Tim Drost

Duisenberg School of Finance

Researcher Finance

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

438

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Non-Traditional Risk Sources and Financial System Resilience

Duisenberg Strategy Series No. 201501
Number of pages: 60 Posted: 30 Jul 2015 Last Revised: 31 Jul 2015
Tim Drost and Bernd Jan Sikken
Duisenberg School of Finance and Duisenberg School of Finance
Downloads 326 (184,946)

Abstract:

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non-traditional risk sources, financial system resilience, risk, risk management

2.

Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments

Number of pages: 51 Posted: 27 Aug 2015
Tim Drost
Duisenberg School of Finance
Downloads 112 (484,768)

Abstract:

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Blume's adjusted beta, Fama and French three-factor model, mean reversion