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Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
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Pension fund sophistication and investment policy
Dreu, J. de; Bikker, Jacob A. - 2009
Persistent link: https://www.econbiz.de/10003850572
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An application of models of speculative behaviour to oil prices
Shi, Shu-ping; Arora, Vipin - 2011
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468
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The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2013
Persistent link: https://www.econbiz.de/10009744147
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Short-termism of long-term investors? : the investment behaviour of Dutch insurance companies and pension funds
Duijm, Patty; Steins Bisschop, Sophie - 2015
Persistent link: https://www.econbiz.de/10011439541
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Risk-return preferences in the domain : are people able to choose?
Rooij, Maarten van; Kool, Clemens; Prast, Henriëtte Maria - 2004
Persistent link: https://www.econbiz.de/10002850046
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Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2019
Persistent link: https://www.econbiz.de/10012223797
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Quantitative easing and preferred habitat investors in the euro area bond market
Boermans, Martijn; Vermeulen, Robert - 2018
Persistent link: https://www.econbiz.de/10011802845
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Mean reversion in international stock markets : an empirical analysis of the 20th Century
Spierdijk, Laura; Bikker, Jacob A.; Hoek, Pieter van den - 2010
Persistent link: https://www.econbiz.de/10003954433
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Stock market performance and pension fund investment policy : rebalancing, free float, or market timing?
Bikker, Jacob A.; Broeders, Dirk; Dreu, Jan de - 2007
Persistent link: https://www.econbiz.de/10003596362