De Boelelaan 1105
Dept. of Finance
Amsterdam, NOT IN US OR CANADA 1081 HV
VU University Amsterdam
in Total Papers Downloads
in Total Papers Citations
hedge funds, performance measurement, loss aversion, behavioral finance
loss aversion, hedge funds, performance measurement, behavioral finance
hedge funds, portfolio optimization, downside risk, expected shortfall
Financial Stability, Financial Crises, Public Good, International Banking
downside-risk, stochastic programming, asset allocation, value-at-risk, time diversification, asset/liability management.
hedge funds, nonlinear systematic risk factors, option factors, stability
hedge funds, market neutrality, liquidity
Actuarial pension model, Monte Carlo simulation, Historical simulation
hedge funds, innovation, followers, excess returns, institutional design, first-mover advantage
hedge funds, market timing, liquidity timing, changepoint regression, dynamic strategies
hedge funds, market liquidity, limits to arbitrage, liquidity timing, pairs trading
Financial Stability, Public Good, International Monetary Arrangements, International banking
Differences-in-differences, Terror, housing market
Hedonic market method, differences in differences, economics of terror, housing market
risk aversion, preference uncertainty, risk-taking, optimal asset allocation
retirement saving, loss aversion, risk sharing, insurance, collective defined-contribution (CDC)
housing market, boom and bust periods, reference point, list prices
Bitcoin, business model, financial sustainability
systemic risk, conditional default, credit default swaps, bond yields
semivariance, lower partial moment, downside deviation, decision making under risk, investment
asset and liability management, fair value versus actuarial discounting, defined benefit pension funds, Monte Carlo simulation, pension liabilities, conidtional indexation
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