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Lucas, André
35
Koopman, Siem Jan
8
Klaassen, Pieter
5
Franses, Philip Hans
4
Spreij, Peter
3
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3
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of banking & finance
4
Journal of empirical finance
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
2
Insurance / Mathematics & economics
2
Journal of applied econometrics
2
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1
Applied mathematical finance
1
Econometric theory
1
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1
Journal of forecasting
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Maandblad voor accountancy en bedrijfseconomie : MAB
1
Operations research : the journal of the Operations Research Society of America
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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1
Global loss diversification in the insurance sector
Sheremet, Oleg
;
Lucas, André
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 415-425
Persistent link: https://www.econbiz.de/10008244970
Saved in:
2
Global loss diversification in the insurance sector
Sheremet, Oleg
;
Lucas, André
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 415-426
Persistent link: https://www.econbiz.de/10008892108
Saved in:
3
Discrete-Time Financial Planning Models Under Loss-Averse Preferences
Siegmann, Arjen
;
Lucas, André
- In:
Operations research : the journal of the Operations …
53
(
2005
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10006417334
Saved in:
4
Discrete versus continuous state switching models for portfolio credit risk
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10005878721
Saved in:
5
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3180
Persistent link: https://www.econbiz.de/10005879740
Saved in:
6
PORTFOLIO STRATEGIES AND ASSET ALLOCATION - Extreme Returns, Downside Risk, and Optimal Asset Allocation - The normal distribution plays a key role in most asset allocation models...
Lucas, André
;
Klaassen, Pieter
- In:
The journal of portfolio management : a publication of …
25
(
1998
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10007349264
Saved in:
7
Outlier robust analysis of long-run marketing effects for weekly scanning data
Franses, Philip Hans
;
Kloek, Teun
;
Lucas, André
- In:
Journal of econometrics
89
(
1999
)
1
,
pp. 293-316
Persistent link: https://www.econbiz.de/10006786602
Saved in:
8
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André
- In:
Journal of econometrics
66
(
1995
)
1-2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10006798477
Saved in:
9
Review - Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement
Lucas, André
- In:
Economisch en sociaal tijdschrift : een driemaandelijke …
53
(
1999
)
3
,
pp. 369-412
Persistent link: https://www.econbiz.de/10006730327
Saved in:
10
Review - Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement
Lucas, André
- In:
Economisch en sociaal tijdschrift : een driemaandelijke …
53
(
1999
)
3
,
pp. 369-412
Persistent link: https://www.econbiz.de/10006730332
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