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de Roon, Frans


 SSRN Author Rank: 1,941 by Downloads
 

Tilburg University - Department of Finance


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands
 +31 1 3466 8361/3025 (Phone)
 +31 1 3466 2875 (Fax)
 email address

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. de Roon, Frans's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,443
Total
Citations
110
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
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
1,565
(5,602)
17

2.  
An Anatomy of Commodity Futures Risk Premia | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper, Journal of Finance, Vol. 69, No. 1, pp. 453-482, 2014
Accepted Paper Series
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:
11 May 14
1,408
(6,686)
9

3.   Incl. Electronic Paper
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
1,233
(8,326)
4

4.  
The Price of Commodity Risk in Stock and Futures Markets | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper
Working Paper Series
Boons, Martijn
New University of Lisbon - Nova School of Business and Economics
de Roon, Frans
Tilburg University - Department of Finance
Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
18 Mar 11
Last Revised:
11 May 14
865
(14,577)
 

5.  
Euro-Zone Equity Returns: Country Versus Industry Effects | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 3454, AFA 2006 Boston Meetings Paper
Working Paper Series
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
646
(22,323)
1

6.  
Pownall, Rachel A.J.
Koedijk, Kees C. G.
Tilburg University - Department of Finance
de Roon, Frans
Tilburg University - Department of Finance
Posted:
19 Feb 09
598
(24,834)
 

7.  
Currency Hedging for International Stock Portfolios | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2000-21-F&A
Working Paper Series
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)
Posted:
20 Jan 03
571
(26,491)
3

8.  
Incorporating Estimation Risk in Portfolio Choice | Show Abstract | Download |
CentER Working Paper No. 65
Working Paper Series
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)
Posted:
28 Dec 00
555
(27,558)
3

9.  
de Roon, Frans
Tilburg University - Department of Finance
Veld, Chris
Monash University
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
26 Jan 96
429
(38,552)
 

10.  
de Roon, Frans
Tilburg University - Department of Finance
Posted:
28 Oct 04
306
(58,017)
 

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
302
(58,872)
2

12.   Incl. Electronic Paper
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:
24 Jul 14
255
(70,887)
4

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
249
(72,764)
 

14.  
Jacobsen, Ben
University of Edinburgh - Business School
de Roon, Frans
Tilburg University - Department of Finance
Posted:
21 Nov 12
246
(73,755)
1

15.  
Economic Hedging Portfolios | Show Abstract | Download |
Tilburg University Working Paper
Working Paper Series
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)
Posted:
22 May 03
222
(82,126)
 

16.  
Asset Pricing Restrictions on Predictability: Frictions Matter | Show Abstract | Download |
Management Science, Vol. 58, No. 10, pp. 1916-1932, 2012
Accepted Paper Series
de Roon, Frans
Tilburg University - Department of Finance
Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
04 Mar 05
Last Revised:
10 May 14
204
(89,443)
2

17.  
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
Posted:
17 Feb 09
175
(103,544)
 

18.  
International Diversification with Factor Funds | Show Abstract | Download |
Management Science, Forthcoming
Accepted Paper Series
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
Posted:
11 Jun 10
154
(116,224)
5

19.  
Boons, Martijn
New University of Lisbon - Nova School of Business and Economics
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 14
125
(138,242)
 

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
Posted:
13 Sep 05
117
(145,409)
2

21.  
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
106
(156,338)
 

22.  
The Portfolio Implications of Home Ownership | Show Abstract | Download |
CEPR Discussion Paper No. 3501
Working Paper Series
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
Posted:
25 Sep 02
49
(242,929)
6

23.  
de Roon, Frans
Tilburg University - Department of Finance
De Jong, Frank
Tilburg University - Department of Finance
Posted:
15 Jan 02
40
(263,696)
51

24.  
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
23
(317,579)
 

25.  
de Roon, Frans
Tilburg University - Department of Finance
Veld, Chris
Monash University
Posted:
13 Sep 99
 

26.  
de Roon, Frans
Tilburg University - Department of Finance
Veld, Chris
Monash University
Posted:
23 Jul 99
 

27.  
de Roon, Frans
Tilburg University - Department of Finance
de Jong, Abe
Erasmus University - Rotterdam School of Management
Veld, Chris
Monash University
Posted:
13 Jul 98
 

28.   Incl. Electronic Paper
de Roon, Frans
Tilburg University - Department of Finance
Veld, Chris
Monash University
Posted:
06 Apr 95
Last Revised:
05 Feb 98
 


Records 1 - 28 of 28 matches
[ 1 ]
. de Roon, Frans's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
157
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
de Roon, Frans
Tilburg University - Department of Finance
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Pownall, Rachel A.J.
Tilburg University - Department of Finance
Posted:
05 Mar 08
Last Revised:
27 Oct 12
157
 


Records 1 - 1 of 1 matches
[ 1 ]

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