 12
1,200(6,828)
4
de Roon, Frans Tilburg University - Department of Finance
Nijman, Theo Tilburg University - Center and Faculty of Economics and Business Administration
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
32
4
Style analysis, performance evaluation, portfolio choice
de Roon, Frans Tilburg University - Department of Finance
Nijman, Theo Tilburg University - Center and Faculty of Economics and Business Administration
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
1,168
4
Style Analysis, Performance Measurment, Mutual Funds, Portfolio Choice
3.
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
Posted:
17 Feb 09
Last Revised:
30 Jan 13
1,013(9,117)
4
Futures contracts, Commodities, Risk premia, Portfolio sorts
4.
Boons, Martijn Tilburg University - Department of Finance
de Roon, Frans Tilburg University - Department of Finance
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
18 Mar 11
Last Revised:
28 Sep 12
671(17,068)
Asset pricing, Commodity futures markets ,Commodity index investment, Commodity risk premium, Hedging
5.
Eiling, Esther University of Toronto - Joseph L. Rotman School of Management
Gerard, Bruno Norwegian School of Management BI - Department of Financial Economics
de Roon, Frans Tilburg University - Department of Finance
Posted:
08 Nov 05
Last Revised:
07 Jan 10
628(18,790)
International financial markets, style analysis, EMU, currency risk, financial market integration
6.
de Roon, Frans Tilburg University - Department of Finance
Nijman, Theo Tilburg University - Center and Faculty of Economics and Business Administration
Werker, Bas J. M. Tilburg University - Center for Economic Research (CentER)
552(22,349)
3
currency risk, hedging, forwards, international asset pricing, portfolio choice
7.
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
de Roon, Frans Tilburg University - Department of Finance
Werker, Bas J. M. Tilburg University - Center for Economic Research (CentER)
547(22,622)
3
8.
Pownall, Rachel A.J. Maastricht University - Limburg Institute of Financial Economics (LIFE)
Koedijk, Kees C. G. Tilburg University - Department of Finance
de Roon, Frans Tilburg University - Department of Finance
520(24,258)
Portfolio Management, Asset pricing, Consumption and Investment decisions
9.
de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
Wei, Jason Zhanshun University of Toronto - Rotman School of Management
427(31,374)
10.
de Roon, Frans Tilburg University - Department of Finance
288(50,597)
Portfolio choice, estimation error, international finance
11.
de Roon, Frans Tilburg University - Department of Finance
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
15 Nov 06
Last Revised:
13 Mar 10
259(57,006)
1
futures, consumption-based model, ultimate consumption risk, production-based model
12.
Being Locked Up Hurts
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de Roon, Frans Tilburg University - Department of Finance
Guo, Jinqiang Tilburg University, Department of Finance
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
16 Feb 09
Last Revised:
15 Aug 10
240(61,920)
3
de Roon, Frans Tilburg University - Department of Finance
Guo, Jinqiang Tilburg University, Department of Finance
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
22 Mar 09
Last Revised:
13 Nov 09
112
3
Hedge funds, lockup period, multi-period asset allocation, timing portfolios
de Roon, Frans Tilburg University - Department of Finance
Guo, Jinqiang Tilburg University, Department of Finance
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
16 Feb 09
Last Revised:
15 Aug 10
128
3
Multi-period asset allocation, hedge funds, lockup period
13.
de Roon, Frans Tilburg University - Department of Finance
Guo, Jinqiang Tilburg University, Department of Finance
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
17 Mar 10
Last Revised:
10 May 10
234(63,653)
Hedge funds, funds of funds, fund investment
14.
van den Goorbergh, Rob W. J. Tilburg University - Department of Finance
de Roon, Frans Tilburg University - Department of Finance
Werker, Bas J. M. Tilburg University - Center for Economic Research (CentER)
216(69,233)
Economic hedging portfolios, risk aversion-weighted hedging, state-dependent utility, risk premiums
15.
de Roon, Frans Tilburg University - Department of Finance
de Goeij, Peter CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
Pungulescu, Crina Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC)
Posted:
08 Jun 07
Last Revised:
15 Feb 09
215(69,544)
Market Size, Emerging Markets, Market Integration, Capital Controls
16.
Jacobsen, Ben New Zealand Institute of Advanced Study
de Roon, Frans Tilburg University - Department of Finance
200(74,860)
Diversification, Stock Picking, Modern Portfolio Theory, Return Predictability
17.
de Roon, Frans Tilburg University - Department of Finance
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
04 Mar 05
Last Revised:
05 Nov 12
194(77,181)
1
time-series predictability, cross-sectional predictability, asset pricing tests, market frictions
18.
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
de Roon, Frans Tilburg University - Department of Finance
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
164(90,426)
mean reversion, strategy preference, 1/N, predictability, testing Sharpe equivalence
19.
Eun, Cheol S. Georgia Institute of Technology - Finance Area
Lai, Sandy University of Hong Kong
de Roon, Frans Tilburg University - Department of Finance
Zhang, Zhe Singapore Management University
130(110,761)
4
International diversification, Local factors, Factor funds
20.
de Roon, Frans Tilburg University - Department of Finance
Eiling, Esther University of Toronto - Joseph L. Rotman School of Management
Gerard, Bruno Norwegian School of Management BI - Department of Financial Economics
115(122,210)
2
International Financial Markets, Mean-variance Efficiency, Style analysis, EMU
21.
Boons, Martijn Tilburg University - Department of Finance
de Roon, Frans Tilburg University - Department of Finance
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
14 Mar 12
Last Revised:
19 Nov 12
69(170,905)
(Unexpected) Inflation Risk Premium, Inflation Hedging, Exogenous Risk, Business Cycle, Cross-sectional Asset Pricing, TIPS
22.
de Roon, Frans Tilburg University - Department of Finance
Eichholtz, Piet M. A. University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Koedijk, Kees C. G. Tilburg University - Department of Finance
48(204,391)
6
Portfolio choice, real estate, home ownership
23.
de Roon, Frans Tilburg University - Department of Finance
de Jong, Frank Tilburg University - Department of Finance
40(220,071)
50
Emerging markets, asset pricing, market integration
24.
de Roon, Frans Tilburg University - Department of Finance
Eiling, Esther University of Toronto - Joseph L. Rotman School of Management
Gerard, Bruno Norwegian School of Management BI - Department of Financial Economics
Hillion, Pierre INSEAD - Finance
Posted:
16 Feb 09
Last Revised:
29 Oct 12
27(252,167)
Currency risk, Currency risk hedging
25.
de Roon, Frans Tilburg University - Department of Finance
Szymanowska, Marta Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
20 Feb 11
Last Revised:
19 Nov 11
20(275,477)
Out-of-Sample Predictability, Asset Pricing Tests, Market Frictions
26.
de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
27.
de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
28.
de Roon, Frans Tilburg University - Department of Finance
de Jong, Abe Erasmus University - Rotterdam School of Management
Veld, Chris University of Glasgow
29.
An Empirical Investigation of the Factors that Determine the Pricing of Dutch Index Warrants
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de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
Posted:
06 Apr 95
Last Revised:
05 Feb 98
de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
0
de Roon, Frans Tilburg University - Department of Finance
Veld, Chris University of Glasgow
0
