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Franses, Philip Hans
8
Post, Thierry
8
Dekimpe, Marnik G.
5
Bi̇rbi̇l, Ş. İlker
3
Brito, Marisa P. de
3
Frenk, Johannes G.
3
Hallerbach, Winfried G.
3
Hanssens, Dominique M.
3
Koedijk, Kees
3
Kroon, Leo G.
3
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3
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2
Degraeve, Zeger
2
Dewachter, Hans
2
Dijk, Mathijs van
2
Fang, Shu-Cherng
2
Fok, Dennis
2
Goeij, Peter de
2
Han, Jiye
2
Heuvel, Wilco van den
2
Huisman, Ronald
2
Jans, Raf
2
Kassay, Gábor
2
Koster, René de
2
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2
Mahieu, Ronald J.
2
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2
Nooteboom, Bart
2
Spronk, Jaap
2
Tims, Ben
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2
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2
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2
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1
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1
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1
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1
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Erasmus Research Institute of Management
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286
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263
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252
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165
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103
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103
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76
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76
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75
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75
Centre for Analytical Finance <Århus>
74
Instituto Valenciano de Investigaciones Económicas
73
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73
Federal Reserve Bank of St. Louis
72
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ERIM report series research in management
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ECONIS (ZBW)
76
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1
An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
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2
Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry
(
contributor
);
Levy, Haim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693585
Saved in:
3
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
4
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
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5
Conditional downside risk and the
CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
6
A note on ending inventory valuation in multiperiod production scheduling
Heuvel, Wilco van den
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001694437
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7
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
8
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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9
Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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10
Striking oil : another puzzle
Driesprong, Gerben
(
contributor
);
Jacobsen, Ben
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812020
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