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Fund liquidation, self-selection, and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter; Verbeek, Marno - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 605-632
Persistent link: https://www.econbiz.de/10003714270
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002505827
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807
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Selecting copulas for risk management
Kole, Erik; Koedijk, Kees; Verbeek, Marno - 2006
Persistent link: https://www.econbiz.de/10003322651
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Portfolio implications of systemic crises
Kole, Erik; Koedijk, Kees; Verbeek, Marno - In: Journal of banking & finance 30 (2006) 8, pp. 2347-2369
Persistent link: https://www.econbiz.de/10003355801
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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
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Do sophisticated investors believe in the law of small numbers?
Baquero, Guillermo (contributor); Verbeek, Marno (contributor) - 2006
Persistent link: https://www.econbiz.de/10003343896
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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003861024
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On the use of multifactor models to evaluate mutual fund performance
Huij, Joop; Verbeek, Marno - In: Financial management 38 (2009) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10003851324
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Cross-sectional learning and short-run persistence in mutual fund performance
Huij, Joop; Verbeek, Marno - In: Journal of banking & finance 31 (2007) 3, pp. 973-997
Persistent link: https://www.econbiz.de/10003429966