Kristy A.E. Jansen

Tilburg University

P.O. Box 90153

Tilburg, DC Noord-Brabant 5000 LE

Netherlands

De Nederlandsche Bank - Research Department

P.O. Box 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

526

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

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

Journal of Pension Economics and Finance, Forthcoming
Number of pages: 44 Posted: 19 Apr 2017 Last Revised: 23 Feb 2020
Dirk Broeders, Kristy A.E. Jansen and Bas J. M. Werker
De Nederlandsche Bank, Tilburg University and Tilburg University - Center for Economic Research (CentER)
Downloads 261 (131,375)
Citation 4

Abstract:

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Illiquid assets, asset liability management, asset allocation, liquidity constraints, capital constraints, pension funds, regulation

2.

Pension Funds and Drivers of Heterogeneous Investment Strategies

Number of pages: 74 Posted: 06 Sep 2019 Last Revised: 14 Oct 2020
Dirk Broeders and Kristy A.E. Jansen
De Nederlandsche Bank and Tilburg University
Downloads 154 (213,478)
Citation 1

Abstract:

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

3.

The Liquidity Premium Across Asset Classes

Number of pages: 48 Posted: 25 Aug 2020 Last Revised: 28 Aug 2020
Kristy A.E. Jansen and Bas J. M. Werker
Tilburg University and Tilburg University - Center for Economic Research (CentER)
Downloads 59 (399,213)

Abstract:

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illiquid assets, infrequent trades, liquidity premium, portfolio choice, transaction costs

4.

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 (423,384)

Abstract:

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illiquid assets, institutional investors, liquidity management, survey