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SSRN eLibrary Search Results
ERIM: Finance & Accounting (Topic)
61,606 Total downloads
The Occurrence and Impact of Pension Fund DiscontinuityGosse 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 Date Posted: May 10, 2017 Working Paper Series 4 downloads
X-efficiency and Economies of Scale in Pension Fund Administration and InvestmentGosse 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 Date Posted: March 20, 2017 Working Paper Series 8 downloads
Measuring Normative Risk PreferencesERIM Report Series Reference No. 2916700 Gosse Alserda Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Date Posted: February 14, 2017 Working Paper Series 11 downloads
The Value of AccountingERIM Report Series Reference No. EIA-2011-048-F&A Erik Peek Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) Date Posted: July 19, 2012 Working Paper Series 195 downloads
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, Dean Marsan Charles Schwab and Co., Inc. Date Posted: July 19, 2010 Accepted Paper Series 568 downloads
Call for Papers Track on Responsible Investments, Utrecht, the Netherlands, 5-8 July, 2009Mohammed 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 Date Posted: November 26, 2008 Working Paper Series 89 downloads
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 David Blitz and Pim van Vliet Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies Date Posted: April 17, 2007 Accepted Paper Series 7658 downloads
Striking Oil: Another PuzzleERIM Report Series Reference No. ERS-2003-082-F&A 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 Date Posted: November 30, 2006 Working Paper Series 819 downloads
Financial Integration Through Benchmarks: The European Banking SectorERIM Report Series Reference No. ERS-2004-110-F&A 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 Date Posted: November 20, 2006 Working Paper Series 371 downloads
The Eco-Efficiency Premium PuzzleERIM Report Series Reference No. ERS-2004-043-F&A 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 Date Posted: August 26, 2006 Working Paper Series 683 downloads
A Stochastic Dominance Approach to SpanningERIM Report Series Reference No. ERS-2002-01-F&A Thierry Post Koc University - Graduate School of Business Date Posted: August 26, 2006 Working Paper Series 90 downloads
Asset Prices and Omitted Moments; a Stochastic Dominance Analysis of Market EfficiencyERIM Report Series Reference No. ERS-2003-017-F&A Thierry Post Koc University - Graduate School of Business Date Posted: August 26, 2006 Working Paper Series 205 downloads
Conditional Downside Risk and the CAPMERIM Report Series Reference No. ERS-2004-048-F&A Thierry Post and Pim van Vliet Koc University - Graduate School of Business and Robeco Asset Management - Quantitative Strategies Date Posted: August 26, 2006 Working Paper Series 464 downloads
Non-Parametric Tests for Firm Efficiency in Case of Errors-in-VariablesERIM Report Series Reference No. ERS-2001-06-F&A Timo Kuosmanen and Thierry Post Aalto University School of Business and Koc University - Graduate School of Business Date Posted: August 26, 2006 Working Paper Series 100 downloads
Nonparametric Efficiency Estimation in Stochastic Environments (Ii)ERIM Report Series Reference No. ERS-2001-26-F&A L. Cherchye and Thierry Post KU Leuven and Koc University - Graduate School of Business Date Posted: August 26, 2006 Working Paper Series 84 downloads
Spanning and Intersection: A Stochastic Dominance ApproachERIM Report Series Reference No. ERS-2001-63-F&A Thierry Post Koc University - Graduate School of Business Date Posted: August 26, 2006 Working Paper Series 103 downloads
The Effects of Decision Flexibility in the Hierarchical Investment Decision ProcessERIM Report Series Reference No. ERS-2003-047-F&A 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) Date Posted: August 26, 2006 Working Paper Series 499 downloads
The Effects of Systemic Crises When Investors Can Be Crisis IgnorantERIM Report Series Reference No. ERS-2004-027-F&A 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 Date Posted: August 26, 2006 Working Paper Series 98 downloads
The Cost of Technical Trading Rules in the Forex Market: A Utility-based EvaluationERIM Report Series Reference No. ERS-2003-052-F&A Hans Dewachter and Marco Lyrio Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research Date Posted: May 24, 2006 Working Paper Series 1166 downloads
The Economic Consequences of IFRS: The Impact of Ias 32 on Preference Shares in the NetherlandsERIM Report Series Reference No. ERS-2006-021-F&A Abe de Jong, Miguel Angel Rosellón Cifuentes and Patrick Verwijmeren Erasmus University - Rotterdam School of Management, Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Date Posted: May 03, 2006 Working Paper Series 1022 downloads
Efficient Rank Reduction of Correlation Matrices
ERIM Report Series Reference No. ERS-2005-009-F&A Igor Grubisic and Raoul Pietersz Utrecht University - Faculty of Mathematics and Computer Science and Erasmus Research Institute of Management (ERIM) Date Posted: March 29, 2006 Working Paper Series 260 downloads
Do Banks Influence the Capital Structure Choices of Firms?
ERIM Report Series Reference No. ERS-2004-040-F&A Petra Danisevska, Abe de Jong and Marno Verbeek Erasmus University Rotterdam (EUR) - Department of Financial Management, Erasmus University - Rotterdam School of Management and Erasmus University - Rotterdam School of Management Date Posted: March 28, 2006 Working Paper Series 707 downloads
Biases and Error Measures: How to Compare Valuation MethodsERIM Report Series Reference No. ERS-2006-011-F&A, Mannheim Finance Working Paper No. 2006-07 Ingolf Dittmann and Ernst G. Maug Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim Business School Date Posted: February 26, 2006 Last Revised: August 26, 2008 Working Paper Series 1911 downloads
Optimal Regional Biases in ECB Interest Rate SettingNRG Working Paper Series # 05-01 Ivo J.M. Arnold Nyenrode University Date Posted: February 23, 2006 Working Paper Series 51 downloads
Risk Aversion and Skewness Preference: A CommentERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008 Thierry Post, Pim van Vliet and Haim Levy Koc University - Graduate School of Business, Robeco Asset Management - Quantitative Strategies and Hebrew University of Jerusalem - Jerusalem School of Business Administration Date Posted: February 23, 2006 Working Paper Series 895 downloads
A Multidimensional Framework for Financial-Economic DecisionsERIM Report Series Reference No. ERS-2003-021-F&A Winfried G. Hallerbach and J. Spronk Robeco Asset Management, Quantitative Investment Research and Erasmus Research Institute of Management (ERIM) Date Posted: February 13, 2006 Working Paper Series 461 downloads
A Portrait of Hedge Fund Investors: Flows, Performance and Smart MoneyERIM Report Series Reference No. ERS-2005-068-F&A Guillermo Baquero and Marno Verbeek ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management Date Posted: December 21, 2005 Working Paper Series 433 downloads
Purchasing Power Parity and Heterogeneous Mean ReversionERIM Report Series Reference No. ERS-2005-085-F&A 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 Date Posted: December 21, 2005 Working Paper Series 76 downloads
The Nature of Power Spikes: A Regime-Switch ApproachERIM Report Series Reference No. ERS-2005-052-F&A Cyriel de Jong Erasmus University Rotterdam (EUR) - Department of Financial Management Date Posted: December 21, 2005 Working Paper Series 434 downloads
Testing for Stochastic Dominance with Diversification PossibilitiesERIM Report Series Reference No. ERS-2001-38-F&A; EFA 2002 Berlin Meetings Discussion Paper Thierry Post Koc University - Graduate School of Business Date Posted: November 19, 2005 Working Paper Series 310 downloads
Why Don't Latvian Pension Funds Diversify More Internationally?ERIM Report Series Reference No. ERS-2005-078-F&A Laurens Swinkels, Diana Vejina and Rainers Vilans Erasmus University Rotterdam (EUR), Stockholm School of Economics in Riga and Stockholm School of Economics in Riga Date Posted: November 02, 2005 Working Paper Series 136 downloads
Bond Underwriting Fees and Keiretsu Affiliation in JapanERIM Report Series Reference No. ERS-2005-038-F&A Abe de Jong, Peter Roosenboom and Willem Schramade Erasmus University - Rotterdam School of Management, Rotterdam School of Management, Erasmus University and Erasmus University, School of Economics Date Posted: September 27, 2005 Working Paper Series 156 downloads
A New Model for Inflation AccountingAlexandru Tugui Jr. Al. I. Cuza University Date Posted: September 27, 2005 Last Revised: July 17, 2014 Working Paper Series 1946 downloads
'Is it the Weather?'ERIM Report Series Reference No. ERS-2004-100-F&A Ben Jacobsen and Wessel Marquering Tilburg University - TIAS School for Business and Society and Erasmus University Rotterdam (EUR) - Department of Financial Management Date Posted: September 21, 2005 Last Revised: December 19, 2009 Working Paper Series 469 downloads
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 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 Date Posted: September 20, 2005 Working Paper Series 804 downloads
Sustainable Rangeland Management using a Multi-Fuzzy Model: How to Deal with Heterogeneous Experts' KnowledgeERIM Report Series Reference No. ERS-2005-016-F&A 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 Date Posted: September 13, 2005 Working Paper Series 152 downloads
Capital Structure Policies in Europe: Survey EvidenceERIM Report Series Reference No. ERS-2005-005-F&A Dirk Brounen, Abe de Jong and Kees C. G. Koedijk Erasmus University Rotterdam (EUR) - Department of Financial Management, Erasmus University - Rotterdam School of Management and Tilburg University - Department of Finance Date Posted: September 09, 2005 Working Paper Series 1139 downloads
How Domestic is the Fama and French Three-Factor Model? An Application to the Euro AreaERIM Report Series Reference No. ERS-2005-035-F&A G. A. Moerman AEGON Asset Management Date Posted: June 09, 2005 Working Paper Series 1082 downloads
Testing for Stochastic Dominance EfficiencyERIM Report Series Reference No. ERS-2005-033-F&A Oliver B. Linton, Thierry Post and Yoon-Jae Whang University of Cambridge, Koc University - Graduate School of Business and Seoul National University - School of Economics Date Posted: May 13, 2005 Working Paper Series 288 downloads
Accounting for the Alignment of Interest and Commitment in Interfirm Transactional Relationships
ERIM Report Series Reference No. ERS-2004-095-F&A Ed G. J. Vosselman and Jeltje van der Meer-Kooistra Radboud University Nijmegen and University of Groningen - Faculty of Economics and Business Date Posted: December 20, 2004 Working Paper Series 263 downloads
Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry
ERIM Report Series Reference No. ERS-2004-104-F&A Jenke ter Horst and Marno Verbeek TIAS School for Business and Society and Erasmus University - Rotterdam School of Management Date Posted: December 01, 2004 Working Paper Series 266 downloads
Generic Market Models
ERIM Report Series Reference No. ERS-2005-010-F&A Raoul Pietersz and Marcel Van Regenmortel Erasmus Research Institute of Management (ERIM) and ABN-Amro Bank, The Netherlands Date Posted: October 16, 2004 Working Paper Series 590 downloads
Being in Balance: Economic Efficiency in the Dutch Power MarketERIM Report Series Reference No. ERS-2004-065-F&A Ronald Huisman and C. Huurman Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) Date Posted: September 28, 2004 Working Paper Series 246 downloads
It Takes Two to Tango: An Empirical Tale of Distressed Firms and Assisting Banks
ERIM Report Series Reference No. ERS-2004-049-F&A Oscar Couwenberg and Abe de Jong University of Groningen - Faculty of Spatial Sciences and Erasmus University - Rotterdam School of Management Date Posted: September 27, 2004 Working Paper Series 243 downloads
A GMM Test for SSD EfficiencyERIM Report Series Reference No. ERS-2004-024-F&A Thierry Post and P.J.P.M. Versijp Koc University - Graduate School of Business and Amsterdam Business School Date Posted: September 24, 2004 Working Paper Series 78 downloads
An Improved Estimator for Black-Scholes-Merton Implied VolatilityERIM Report Series No. ERS-2004-054-F&A Winfried G. Hallerbach Robeco Asset Management, Quantitative Investment Research Date Posted: July 23, 2004 Working Paper Series 1566 downloads
Financial Reporting and Product Markets: Learning from CompetitorsGil Sadka University of Texas at Dallas Date Posted: June 16, 2004 Working Paper Series 406 downloads
An Alternative Decomposition of the Fisher IndexERIM Report Series Reference No. ERS-2004-0022-F&A Winfried G. Hallerbach Robeco Asset Management, Quantitative Investment Research Date Posted: April 22, 2004 Working Paper Series 122 downloads
Purchasing Power Parity and the Euro AreaERIM Report Series Reference No. ERS-2004-025-F&A 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 Date Posted: March 29, 2004 Working Paper Series 483 downloads
Downside Risk and Asset PricingERIM Report Series Reference No. ERS-2004-018-F&A, Journal of Banking and Finance, Vol. 30, No. 3, pp. 823-849, March 2006 Thierry Post and Pim van Vliet Koc University - Graduate School of Business and Robeco Asset Management - Quantitative Strategies Date Posted: February 17, 2004 Working Paper Series 1028 downloads |
