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ERIM: Finance & Accounting (Topic)

66,958 Total downloads

Viewing: 1 - 50 of 99 papers

1.

Factor Investing from Concept to Implementation

Number of pages: 29 Posted: 11 Jan 2019
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM)
Downloads 583
2.

Escape from the USA: Government Debt-to-GDP Ratio, Country Tax Competitiveness, and US-OECD Cross-Border M&As

Journal of International Business Studies, Forthcoming
Posted: 10 Jan 2019
Accepted Paper Series
Erasmus University Rotterdam - Erasmus School of Economics and University of Sydney Business School
3.

Principles of Sustainable Finance

Principles of Sustainable Finance, Oxford University Press, 2019
Number of pages: 35 Posted: 11 Dec 2018 Last Revised: 28 Jan 2019
Accepted Paper Series
Rotterdam School of Management, Erasmus University and NN Investment Partners
Downloads 176
4.

Relative Performance Evaluation and Strategic Competition

Number of pages: 45 Posted: 26 Nov 2018
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), University of Michigan, Stephen M. Ross School of Business and Lancaster University
Downloads 46
5.

Institutional Investors and Development of Europe’s Capital Markets

Chapter 18 in D. Busch, E. Avgouleas and G. Ferrarini (eds), Capital Markets Union in Europe, Oxford University Press, Oxford, 2018
Number of pages: 19 Posted: 18 Oct 2018
Accepted Paper Series
Budapest University of Economic Sciences and Public Administration and Rotterdam School of Management, Erasmus University
Downloads 32
6.

Risks and Uncertainties Associated with Residential Energy Efficiency Investments

Real Estate Finance, Spring 2019, Volume 35, Number 4,vpages 249–262,
Number of pages: 14 Posted: 15 Oct 2018 Last Revised: 28 Mar 2019
Accepted Paper Series
University of Cambridge - Department of Land Economy, University of Cambridge - Department of Land Economy, Erasmus University Rotterdam (EUR) - Department of Financial Management, Tilburg University - TIAS School for Business and Society, University of Cambridge - Department of Land Economy, University of Cambridge - Department of Land Economy and University of Cambridge
Downloads 16
7.

Greening Monetary Policy

Number of pages: 26 Posted: 19 Sep 2018 Last Revised: 07 Mar 2019
Working Paper Series
Rotterdam School of Management, Erasmus University

Multiple version iconThere are 2 versions of this paper

Downloads 69
8.

Wage Gap and Stock Returns

Number of pages: 37 Posted: 18 Aug 2018 Last Revised: 29 Aug 2018
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Luxembourg School of Finance and Erasmus University Rotterdam (EUR)
Downloads 52
9.

Behavioral Finance, Decumulation and the Regulatory Strategy for Robo-Advice

U of Penn, Inst for Law & Econ Research Paper No. 18-19
Number of pages: 36 Posted: 26 Jul 2018
Accepted Paper Series
University of Pennsylvania Law School and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 177
10.

Building a Stable European Deposit Insurance Scheme

Forthcoming in Journal of Financial Regulation 4(2)
Number of pages: 9 Posted: 25 May 2018
Working Paper Series
Rotterdam School of Management, Erasmus University
Downloads 55
11.

The Occurrence and Impact of Pension Fund Discontinuity

Number of pages: 38 Posted: 10 May 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam
Downloads 17
12.

X-efficiency and Economies of Scale in Pension Fund Administration and Investment

Number of pages: 45 Posted: 20 Mar 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam

Multiple version iconThere are 2 versions of this paper

Downloads 13
13.

Measuring Normative Risk Preferences

ERIM Report Series Reference No. 2916700
Number of pages: 25 Posted: 14 Feb 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 18
14.

The Value of Accounting

ERIM Report Series Reference No. EIA-2011-048-F&A
Posted: 19 Jul 2012
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 203
15.

FATCA: The Global Financial System Must Now Implement a New U.S. Reporting and Withholding System for Foreign Account Tax Compliance, Which Will Create Significant New Exposures – Managing this Risk (Part I)

Taxes – The Tax Magazine, Vol. 88, No. 7, pp. 27-92, 2010,
Number of pages: 66 Posted: 19 Jul 2010
Accepted Paper Series
FATCA Consultant--Florida
Downloads 592
16.

Call for Papers Track on Responsible Investments, Utrecht, the Netherlands, 5-8 July, 2009

Number of pages: 2 Posted: 26 Nov 2008
Working Paper Series
affiliation not provided to SSRN, Umea School of Business and Economics and University of Groningen - Department of Finance & Accounting
Downloads 92
17.

The Volatility Effect: Lower Risk Without Lower Return

Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of pages: 23 Posted: 17 Apr 2007
Accepted Paper Series
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing
Downloads 9,639
18.

Striking Oil: Another Puzzle

ERIM Report Series Reference No. ERS-2003-082-F&A
Number of pages: 37 Posted: 30 Nov 2006
Working Paper Series
Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management

Multiple version iconThere are 3 versions of this paper

Downloads 830
19.

Financial Integration Through Benchmarks: The European Banking Sector

ERIM Report Series Reference No. ERS-2004-110-F&A
Number of pages: 33 Posted: 20 Nov 2006
Working Paper Series
AEGON Asset Management, Tilburg University - Center for Economic Research, Econometrics and Finance Group and Tilburg University - Department of Finance
Downloads 376
20.

The Eco-Efficiency Premium Puzzle

ERIM Report Series Reference No. ERS-2004-043-F&A
Number of pages: 36 Posted: 26 Aug 2006
Working Paper Series
Maastricht University - European Centre for Corporate Engagement, Maastricht University, University of Muenster - Finance Center Muenster and Tilburg University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 732
21.

Conditional Downside Risk and the CAPM

ERIM Report Series Reference No. ERS-2004-048-F&A
Number of pages: 34 Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University and Robeco Asset Management - Quantitative Investing
Downloads 518
22.

The Effects of Decision Flexibility in the Hierarchical Investment Decision Process

ERIM Report Series Reference No. ERS-2003-047-F&A
Number of pages: 27 Posted: 26 Aug 2006
Working Paper Series
Robeco Asset Management, Quantitative Investment Research, Erasmus Research Institute of Management (ERIM) and Erasmus Research Institute of Management (ERIM)
Downloads 502
23.

Asset Prices and Omitted Moments; a Stochastic Dominance Analysis of Market Efficiency

ERIM Report Series Reference No. ERS-2003-017-F&A
Number of pages: 30 Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads 207
24.

Spanning and Intersection: A Stochastic Dominance Approach

ERIM Report Series Reference No. ERS-2001-63-F&A
Number of pages: 20 Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads 110
25.

Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables

ERIM Report Series Reference No. ERS-2001-06-F&A
Number of pages: 16 Posted: 26 Aug 2006
Working Paper Series
Aalto University School of Business and Graduate School of Business of Nazarbayev University
Downloads 101
26.

The Effects of Systemic Crises When Investors Can Be Crisis Ignorant

ERIM Report Series Reference No. ERS-2004-027-F&A
Number of pages: 58 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance
Downloads 100
27.

A Stochastic Dominance Approach to Spanning

ERIM Report Series Reference No. ERS-2002-01-F&A
Number of pages: 20 Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads 94
28.

Nonparametric Efficiency Estimation in Stochastic Environments (Ii)

ERIM Report Series Reference No. ERS-2001-26-F&A
Number of pages: 21 Posted: 26 Aug 2006
Working Paper Series
KU Leuven and Graduate School of Business of Nazarbayev University
Downloads 87
29.

The Cost of Technical Trading Rules in the Forex Market: A Utility-Based Evaluation

ERIM Report Series Reference No. ERS-2003-052-F&A
Number of pages: 19 Posted: 24 May 2006
Working Paper Series
Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research
Downloads 1,253
30.

The Economic Consequences of IFRS: The Impact of Ias 32 on Preference Shares in the Netherlands

ERIM Report Series Reference No. ERS-2006-021-F&A
Number of pages: 27 Posted: 03 May 2006
Working Paper Series
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 1,054
31.

Efficient Rank Reduction of Correlation Matrices

ERIM Report Series Reference No. ERS-2005-009-F&A
Number of pages: 24 Posted: 29 Mar 2006
Working Paper Series
Utrecht University - Faculty of Mathematics and Computer Science and ABN AMRO
Downloads 266
32.

Do Banks Influence the Capital Structure Choices of Firms?

ERIM Report Series Reference No. ERS-2004-040-F&A
Number of pages: 39 Posted: 28 Mar 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management
Downloads 720
33.

Biases and Error Measures: How to Compare Valuation Methods

ERIM Report Series Reference No. ERS-2006-011-F&A, Mannheim Finance Working Paper No. 2006-07
Number of pages: 41 Posted: 26 Feb 2006 Last Revised: 26 Aug 2008
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim Business School
Downloads 2,043
34.

Risk Aversion and Skewness Preference: A Comment

ERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008
Number of pages: 19 Posted: 23 Feb 2006
Working Paper Series
Graduate School of Business of Nazarbayev University, Robeco Asset Management - Quantitative Investing and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 927
35.

Optimal Regional Biases in ECB Interest Rate Setting

NRG Working Paper Series # 05-01
Number of pages: 24 Posted: 23 Feb 2006
Working Paper Series
Nyenrode University
Downloads 53
36.

A Multidimensional Framework for Financial-Economic Decisions

ERIM Report Series Reference No. ERS-2003-021-F&A
Number of pages: 23 Posted: 13 Feb 2006
Working Paper Series
Robeco Asset Management, Quantitative Investment Research and Erasmus Research Institute of Management (ERIM)

Multiple version iconThere are 2 versions of this paper

Downloads 466
37.

A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money

ERIM Report Series Reference No. ERS-2005-068-F&A
Number of pages: 53 Posted: 21 Dec 2005
Working Paper Series
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Downloads 481
38.

The Nature of Power Spikes: A Regime-Switch Approach

ERIM Report Series Reference No. ERS-2005-052-F&A
Number of pages: 34 Posted: 21 Dec 2005
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 445
39.

Purchasing Power Parity and Heterogeneous Mean Reversion

ERIM Report Series Reference No. ERS-2005-085-F&A
Number of pages: 44 Posted: 21 Dec 2005
Working Paper Series
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 77
40.

Testing for Stochastic Dominance with Diversification Possibilities

ERIM Report Series Reference No. ERS-2001-38-F&A; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 36 Posted: 19 Nov 2005
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads 313
41.

Why Don't Latvian Pension Funds Diversify More Internationally?

ERIM Report Series Reference No. ERS-2005-078-F&A
Number of pages: 20 Posted: 02 Nov 2005
Working Paper Series
Erasmus University Rotterdam (EUR), Stockholm School of Economics in Riga and Stockholm School of Economics in Riga
Downloads 137
42.

Bond Underwriting Fees and Keiretsu Affiliation in Japan

ERIM Report Series Reference No. ERS-2005-038-F&A
Number of pages: 48 Posted: 27 Sep 2005
Working Paper Series
Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and NN Investment Partners
Downloads 157
43.

A New Model for Inflation Accounting

Number of pages: 17 Posted: 27 Sep 2005 Last Revised: 17 Jul 2014
Working Paper Series
Al. I. Cuza University
Downloads 2,004
44.

'Is it the Weather?'

ERIM Report Series Reference No. ERS-2004-100-F&A
Number of pages: 32 Posted: 21 Sep 2005 Last Revised: 19 Dec 2009
Working Paper Series
Tilburg University - TIAS School for Business and Society and Erasmus University Rotterdam (EUR) - Department of Financial Management

Multiple version iconThere are 3 versions of this paper

Downloads 477
45.

The Success of Stock Selection Strategies in Emerging Markets: Is it Risk or Behavioral Bias?

ERIM Report Series Reference No. ERS-2005-012-F&A
Number of pages: 35 Posted: 20 Sep 2005
Working Paper Series
ROBECO Group - Emerging Markets Team, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and APG Asset Management
Downloads 940
46.

Sustainable Rangeland Management Using a Multi-Fuzzy Model: How to Deal with Heterogeneous Experts' Knowledge

ERIM Report Series Reference No. ERS-2005-016-F&A
Number of pages: 43 Posted: 13 Sep 2005
Working Paper Series
Shiraz University, Shiraz University, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT and Shiraz University
Downloads 156
47.

Capital Structure Policies in Europe: Survey Evidence

ERIM Report Series Reference No. ERS-2005-005-F&A
Number of pages: 38 Posted: 09 Sep 2005
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Tilburg University - Department of Finance
Downloads 1,191
48.

How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

ERIM Report Series Reference No. ERS-2005-035-F&A
Number of pages: 32 Posted: 09 Jun 2005
Working Paper Series
AEGON Asset Management
Downloads 1,171
49.

Testing for Stochastic Dominance Efficiency

ERIM Report Series Reference No. ERS-2005-033-F&A
Number of pages: 29 Posted: 13 May 2005
Working Paper Series
University of Cambridge, Graduate School of Business of Nazarbayev University and Seoul National University - School of Economics
Downloads 298
50.

Accounting for the Alignment of Interest and Commitment in Interfirm Transactional Relationships

ERIM Report Series Reference No. ERS-2004-095-F&A
Number of pages: 29 Posted: 20 Dec 2004
Working Paper Series
Radboud University Nijmegen and University of Groningen - Faculty of Economics and Business
Downloads 268