David R. Rijsbergen

De Nederlandsche Bank

Westeinde 1

Amsterdam, 1017 ZN

Netherlands

  • De Nederlandsche Bank

SCHOLARLY PAPERS

8

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1,516

SSRN CITATIONS
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Top 41,797

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (8)

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1.

Pension Fund Use of Alternative Investments and Derivatives: Regulation, Industry Practice and Implementation Issues

Number of pages: 30 Posted: 28 Sep 2011 Last Revised: 29 Sep 2011
Taliya Cikoja, Nina Paklina, David R. Rijsbergen and Jurgen Willemsen
International Organisation of Pension Supervisors (IOPS), Organization for Economic Co-Operation and Development (OECD), De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 365 (132,382)
Citation 2

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Pension Funds, Alternative Investments, Derivatives, Regulation, Risk Management

2.

Washington Meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle

Journal of International Money and Finance, Vol. 43, 2014
Number of pages: 31 Posted: 27 Oct 2008 Last Revised: 14 Apr 2014
Roman Kräussl, Andre Lucas, David R. Rijsbergen, Pieter Jelle van der Sluis and Evert B. Vrugt
Universite du Luxembourg - Department of Finance, Vrije Universiteit Amsterdam, De Nederlandsche Bank, affiliation not provided to SSRN and VU University Amsterdam, PGO-IM
Downloads 360 (134,402)
Citation 3

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political economy, inefficient markets, market anomalies, calendar effects

3.

Valuation of Liabilities in Hybrid Pension Plans

Downloads 187 (257,883)
Citation 3

Valuation of Liabilities in Hybrid Pension Plans

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 30 Posted: 30 Sep 2011
Dirk Broeders, An Chen and David R. Rijsbergen
De Nederlandsche Bank, Ulm University - Institute of Insurance Science and De Nederlandsche Bank
Downloads 97 (432,439)

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Market consistent valuation, overlapping generations, forward risk adjusted measure

Valuation of Liabilities in Hybrid Pension Plans

De Nederlandsche Bank Working Paper No. 326
Number of pages: 37 Posted: 15 Dec 2011
Dirk Broeders, An Chen and David R. Rijsbergen
De Nederlandsche Bank, Ulm University - Institute of Insurance Science and De Nederlandsche Bank
Downloads 90 (454,164)
Citation 3

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Market consistent valuation, overlapping generations, forward risk adjusted measure, Vasicek

4.

A Life-Cycle Approach in the Dutch Occupational Pension System?

Rotman International Journal of Pension Management, Vol. 3, No. 1, 2010
Number of pages: 9 Posted: 01 Jun 2010
Dirk Broeders and David R. Rijsbergen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 173 (276,164)

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Benefit, Cost, Investment, Pension Fund, Performance Metric

5.

Scale Economies in Pension Fund Investments: A Dissection of Investment Costs Across Asset Classes

De Nederlandsche Bank Working Paper No. 474
Number of pages: 54 Posted: 05 Jun 2015
Dirk Broeders, Arco van Oord and David R. Rijsbergen
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 164 (288,954)
Citation 4

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pension funds, asset management, management costs, performance fees

6.

Measuring the Effects of Financial Sector Supervision

De Nederlandsche Bank Working Paper No. 388
Number of pages: 32 Posted: 07 Sep 2013
Paul Hilbers, Karina Raaijmakers, David R. Rijsbergen and Femke de Vries
De Nederlandsche Bank, Clear Conduct, De Nederlandsche Bank and De Nederlandsche Bank - Supervision - Strategy
Downloads 114 (383,411)

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financial supervision, effectiveness, performance indicators

7.

Does it Pay to Pay Performance Fees? Empirical Evidence from Dutch Pension Funds

De Nederlandsche Bank Working Paper No. 561
Number of pages: 49 Posted: 19 Jul 2017
Dirk Broeders, Arco van Oord and David R. Rijsbergen
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 101 (417,802)
Citation 1

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pension funds, asset management, performance fees, investment costs

8.

What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds

De Nederlandsche Bank Working Paper No. 368
Number of pages: 47 Posted: 19 Jan 2013
Dirk Broeders, Paul Hilbers and David R. Rijsbergen
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 52 (602,893)
Citation 1

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Indexation, policy ladders, defined benefit plans