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

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CITATIONS
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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
Koc University - Graduate School of Business and Amsterdam Business School
Downloads 510 (42,241)
Citation 13

Abstract:

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
Koc University - Graduate School of Business and Amsterdam Business School
Downloads 67 (261,037)
Citation 1

Abstract:

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, Forthcoming
Number of pages: 35 Posted: 01 Mar 2016 Last Revised: 22 Jul 2017
VU University Amsterdam - Faculty of Economics and Business Administration, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Amsterdam Business School
Downloads 0 (184,679)

Abstract:

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