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Forecasting the US housing market
Kouwenberg, Roy; Zwinkels, Remco C. J. - In: International journal of forecasting 30 (2014) 3, pp. 415-425
Persistent link: https://www.econbiz.de/10010511582
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Model Uncertainty and Exchange Rate Forecasting
Kouwenberg, Roy - 2016
We propose a theoretical framework of exchange rate behavior where investors focus on a subset of economic fundamentals. We find that any adjustment in the set of predictors used by investors leads to changes in the relation between the exchange rate and fundamentals. We test the validity of...
Persistent link: https://www.econbiz.de/10013007392
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A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988088
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Dynamic portfolio insurance : a stochastic programming approach
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988120
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Asset liability management for pension funds: elements of Dert's model
Kouwenberg, Roy - In: New operational approaches for financial modelling, (pp. 37-48). 1997
Persistent link: https://www.econbiz.de/10001299235
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Strategic asset allocation for insurers under Solvency II
Kouwenberg, Roy - In: The journal of asset management 19 (2018) 7, pp. 447-459
Persistent link: https://www.econbiz.de/10011958122
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Stochastic programming models for asset liability management
Kouwenberg, Roy; Zenios, Stauros Andrea - 2006
Persistent link: https://www.econbiz.de/10003356692
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Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.; Keijzer, Tjeert; Kouwenberg, Roy - In: Journal of international money and finance 25 (2006) 3, pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
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The links between Central East European and Western security markets
Kouwenberg, Roy; Mentink, Albert - In: Emerging European financial markets : independence and …, (pp. 353-381). 2006
Persistent link: https://www.econbiz.de/10003423388
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A liability-relative drawdown approach to pension asset liability management
Berkelaar, Arjan B.; Kouwenberg, Roy - In: The journal of asset management 11 (2010/11) 2/3, pp. 194-217
Persistent link: https://www.econbiz.de/10008663606