Kristy A.E. Jansen

Marshall School of Business - University of Southern California

701 Exposition Blvd

Los Angeles, CA 90089

United States

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,059

SSRN RANKINGS

Top 26,059

in Total Papers Downloads

3,581

SSRN CITATIONS
Rank 45,582

SSRN RANKINGS

Top 45,582

in Total Papers Citations

14

CROSSREF CITATIONS

4

Scholarly Papers (8)

1.
Downloads 1,098 (36,244)
Citation 1

Long-term Investors, Demand Shifts, and Yields

Number of pages: 85 Posted: 11 Aug 2021 Last Revised: 16 Jan 2023
Kristy A.E. Jansen
Marshall School of Business - University of Southern California
Downloads 1,026 (39,305)
Citation 1

Abstract:

Loading...

demand shifts, insurance companies, pension funds, price elasticity of demand, regulatory constraints, yield curve

Long-term Investors, Demand Shifts, and Yields

De Nederlandsche Bank Working Paper No. 769
Number of pages: 88 Posted: 08 Mar 2023 Last Revised: 11 Apr 2023
Kristy A.E. Jansen
Marshall School of Business - University of Southern California
Downloads 72 (586,198)

Abstract:

Loading...

demand shifts, insurance companies, pension funds, price elasticity of demand, regulatory constraints, yield curve

Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?

Number of pages: 109 Posted: 11 Feb 2021 Last Revised: 22 Jul 2023
Ricardo Barahona, Stefano Cassella and Kristy A.E. Jansen
Banco de España, Tilburg University- School of Economics and Management and Marshall School of Business - University of Southern California
Downloads 768 (58,831)

Abstract:

Loading...

Expectation Formation, Extrapolation, Heuristics, Teams

Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?

Banco de Espana Working Paper No. 2335
Number of pages: 109 Posted: 12 Dec 2023
Ricardo Barahona, Stefano Cassella and Kristy A.E. Jansen
Banco de España, Tilburg University- School of Economics and Management and Marshall School of Business - University of Southern California
Downloads 42 (761,448)
Citation 4

Abstract:

Loading...

expectation formation, extrapolation, heuristics, teams

3.

Pension Funds and Drivers of Heterogeneous Investment Strategies

Number of pages: 69 Posted: 06 Sep 2019 Last Revised: 16 Apr 2021
Dirk Broeders and Kristy A.E. Jansen
De Nederlandsche Bank and Marshall School of Business - University of Southern California
Downloads 502 (102,081)
Citation 1

Abstract:

Loading...

factor exposures, liabilities, pension funds, portfolio choice, retirement income

4.

Pension Liquidity Risk

Number of pages: 73 Posted: 25 Jun 2023 Last Revised: 06 Feb 2024
Kristy A.E. Jansen, Sven Klingler, Angelo Ranaldo and Patty Duijm
Marshall School of Business - University of Southern California, BI Norwegian Business School, University of St. Gallen and De Nederlandsche Bank
Downloads 405 (131,547)

Abstract:

Loading...

pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact

5.

The Shadow Costs of Illiquidity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 25 Aug 2020 Last Revised: 25 Jan 2021
Kristy A.E. Jansen and Bas J. M. Werker
Marshall School of Business - University of Southern California and Tilburg University - Center for Economic Research (CentER)
Downloads 354 (152,857)

Abstract:

Loading...

illiquid assets, infrequent trades, portfolio choice, shadow costs, transaction costs

6.

Pension Fund's Illiquid Assets Allocation Under Liquidity and Capital Requirements

Journal of Pension Economics & Finance, Volume 20, Issue 1, January 2021, pp. 102 - 124.
Number of pages: 44 Posted: 19 Apr 2017 Last Revised: 11 Jan 2021
Dirk Broeders, Kristy A.E. Jansen and Bas J. M. Werker
De Nederlandsche Bank, Marshall School of Business - University of Southern California and Tilburg University - Center for Economic Research (CentER)
Downloads 336 (161,739)
Citation 6

Abstract:

Loading...

asset allocation, asset liability management, capital requirements, illiquid assets, liquidity requirements, pension funds

7.

Which Exchange Rate Matters to Global Investors?

Number of pages: 52 Posted: 11 Dec 2023
Kristy A.E. Jansen, Hyun Song Shin and Goetz von Peter
Marshall School of Business - University of Southern California, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 76 (560,843)

Abstract:

Loading...

currency mismatch, balance sheet effects, emerging markets, exchange rates, institutional investors, sovereign bonds

8.

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
Marshall School of Business - University of Southern California and University of Amsterdam - Finance GroupOrtec Finance

Abstract:

Loading...

illiquid assets, institutional investors, liquidity management, survey