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26
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1
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
Saved in:
2
Discussion of 'Are market values fair?'
Schotman, Peter C.
- In:
Frontiers in pension finance
,
(pp. 20 - 22)
.
2008
Persistent link: https://www.econbiz.de/10014559864
Saved in:
3
Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C.
- In:
Economics letters
57
(
1997
)
2
,
pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
Saved in:
4
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
5
Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M.
;
Molenaar, Roderick D. J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2939-2970
Persistent link: https://www.econbiz.de/10003775155
Saved in:
6
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
7
Robust portfolio optimisation with multiple experts
Lutgens, Frank Johannes Willem
;
Schotman, Peter C.
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 343-383
Persistent link: https://www.econbiz.de/10003989562
Saved in:
8
Price discovery in fragmented markets
Jong, Frank de
;
Schotman, Peter C.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003997323
Saved in:
9
Conditional asset pricing and stock market anomalies in Europe
Bauer, Rob
;
Cosemans, Mathijs
;
Schotman, Peter C.
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 165-190
Persistent link: https://www.econbiz.de/10003960933
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10
Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart
;
Palm, Franz C.
;
Schotman, Peter C.
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
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