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1.

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,985
2.

Investing for the Long Run

Netspar Discussion Paper No. 11/2011-104
Number of pages: 16 Posted: 24 Dec 2011 Last Revised: 03 Feb 2012
Working Paper Series
BlackRock, Inc and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,090
3.

Why Do Options Prices Predict Stock Returns?

Netspar Discussion Paper No. 07/2013-079
Number of pages: 49 Posted: 25 Feb 2014
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Tilburg University - Department of Finance
Downloads 870
4.

Regime Changes and Financial Markets

Netspar Discussion Paper No. 06/2011-068
Number of pages: 34 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc and University of California, San Diego (UCSD) - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 795
5.

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055
Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015
Accepted Paper Series
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 685
6.

Are Commodity Futures a Good Hedge Against Inflation?

Netspar Discussion Paper No. 11/2010-078
Number of pages: 38 Posted: 24 Dec 2010 Last Revised: 04 May 2013
Working Paper Series
University of Groningen and Lahore University of Management Sciences (LUMS)
Downloads 593
7.

Option-Implied Correlations and the Price of Correlation Risk

Netspar Discussion Paper No. 07/2013-061
Number of pages: 48 Posted: 26 Nov 2013
Working Paper Series
Tilburg University - Department of Finance, INSEAD - Finance and Frankfurt School of Finance & Management

Multiple version iconThere are 2 versions of this paper

Downloads 582
8.

The Public Market Equivalent and Private Equity Performance

Financial Analysts Journal, Vol. 71, No. 4, 2015, Netspar Discussion Paper No. 09/2013-039
Number of pages: 22 Posted: 01 Nov 2013 Last Revised: 13 Jan 2016
Accepted Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 534
9.

Estimating Private Equity Returns from Limited Partner Cash Flows

Netspar Discussion Paper No. 06/2014-021, Saïd Business School WP 2014-8,
Number of pages: 44 Posted: 02 Jul 2014 Last Revised: 18 Feb 2017
Working Paper Series
BlackRock, Inc, Columbia Business School - Finance and Economics, Yale School of Management - International Center for Finance and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 485
10.

Optimal Capital Structure for Insurance Companies

Netspar Discussion Paper No. 11/2010-073
Number of pages: 38 Posted: 24 Dec 2010
Working Paper Series
University of Amsterdam - Amsterdam School of Economics and University of Amsterdam - Finance Group
Downloads 484
11.

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Netspar Discussion Paper No. 11/2010-093
Number of pages: 76 Posted: 21 Apr 2011 Last Revised: 02 Aug 2013
Working Paper Series
BlackRock, Inc, Columbia University - Columbia Business School and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 458
12.

Private Equity Performance and Liquidity Risk

Netspar Discussion Paper No. 06/2010-024, Journal of Finance, Forthcoming
Number of pages: 65 Posted: 05 Aug 2010 Last Revised: 13 Sep 2012
Accepted Paper Series
USI Lugano, University of Lugano and University of Oxford - Said Business School

Multiple version iconThere are 2 versions of this paper

Downloads 403
13.

Testing Conditional Factor Models

Netspar Discussion Paper No. 01/2011-030
Number of pages: 63 Posted: 19 Apr 2011
Working Paper Series
BlackRock, Inc and University College London

Multiple version iconThere are 3 versions of this paper

Downloads 403
14.

Pension Fund Asset Allocation in Low Interest Rate Environment

Netspar Discussion Paper No. 03/2016-017
Number of pages: 40 Posted: 20 Apr 2016
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Downloads 394
15.

Nominal Bonds, Real Bonds, and Equity

Netspar Discussion Paper No. 12/2011-103
Number of pages: 56 Posted: 24 Dec 2011 Last Revised: 06 Mar 2012
Working Paper Series
BlackRock, Inc and Karlsruhe Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 379
16.

The Economic Importance of Financial Literacy: Theory and Evidence

GFLEC Working Paper Series No. 2014-001
Number of pages: 70 Posted: 04 May 2013 Last Revised: 10 Jan 2014
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 350
17.

Skill and Luck in Private Equity Performance

Netspar Discussion Paper No. 04/2014-026
Number of pages: 59 Posted: 08 Jul 2014
Working Paper Series
University of Southern California - Marshall School of Business and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 312
18.

Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

Netspar Discussion Paper No. 03/2010-009
Number of pages: 35 Posted: 18 Jun 2010 Last Revised: 17 Jan 2012
Working Paper Series
University of Groningen, De Nederlandsche Bank and Towers Watson

Multiple version iconThere are 2 versions of this paper

Downloads 305
19.

Ambiguity Attitudes in a Large Representative Sample

Netspar Discussion Paper No. 06/2011-054
Number of pages: 67 Posted: 01 Jul 2011 Last Revised: 04 Feb 2015
Working Paper Series
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 297
20.

Rational Pensions for Irrational People: Behavioral Science Lessons for the Netherlands

Netspar Discussion Paper No. 09/2011-076
Number of pages: 29 Posted: 26 Sep 2011
Working Paper Series
Boston University - Department of Finance & Economics and Tiburg University
Downloads 296
21.

Investment Beliefs of Endowments

Netspar Discussion Paper No. 06/2014-027
Number of pages: 58 Posted: 09 Jul 2014
Working Paper Series
BlackRock, Inc, Columbia University - Columbia Business School and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 295
22.

Financial Literacy and Retirement Planning in Sweden

Netspar Discussion Paper No. 01/2011-018
Number of pages: 29 Posted: 15 Apr 2011
Working Paper Series
affiliation not provided to SSRN and Stockholm University - Swedish Institute for Social Research (SOFI)
Downloads 287
23.

Private Equity and Industry Performance

Netspar Discussion Paper No. 06/2014-023, Stanford University Graduate School of Business Research Paper No. 14-25
Number of pages: 47 Posted: 02 Jul 2014
Working Paper Series
Stanford Graduate School of Business, Harvard Business School - Finance Unit, Copenhagen Business School and Swedish House of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 279
24.

The Relation between Demography and Economics with Special Reference to the Role of Mandatory Funded and Unfunded Old-Age Pensions

Netspar Discussion Paper No. 03/2012-005
Number of pages: 37 Posted: 16 Mar 2012
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam
Downloads 276
25.

Implications of Long-Run Risk for Asset Allocation Decisions

Netspar Discussion Paper No. 03/2012-011
Number of pages: 36 Posted: 28 Apr 2012
Working Paper Series
Hebrew University of Jerusalem - Jerusalem School of Business Administration and University of Arizona - Department of Finance
Downloads 267
26.

Assessing Financial Literacy in 12 Countries: An OECD Pilot Exercise

Netspar Discussion Paper No. 01/2011-014
Number of pages: 26 Posted: 19 Apr 2011
Working Paper Series
affiliation not provided to SSRN and OECD/International Network on Financial Education
Downloads 260
27.

Pension Wealth and Household Saving in Europe: Evidence from SHARELIFE

Netspar Discussion Paper No. 10/2011-088
Number of pages: 30 Posted: 01 Nov 2011
Working Paper Series
University of Groningen, University of Groningen - Faculty of Economics and Business and Sveriges Riksbank
Downloads 259
28.

Exchange Rate Volatility & its Impact on Macro Economic Factors with Respect to Indian Economy

International Journal of Social Science & Management, Vol. 4, Issue 6, 2015
Number of pages: 21 Posted: 23 Apr 2016
Accepted Paper Series
University of Naples Federico II and Independent
Downloads 248
29.

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Number of pages: 24 Posted: 28 Jun 2014 Last Revised: 06 Jul 2017
Working Paper Series
Tilburg University and Maastricht University

Multiple version iconThere are 2 versions of this paper

Downloads 244
30.

An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

Netspar Discussion Paper No. 03/2012-017
Number of pages: 66 Posted: 25 May 2012
Working Paper Series
Erasmus University Rotterdam (EUR) - Finance, Tilburg University - Department of Finance and Tilburg University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 233
31.

Liability Driven Investment with Downside Risk

Netspar Discussion Paper No. 10/2012-051
Number of pages: 29 Posted: 17 Jan 2013
Working Paper Series
BlackRock, Inc, Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 233
32.

Asset Allocation Dynamics of Pension Funds

Netspar Discussion Paper No. 03/2016-016
Number of pages: 35 Posted: 20 Apr 2016
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Downloads 220
33.

Risk Decision Support System for Asset Liability Management

Netspar Discussion Paper No. 10/2010-084
Number of pages: 31 Posted: 04 Feb 2011
Working Paper Series
University of Amsterdam - Department of Quantitative Economics (KE) and affiliation not provided to SSRN
Downloads 220
34.

Portfolio Choice with Illiquid Assets

Netspar Discussion Paper No. 10/2010-092
Number of pages: 47 Posted: 22 Apr 2011 Last Revised: 19 Sep 2014
Working Paper Series

Multiple version iconThere are 4 versions of this paper

Downloads 214
35.

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Netspar Discussion Paper No. 04/2011-067
Number of pages: 46 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 4 versions of this paper

Downloads 213
36.

Financial Literacy: An International Comparison

Netspar Discussion Paper No. 09/2010-064
Number of pages: 36 Posted: 30 Nov 2010
Working Paper Series
University of Naples Federico II - Department of Economics
Downloads 208
37.

Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information

Netspar Discussion Paper No. 04/2011-038
Number of pages: 51 Posted: 22 Apr 2011
Working Paper Series
APG Asset Management, Robeco Asset Management, Maastricht University - Limburg Institute of Financial Economics (LIFE) and ABP Investments - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 208
38.

Stock Returns and Inflation Risk: Implications for Portfolio Selection

Netspar Discussion Paper No. 11/2010-051
Number of pages: 43 Posted: 12 Nov 2010 Last Revised: 26 Dec 2010
Working Paper Series
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 204
39.

How does Household Portfolio Diversification Vary with Financial Literacy and Financial Advice?

Journal of Finance, Forthcoming, Netspar Discussion Paper No. 03/2011-026
Number of pages: 82 Posted: 21 Apr 2011 Last Revised: 08 Dec 2013
Accepted Paper Series
University of Bonn - Economic Science Area

Multiple version iconThere are 2 versions of this paper

Downloads 201
40.

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University

Multiple version iconThere are 4 versions of this paper

Downloads 186
41.

Effects of the Financial Crisis and Great Recession on American Households

Netspar Discussion Paper No. 09/2010-046
Number of pages: 46 Posted: 14 Nov 2010
Working Paper Series
RAND Corporation and RAND Corporation

Multiple version iconThere are 3 versions of this paper

Downloads 184
42.

Financial Literacy Around the World: An Overview

Netspar Discussion Paper No. 02/2011-023
Number of pages: 20 Posted: 19 Apr 2011
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 184
43.

A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds

Netspar Discussion Paper No. 02/2011-121
Number of pages: 51 Posted: 25 May 2012
Working Paper Series
Tilburg University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School

Multiple version iconThere are 3 versions of this paper

Downloads 183
44.

Pay Me Now (and Later): Pension Benefit Manipulation before Plan Freezes and Executive Retirement

Best Paper Award - Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, Journal of Financial Economics (JFE), Forthcoming, Netspar Discussion Paper No. 12/2014-096 - revised version October 2016, Kelley School of Business Research Paper No. 16-24
Number of pages: 52 Posted: 22 Feb 2016 Last Revised: 23 Dec 2016
Working Paper Series
Federal Reserve Board, Washington D.C., Massachusetts Institute of Technology (MIT) - Sloan School of Management, Seton Hall University, Stillman School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 177
45.

Inflation and Individual Equities

Netspar Discussion Paper No. 04/2011-069
Number of pages: 26 Posted: 30 Aug 2011
Working Paper Series
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers

Multiple version iconThere are 3 versions of this paper

Downloads 173
46.

On the Asset Allocation of a Default Pension Fund

Netspar Discussion Paper No. 01/2016-001
Number of pages: 53 Posted: 09 Jan 2016 Last Revised: 12 Jan 2016
Working Paper Series
Stockholm School of Economics, Tel Aviv University - Eitan Berglas School of Economics and Stockholm University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 164
47.

Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence

Netspar Discussion Paper No. 09/2012-035 - revised version May 2015
Number of pages: 66 Posted: 16 Oct 2012 Last Revised: 05 Jan 2016
Working Paper Series
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar

Multiple version iconThere are 3 versions of this paper

Downloads 162
48.

Public Investment Funds and Value-Based Generational Accounting

Netspar Discussion Paper No. 01/2009-003
Number of pages: 24 Posted: 22 Nov 2009 Last Revised: 30 Jan 2012
Working Paper Series
Algemene Pensioen Groep (APG), APG Asset Management and Robeco Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 160
49.

Stocks, Bonds, T-Bills and Inflation Hedging

Netspar Discussion Paper No. 11/2011-089
Number of pages: 44 Posted: 25 Nov 2011 Last Revised: 04 May 2013
Working Paper Series
University of Groningen and Lahore University of Management Sciences (LUMS)
Downloads 160
50.

The VIX, the Variance Premium and Stock Market Volatility

Netspar Discussion Paper No. 10/2013-035
Number of pages: 36 Posted: 19 Oct 2013
Working Paper Series
Columbia Business School - Finance and Economics and European Central Bank (ECB)

Multiple version iconThere are 4 versions of this paper

Downloads 159