SSRN ERIM: Finance & Accounting (Topic)

1.

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

Tom Baker and Benedict G. C. Dellaert

University of Pennsylvania Law School and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 274

2.

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

Eduard Van Gelderen, Joop Huij and Georgi Kyosev

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 973

3.

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

Ying Gan and Buhui Qiu

Erasmus University Rotterdam - Erasmus School of Economics and University of Sydney Business School

4.

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

Dirk Schoenmaker and Willem Schramade

Rotterdam School of Management, Erasmus University and RSM Erasmus University

Downloads 584

5.

Relative Performance Evaluation and Strategic Competition

Number of pages: 45 Posted: 26 Nov 2018

Working Paper Series

Li He, Toni M. Whited and Ran Guo

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), University of Michigan, Stephen M. Ross School of Business and Lancaster University

Downloads 46

6.

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

Zsolt Darvas and Dirk Schoenmaker

Budapest University of Economic Sciences and Public Administration and Rotterdam School of Management, Erasmus University

Downloads 49

7.

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

Donald Stevens, Hassan Adan, Dirk Brounen, Winfried de Coo, Franz Fuerst, Dimitra Kavarnou and R Singh

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 35

8.

Greening Monetary Policy

Number of pages: 25 Posted: 19 Sep 2018 Last Revised: 29 Dec 2019

Working Paper Series

Dirk Schoenmaker

Rotterdam School of Management, Erasmus University

There are 2 versions of this paper

Downloads 103

9.

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

Ingolf Dittmann, Maurizio Montone and Yuhao Zhu

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Utrecht University and Erasmus University Rotterdam (EUR)

Downloads 75

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

Dirk Schoenmaker

Rotterdam School of Management, Erasmus University

Downloads 75

11.

The Occurrence and Impact of Pension Fund Discontinuity

Number of pages: 38 Posted: 10 May 2017

Working Paper Series

Gosse Alserda, Onno W. Steenbeek and Fieke van der Lecq

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam

Downloads 19

12.

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

Number of pages: 45 Posted: 20 Mar 2017

Working Paper Series

Gosse Alserda, Jacob Antoon Bikker and Fieke van der Lecq

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), De Nederlandsche Bank and Vrije Universiteit Amsterdam

There are 2 versions of this paper

Downloads 17

13.

Measuring Normative Risk Preferences

ERIM Report Series Reference No. 2916700

Number of pages: 25 Posted: 14 Feb 2017

Working Paper Series

Gosse Alserda

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Downloads 26

14.

The Value of Accounting

ERIM Report Series Reference No. EIA-2011-048-F&A

Posted: 19 Jul 2012

Working Paper Series

Erik Peek

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 204

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

Dean Marsan

FATCA Consultant--Florida

Downloads 594

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

Mohammed Belhaj, Pontus Cerin and Bert Scholtens

affiliation not provided to SSRN, Umea School of Business and Economics and University of Groningen - Department of Finance & Accounting

Downloads 93

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

David Blitz and Pim van Vliet

Robeco Quantitative Investments and Robeco Quantitative Investments

Downloads 10,214

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

Gerben Driesprong, Ben Jacobsen and Benjamin Maat

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

Downloads 831

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

G. A. Moerman, Ronald Mahieu and Kees C. G. Koedijk

AEGON Asset Management, Tilburg University - Center for Economic Research, Econometrics and Finance Group and Tilburg University - Department of Finance

Downloads 378

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

Jeroen Derwall, Rob Bauer, Nadja Guenster and Kees C. G. Koedijk

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

Downloads 758

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

Thierry Post and Pim van Vliet

Graduate School of Business of Nazarbayev University and Robeco Quantitative Investments

Downloads 549

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

Winfried G. Hallerbach, Haikun Ning and J. Spronk

Robeco Asset Management, Quantitative Investment Research, Erasmus Research Institute of Management (ERIM) and Erasmus Research Institute of Management (ERIM)

Downloads 504

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

Thierry Post

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

Thierry Post

Graduate School of Business of Nazarbayev University

Downloads 112

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

Timo Kuosmanen and Thierry Post

Aalto University School of Business and Graduate School of Business of Nazarbayev University

Downloads 110

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

Erik Kole, Marno Verbeek and Kees C. G. Koedijk

Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance

Downloads 102

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

Thierry Post

Graduate School of Business of Nazarbayev University

Downloads 96

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

L. Cherchye and Thierry Post

KU Leuven and Graduate School of Business of Nazarbayev University

Downloads 89

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

Hans Dewachter and Marco Lyrio

Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research

Downloads 1,285

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

Abe de Jong, Miguel Angel Rosellón Cifuentes and Patrick Verwijmeren

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 1,074

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

Igor Grubisic and Raoul Pietersz

Utrecht University - Faculty of Mathematics and Computer Science and ABN AMRO

Downloads 268

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

Petra Danisevska, Abe de Jong and Marno Verbeek

Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Erasmus University - Rotterdam School of Management

Downloads 721

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

Ingolf Dittmann and Ernst G. Maug

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim Business School

Downloads 2,113

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

Thierry Post, Pim van Vliet and Haim Levy

Graduate School of Business of Nazarbayev University, Robeco Quantitative Investments and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 934

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

Ivo J.M. Arnold

Nyenrode University

Downloads 54

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

Winfried G. Hallerbach and J. Spronk

Robeco Asset Management, Quantitative Investment Research and Erasmus Research Institute of Management (ERIM)

There are 2 versions of this paper

Downloads 468

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

Guillermo Baquero and Marno Verbeek

ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management

Downloads 489

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

Cyriel de Jong

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

Kees C. G. Koedijk, Ben Tims and Mathijs A. Van Dijk

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

Downloads 79

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

Thierry Post

Graduate School of Business of Nazarbayev University

Downloads 314

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

Laurens Swinkels, Diana Vejina and Rainers Vilans

Erasmus University Rotterdam (EUR), Stockholm School of Economics in Riga and Stockholm School of Economics in Riga

Downloads 139

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

Abe de Jong, Peter Roosenboom and Willem Schramade

Rotterdam School of Management, Erasmus University, Rotterdam School of Management, Erasmus University and RSM Erasmus University

Downloads 158

43.

A New Model for Inflation Accounting

Number of pages: 17 Posted: 27 Sep 2005 Last Revised: 17 Jul 2014

Working Paper Series

Alexandru Tugui

Al. I. Cuza University

Downloads 2,013

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

Ben Jacobsen and Wessel Marquering

Tilburg University - TIAS School for Business and Society and Erasmus University Rotterdam (EUR) - Department of Financial Management

There are 3 versions of this paper

Downloads 479

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

Jaap van der Hart, Dick J. C. van Dijk and Gerben J. de Zwart

ROBECO Group - Emerging Markets Team, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and APG Asset Management

Downloads 1,023

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

Hossein Azadi, Mansour Shahvali, J. van den Berg and Nezamodin Faghih

Shiraz University, Shiraz University, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT and Shiraz University

Downloads 157

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

Dirk Brounen, Abe de Jong and Kees C. G. Koedijk

Erasmus University Rotterdam (EUR) - Department of Financial Management, Rotterdam School of Management, Erasmus University and Tilburg University - Department of Finance

Downloads 1,203

48.