P.J.P.M. Versijp

Amsterdam Business School

Lecturer in Finance

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 44,698

SSRN RANKINGS

Top 44,698

in Total Papers Downloads

754

CITATIONS
Rank 21,025

SSRN RANKINGS

Top 21,025

in Total Papers Citations

14

Scholarly Papers (3)

1.

Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio

Number of pages: 36 Posted: 28 Jun 2004
Thierry Post and P.J.P.M. Versijp
Graduate School of Business of Nazarbayev University and Amsterdam Business School
Downloads 510 (43,161)
Citation 13

Abstract:

Loading...

Stochastic dominance, asset pricing, portfolio efficiency

2.

A GMM Test for SSD Efficiency

ERIM Report Series Reference No. ERS-2004-024-F&A
Number of pages: 18 Posted: 24 Sep 2004
Thierry Post and P.J.P.M. Versijp
Graduate School of Business of Nazarbayev University and Amsterdam Business School
Downloads 67 (267,481)
Citation 1

Abstract:

Loading...

stochastic dominance, generalized method of moments, asset pricing, market portfolio efficiency, size, B/M and momentum effects

3.

CEOs and CFOs on IPOs: The Process and Success of Going Public

De Economist, Vol. 165, No. 4, pp. 381-410, December 2017
Number of pages: 35 Posted: 01 Mar 2016 Last Revised: 16 Nov 2017
VU Amsterdam - School of Business and Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Amsterdam Business School
Downloads 0 (172,446)

Abstract:

Loading...

initial public offering, survey, going public, IPO process, IPO success, valuation, lead manager, syndicate, pre-marketing, book building