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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 … labour income, reducing the willingness of consumers to bear risk. Moreover, it turns out that general-equilibrium effects …
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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Estimating short-run persistence in mutual fund performance
ter Horst, Jenke; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1997
Persistent link: https://www.econbiz.de/10011092210
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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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Bonus Schemes and Trading Activity
Renneboog, Luc; ter Horst, Jenke; Pikulina, E.S.; … - Tilburg University, Center for Economic Research - 2013
Abstract: Little is known about how different bonus schemes affect traders’ propensity to trade and which bonus schemes improve traders’ performance. We study the effects of linear versus threshold (convex) bonus schemes on traders’ behavior. Traders purchase and sell shares in an...
Persistent link: https://www.econbiz.de/10011090328