David R. Rijsbergen

De Nederlandsche Bank

Westeinde 1

Amsterdam, 1017 ZN

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS
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1,165

CITATIONS
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Top 31,520

in Total Papers Citations

12

Scholarly Papers (8)

1.

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
Luxembourg School of Finance, Vrije Universiteit Amsterdam - School of Business and Economics, De Nederlandsche Bank, APG Asset Management, GTAA Fund and VU University Amsterdam, PGO-IM
Downloads 306 (97,479)
Citation 3

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political economy, inefficient markets, market anomalies, calendar effects

2.

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 297 (100,702)
Citation 1

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

3.
Downloads 141 (203,157)
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, University of Ulm and De Nederlandsche Bank
Downloads 76 (314,007)

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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, University of Ulm and De Nederlandsche Bank
Downloads 65 (342,858)
Citation 5

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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 133 (212,942)
Citation 1

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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 119 (231,766)
Citation 2

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pension funds, asset management, management costs, performance fees

6.

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 73 (318,041)

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pension funds, asset management, performance fees, investment costs

7.

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 63 (344,025)

Abstract:

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financial supervision, effectiveness, performance indicators

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 33 (448,017)
Citation 4

Abstract:

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Indexation, policy ladders, defined benefit plans