Patrick Tuijp

Ortec Finance

Orly Centre

Barajasweg 10

Amsterdam, 1043 CP

Netherlands

University of Amsterdam - Finance Group

Research Affiliate

Roetersstraat 18

Amsterdam, 1018WB

Netherlands

SCHOLARLY PAPERS

4

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1,077

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in Total Papers Citations

15

CROSSREF CITATIONS

54

Scholarly Papers (4)

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 101 Posted: 25 Nov 2011 Last Revised: 31 Mar 2020
Alessandro Beber, Joost Driessen, Anthony Neuberger, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 573 (60,593)
Citation 13

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Journal of Financial and Quantitative Analysis (JFQA), Volume 56, Issue 2, Netspar Discussion Paper No. 11/2011-120
Number of pages: 101 Posted: 25 May 2012 Last Revised: 05 Mar 2021
Alessandro Beber, Joost Driessen, Anthony Neuberger, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management, City University London - Faculty of Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 156 (240,911)
Citation 17

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liquidity premium, liquidity risk, investment horizon, holding period

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Number of pages: 49 Posted: 22 Dec 2011
Alessandro Beber, Joost Driessen, Patrick Tuijp and Patrick Tuijp
Cass Business School, Tilburg University - Tilburg University School of Economics and Management and University of Amsterdam - Finance GroupOrtec Finance
Downloads 9 (763,180)
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investment horizon, liquidity risk

Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies

Number of pages: 76 Posted: 28 Dec 2020 Last Revised: 01 Jul 2021
Terri van der Zwan, Erik Hennink, Patrick Tuijp and Patrick Tuijp
Erasmus University Rotterdam (EUR), Ortec Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 152 (246,208)
Citation 1

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Cross-Section of Stock Returns, Factors, Frequency Decomposition, Horizon Effects, Investment Horizon

Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies

Tinbergen Institute Discussion Paper 2021-062/III
Number of pages: 78 Posted: 08 Jul 2021
Terri van der Zwan, Erik Hennink, Patrick Tuijp and Patrick Tuijp
Erasmus University Rotterdam (EUR), Ortec Finance and University of Amsterdam - Finance GroupOrtec Finance
Downloads 26 (626,396)
Citation 1

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Cross-Section of Stock Returns, Factors, Frequency Decomposition, Horizon Effects, Investment Horizon

3.

Homeowners' Risk Premia: Evidence from Zip Code Housing Returns

Number of pages: 83 Posted: 18 Jan 2019 Last Revised: 05 May 2020
Esther Eiling, Erasmo Giambona, Ricardo Lopez Aliouchkin, Patrick Tuijp and Patrick Tuijp
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 GroupOrtec Finance
Downloads 161 (234,116)
Citation 2

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Expected Housing Returns, Risk Premia, Underdiversification, Market Segmentation

4.

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

Forthcoming: The Journal of Portfolio Management, Netspar Survey Paper 56, 2019
Posted: 18 Oct 2019 Last Revised: 24 Jan 2021
Kristy A.E. Jansen, Patrick Tuijp and Patrick Tuijp
Tilburg University and University of Amsterdam - Finance GroupOrtec Finance

Abstract:

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illiquid assets, institutional investors, liquidity management, survey