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Can the market divide and multiply? : a case of 807 percent mispricing

Assem, Martijn J. van den; Dolder, Dennie van; … - In: Review of behavioral finance : RBF 14 (2022) 1, pp. 35-44

Persistent link: https://www.econbiz.de/10013286590

CEOs and CFOs on IPOs : the process and success of going public

Assem, Martijn J. van den; Sar, Nico L. van der; … - In: De economist : Netherlands economic review ; quarterly … 165 (2017) 4, pp. 381-410

Persistent link: https://www.econbiz.de/10011942607

Downside risk aversion, fixed-income exposure, and the value premium puzzle

Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398

Persistent link: https://www.econbiz.de/10009660448

A test for mean-variance efficiency of a given portfolio under restrictions

Post, Thierry (contributor) - 2005

Persistent link: https://www.econbiz.de/10002969233

Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?

Post, Thierry (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001765957

Asset prices and omitted moments : a stochastic dominance analysis of market efficiency

Post, Thierry (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001774061

Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM

De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546

Persistent link: https://www.econbiz.de/10003729147

Sorting out downside beta

Post, Thierry (contributor); … - 2009

Persistent link: https://www.econbiz.de/10008663204

Downside risk and asset pricing

Post, Thierry; Vliet, Pim van - In: Journal of banking & finance 30 (2006) 3, pp. 823-849

Persistent link: https://www.econbiz.de/10003300393

Stochastic spanning

Arvanitis, Stelios; Hallam, Mark; Post, Thierry - 2015

This study develops and implements a theory and method for analyzing whether introducing new securities or relaxing investment constraints improves the investment opportunity set for risk averse investors. We develop a test procedure for ‘stochastic spanning’ for two nested polyhedral...

Persistent link: https://www.econbiz.de/10010512497