//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Common factors in internationa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
35
Theory
35
USA
17
United States
17
Portfolio selection
15
Portfolio-Management
15
Estimation theory
14
Netherlands
14
Niederlande
14
Schätztheorie
14
Capital income
12
Kapitaleinkommen
12
Risikoprämie
12
Risk premium
12
CAPM
9
Mortality
8
Sterblichkeit
8
Yield curve
8
Zinsstruktur
8
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Altersvorsorge
6
Investment Fund
6
Investmentfonds
6
Lebenszyklus
6
Life cycle
6
Retirement provision
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Transaction costs
6
Transaktionskosten
6
Corporate bond
5
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Hedging
5
Option pricing theory
5
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
94
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
114
Arbeitspapier
106
Article in journal
94
Graue Literatur
92
Non-commercial literature
92
Aufsatz im Buch
8
Book section
8
Collection of articles of several authors
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Research Report
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
92
Dutch
2
Author
All
Nijman, Theodore E.
43
Melenberg, Bertrand
31
Driessen, Joost
25
Werker, Bas J. M.
9
Jong, Frank de
8
Roon, Frans de
8
Soest, Arthur van
8
De Waegenaere, Anja
7
Maenhout, Pascal J.
5
Palm, Franz C.
5
Verbeek, Marno
5
Bovenberg, Ary Lans
4
Alessie, Rob
3
Ben-Tal, Aharon
3
Charlier, Erwin
3
Hertog, Dirk den
3
Koijen, Ralph S. J.
3
Bongaerts, Dion
2
Cremers, Martijn
2
Dijkgraaf, Elbert
2
Drost, Feike C.
2
Goriaev, Aleksej P.
2
Gradus, Raymond
2
Hemert, Otto van
2
Horst, Jenke R. ter
2
Kerkhof, Franciscus Lambertus Johannes
2
Li, Hong
2
Lin, Tse-chun
2
Peijnenburg, Kim
2
Pelsser, Antoon André Jean
2
Röell, Ailsa
2
Sanders, Lisanne
2
Stevens, Ralph
2
Veld, Chris H.
2
Adang, Pim
1
Baele, Lieven
1
Barahona, Ricardo
1
Beber, Alessandro
1
Beetsma, Roel
1
Beilo, Robbert
1
more ...
less ...
Published in...
All
Journal of banking & finance
8
Journal of empirical finance
6
Insurance / Mathematics & economics
5
Journal of applied econometrics
5
Journal of financial and quantitative analysis : JFQA
5
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Economics letters
3
Review of finance : journal of the European Finance Association
3
Annales d'économie et de statistique
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economisch statistische berichten : ESB
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European economic review : EER
2
International economic review
2
Journal of financial economics
2
Journal of international money and finance
2
Journal of pension economics and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
De economist : quarterly review of the Royal Netherlands Economic Association
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Frontiers in pension finance
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International tax and public finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1
Journal of financial markets
1
Journal of risk and uncertainty : JRU
1
Journal of the American Statistical Association : JASA
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Operations research
1
Papers and proceedings of the ... annual congress of the European Economic Association
1
Portuguese economic journal
1
Review of derivatives research
1
Special issue on panel data analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
Showing
1
-
10
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
Saved in:
2
Common factors in international bond returns
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of international money and finance
22
(
2003
)
5
,
pp. 629-656
Persistent link: https://www.econbiz.de/10001787726
Saved in:
3
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
Saved in:
4
Is default event risk priced in corporate bonds?
Driessen, Joost
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 165-195
Persistent link: https://www.econbiz.de/10002646689
Saved in:
5
Life cycle consumption models with uncertainty within periods
Melenberg, Bertrand
- In:
Economics letters
57
(
1997
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10001229604
Saved in:
6
Discussion of 'The intersection of pensions and enterprise risk management'
Nijman, Theodore E.
- In:
Frontiers in pension finance
,
(pp. 48 - 50)
.
2008
Persistent link: https://www.econbiz.de/10014559866
Saved in:
7
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
Saved in:
8
Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
9
An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
Saved in:
10
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->