Patrick Tuijp

University of Amsterdam - Finance Group

Research Affiliate

Roetersstraat 18

Amsterdam, 1018WB

Netherlands

Ortec Finance

Orly Centre

Barajasweg 10

Amsterdam, 1043 CP

Netherlands

SCHOLARLY PAPERS

3

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744

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in Total Papers Citations

18

CROSSREF CITATIONS

42

Scholarly Papers (3)

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Number of pages: 99 Posted: 25 Nov 2011 Last Revised: 18 Jan 2019
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance Group
Downloads 519 (54,457)
Citation 13

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Netspar Discussion Paper No. 11/2011-120
Number of pages: 99 Posted: 25 May 2012 Last Revised: 08 Nov 2018
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance Group
Downloads 99 (278,708)
Citation 16

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

CEPR Discussion Paper No. DP8710
Number of pages: 49 Posted: 22 Dec 2011
Alessandro Beber, Joost Driessen and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management and University of Amsterdam - Finance Group
Downloads 9 (636,810)
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investment horizon, liquidity risk

2.

Homeowners' Risk Premia: Evidence from Zip Code Housing Returns

Number of pages: 43 Posted: 18 Jan 2019 Last Revised: 07 Jan 2020
University of Amsterdam - Amsterdam Business School, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and University of Amsterdam - Finance Group
Downloads 87 (300,598)

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Expected Housing Returns, Risk Premia, Underdiversification, Market Segmentation

3.

A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets

Netspar Survey Paper 56, 2019
Number of pages: 42 Posted: 18 Oct 2019 Last Revised: 23 Dec 2019
Kristy A.E. Jansen and Patrick Tuijp
Tilburg University and University of Amsterdam - Finance Group
Downloads 30 (489,521)

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illiquid assets, institutional investors, liquidity management, survey