P.O. Box 90153
Tilburg, DC Noord-Brabant 5000 LE
Netherlands
Tilburg University
Corporate Disclosure, Scheduled News, Earnings Announcements, Option Prices, Informed Trading, Financial Analysts
Statistical Arbitrage, Mimicking Portfolio, Corporate bond ETFs, Evolutionary algorithms
Public Information, News Release, Asymmetric Information, Liquidity
Hedge funds, market neutrality, state timing, tail dependence, risk management
hedge funds, market neutrality, market timing, tail dependence, risk management
Latent groups, Frailty, Long-Term Care, Medical expenses