1.
Nonparametric Efficiency Estimation in Stochastic Environments (Ii)
Number of pages: 21
Posted: 13 Oct 2020
Working Paper Series
KU Leuven and Graduate School of Business of Nazarbayev University
Downloads
95
2.
When Debit=Credit. The Balance Constraint in Bookkeeping, its Causes and Consequences for Accounting
Number of pages: 42
Posted: 16 Jun 2020
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
27
3.
Behavioral Finance, Decumulation, and the Regulatory Strategy for Robo-Advice
In THE DISRUPTIVE IMPACT OF FINTECH ON RETIREMENT SYSTEMS (Julie Agnew & Olivia S. Mitchell eds., Oxford 2019), U of Penn, Inst for Law & Econ Research Paper No. 18-19
Number of pages: 36
Posted: 06 Nov 2019
Last Revised: 25 Nov 2019
Accepted Paper Series
University of Pennsylvania Law School and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
436
4.
Factor Investing from Concept to Implementation
The Journal of Portfolio Management, Quantitative Special Issue 2019
Number of pages: 18
Posted: 11 Jan 2019
Last Revised: 10 Oct 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
1,121
5.
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
6.
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 RSM Erasmus University
Downloads
1,467
7.
Relative Performance Evaluation and Strategic Competition
Number of pages: 45
Posted: 26 Nov 2018
Last Revised: 13 Dec 2020
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
57
8.
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
75
9.
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 affiliation not provided to SSRN
Downloads
50
10.
Greening Monetary Policy
Forthcoming in Climate Policy
Number of pages: 22
Posted: 19 Sep 2018
Last Revised: 18 Dec 2020
Working Paper Series
Rotterdam School of Management, Erasmus University
There are 2 versions of this paper
Greening Monetary Policy
Forthcoming in Climate Policy
Number of pages: 22
Posted: 19 Sep 2018
Last Revised: 18 Dec 2020
Downloads
183
Downloads
1
Downloads
183
11.
Wage Gap and Stock Returns: Do Investors Dislike Pay Inequality?
Number of pages: 36
Posted: 18 Aug 2018
Last Revised: 01 Nov 2019
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Utrecht University and Erasmus University Rotterdam (EUR)
Downloads
100
12.
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
86
13.
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
21
14.
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
There are 2 versions of this paper
X-Efficiency and Economies of Scale in Pension Fund Administration and Investment
De Nederlandsche Bank Working Paper No. 547
Number of pages: 49
Posted: 20 Mar 2017
Downloads
38
X-efficiency and Economies of Scale in Pension Fund Administration and Investment
Number of pages: 45
Posted: 20 Mar 2017
Downloads
18
Downloads
18
15.
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
31
16.
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
205
17.
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
600
18.
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
93
19.
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 Quantitative Investments and Robeco Quantitative Investments
Downloads
10,861
20.
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
There are 3 versions of this paper
Striking Oil: Another Puzzle?
EFA 2005 Moscow Meetings Paper
Number of pages: 43
Posted: 14 Aug 2005
Downloads
7,136
Striking Oil: Another Puzzle
ERIM Report Series Reference No. ERS-2003-082-F&A
Number of pages: 37
Posted: 30 Nov 2006
Downloads
842
Downloads
842
21.
Financial Integration Through Benchmarks: The European Banking Sector
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
379
22.
The Eco-Efficiency Premium Puzzle
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
There are 2 versions of this paper
The Eco-Efficiency Premium Puzzle
Financial Analysts Journal, Vol. 61, No. 2, pp. 51-63, March/April 2005
Posted: 05 May 2005
Downloads
796
23.
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 Quantitative Investments
Downloads
575
24.
The Effects of Decision Flexibility in the Hierarchical Investment Decision Process
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
505
25.
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
208
26.
Spanning and Intersection: A Stochastic Dominance Approach
Number of pages: 20
Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads
117
27.
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
115
28.
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
105
29.
A Stochastic Dominance Approach to Spanning
Number of pages: 20
Posted: 26 Aug 2006
Working Paper Series
Graduate School of Business of Nazarbayev University
Downloads
96
30.
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
1,323
31.
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
1,086
32.
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
272
33.
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
725
34.
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
2,217
35.
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 Quantitative Investments and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
948
36.
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
54
37.
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)
There are 2 versions of this paper
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
Downloads
474
A Multidimensional Framework for Financial-Economic Decisions
Journal of Multi-Criteria Decision Analysis, Vol. 11, pp. 111-124, 2002
Posted: 25 Feb 2004
Downloads
474
38.
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
506
39.
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
448
40.
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
There are 3 versions of this paper
Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion
Journal of International Money and Finance, Vol. 30, pp. 246-267, 2010
Number of pages: 43
Posted: 12 Dec 2005
Last Revised: 16 May 2011
Downloads
85
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
Downloads
79
Purchasing Power Parity and Heterogenous Mean Reversion
CEPR Discussion Paper No. 5473
Number of pages: 42
Posted: 08 May 2006
Downloads
18
Downloads
79
41.
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
315
42.
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
140
43.
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 RSM Erasmus University
Downloads
158
44.
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
2,023
45.
'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
There are 3 versions of this paper
'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
Downloads
484
Downloads
484
46.
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
1,063
47.
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
158
48.
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
1,218
49.
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
1,250
50.
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
307
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