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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853

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in Total Papers Citations

15

CROSSREF CITATIONS

51

Scholarly Papers (3)

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
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 555 (54,167)
Citation 14

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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), Forthcoming, Netspar Discussion Paper No. 11/2011-120
Number of pages: 101 Posted: 25 May 2012 Last Revised: 31 Mar 2020
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 119 (261,937)
Citation 17

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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 (680,123)
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investment horizon, liquidity risk

2.

Homeowners' Risk Premia: Evidence from Zip Code Housing Returns

Number of pages: 83 Posted: 18 Jan 2019 Last Revised: 05 May 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 118 (262,403)
Citation 1

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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: 27 Posted: 18 Oct 2019 Last Revised: 30 Mar 2020
Kristy A.E. Jansen and Patrick Tuijp
Tilburg University and University of Amsterdam - Finance Group
Downloads 52 (422,492)

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illiquid assets, institutional investors, liquidity management, survey