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Pseudo market timing : a reappraisal

Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-579

Persistent link: https://www.econbiz.de/10003757565

Pseudo market timing : fact or fiction?

Dahlquist, Magnus; Jong, Frank de - 2004

Persistent link: https://www.econbiz.de/10002257956

Valuation of pension liabilities in incomplete markets

Jong, Frank de - In: Journal of pension economics and finance 7 (2008) 3, pp. 277-294

Persistent link: https://www.econbiz.de/10003774742

Valuation of pension liabilities in incomplete markets

Jong, Frank de - 2005

Persistent link: https://www.econbiz.de/10003321912

Pension fund investments and the valuation of liabilities under conditional indexation

Jong, Frank de - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003681580

Measures of contributions to price discovery : a comparison

Jong, Frank de - 2001

This note clarifies the relation between two competing definitions of the contribution to pricediscovery in market microstructure models: (i) the information share and (ii) the common factorcomponent weight. It is demonstrated that the two measures are closely related, but that only...

Persistent link: https://www.econbiz.de/10011325666