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Do Countries or Industries Explain Momentum in Europe?
Nijman, Theo; Swinkels, L.A.P.; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 2002
Persistent link: https://www.econbiz.de/10011090881
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Retirement Flexibility and Portfolio Choice
Meijdam, Lex; Adema, Y.; Bonenkamp, J. - Tilburg University, Center for Economic Research - 2011
positive relationship between risk taking and retirement fl exibility is weakened - and under some conditions even turned … around - if not only capital-market risks but also productivity risks are considered. Productivity risk in combination with a … high elasticity of substitution between consumption and leisure creates a positive correlation between asset returns and …
Persistent link: https://www.econbiz.de/10011091480
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Economic Hedging Portfolios
Werker, Bas J.M.; van den Goorbergh, R.W.J.; de Roon, F.A. - Tilburg University, Center for Economic Research - 2003
, we show that agents economic hedging portfolios can be obtained by an intuitively appealing, risk aversion …-weighted approximate replication of the economic risk variables using the investment opportunity set, as opposed to the unweighted hedging … demand obtained in the traditional mean-variance framework.We find that agents across a broad range of levels of risk …
Persistent link: https://www.econbiz.de/10011091561
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A Discrete Multivariate Mean Value Theorem with Applications
Talman, Dolf; Yang, Z.F. - Tilburg University, Center for Economic Research - 2006
AMS classifications: 47H10; 54H25; 55M20; 90C33; 91B50
Persistent link: https://www.econbiz.de/10011090682
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Solving Discrete Zero Point Problems with Vector Labeling
Talman, Dolf; van der Laan, G.; Yang, Z.F. - Tilburg University, Center for Economic Research - 2005
AMS classifications: 47H10; 54H25; 55M20; 90C26; 90C33; 91B50;
Persistent link: https://www.econbiz.de/10011091169
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Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations
Talman, Dolf; van der Laan, G.; Yang, Z.F. - Tilburg University, Center for Economic Research - 2007
Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set f§1;§2; ¢ ¢ ¢ ;§ng with the property that antipodal vertices on the...
Persistent link: https://www.econbiz.de/10011091211
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Solving Discrete Systems of Nonlinear Equations
Talman, Dolf; van der Laan, G.; Yang, Z.F. - Tilburg University, Center for Economic Research - 2008
In this paper we study the existence problem of a zero point of a function defined on a finite set of elements of the integer lattice Zn of the n-dimensional Euclidean space IRn. It is assumed that the set is integrally convex, which implies that the convex hull of the set can be subdivided in...
Persistent link: https://www.econbiz.de/10011091637
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Computing Integral Solutions of Complementarity Problems
Talman, Dolf; van der Laan, G.; Yang, Z.F. - Tilburg University, Center for Economic Research - 2005
AMS classifications: 90C33, 90C26, 91B50.
Persistent link: https://www.econbiz.de/10011092187
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Consumer Attitudes and the Epidemiology of Inflation Expectations
Pfajfar, Damjan; Ehrmann, M.; Santoro, E. - Tilburg University, Center for Economic Research - 2014
This paper studies the formation of consumers’ infl‡ation expectations using<br/>micro-level data from the Michigan Survey. It shows that beyond the well-established socio-economic determinants of infl‡ation expectations like gender, income or education also other characteristics like the...
Persistent link: https://www.econbiz.de/10011144458
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Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
Eijffinger, Sylvester; Schaling, E.; Tesfaselassie, M.F. - Tilburg University, Center for Economic Research - 2004
In this paper we incorporate the term structure of interest rates in a standard inflation forecast targeting framework.Learning about the transmission process of monetary policy is introduced by having heterogeneous agents - i.e. the central bank and private agents - who have different...
Persistent link: https://www.econbiz.de/10011092574