Kristy A.E. Jansen

Marshall School of Business - University of Southern California

701 Exposition Blvd

Los Angeles, CA 90089

United States

De Nederlandsche Bank - Research Department

P.O. Box 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 35,464

in Total Papers Downloads

2,065

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Long-term Investors, Demand Shifts, and Yields

Number of pages: 80 Posted: 11 Aug 2021 Last Revised: 24 Nov 2021
Kristy A.E. Jansen
Marshall School of Business - University of Southern California
Downloads 593 (67,737)

Abstract:

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long-term investors, demand shifts, regulatory constraints, yield curve

2.

Do Teams Alleviate or Exacerbate Biased Beliefs? Evidence from Extrapolation Bias in Mutual Funds

Number of pages: 88 Posted: 11 Feb 2021 Last Revised: 31 Oct 2022
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 517 (80,236)

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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 387 (112,863)
Citation 1

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

4.

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 301 (148,132)
Citation 4

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

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 267 (167,443)

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

6.

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

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illiquid assets, institutional investors, liquidity management, survey