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Optimal portfolio choice under loss aversion
Berkelaar, Arjan B.; Kouwenberg, Roy; Post, Thierry - In: The review of economics and statistics 86 (2004) 4, pp. 973-987
Persistent link: https://www.econbiz.de/10002536263
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The effect of VaR based risk management on asset prices and the volatility smile
Berkelaar, Arjan B.; Cumperayot, Phornchanok J.; … - In: European financial management : the journal of the … 8 (2002) 2, pp. 139-164
Persistent link: https://www.econbiz.de/10001688472
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Dynamic asset liability management Dynamisch asset liability management
Kouwenberg, Roy - 2000
Persistent link: https://www.econbiz.de/10001502450
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - 2000
Persistent link: https://www.econbiz.de/10001504924
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Dynamic asset allocation and down-side risk aversion
Berkelaar, Arjan B.; Kouwenberg, Roy - 2000
Persistent link: https://www.econbiz.de/10001504928
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - In: European financial management : the journal of the … 6 (2000) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988106
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - 1999
Persistent link: https://www.econbiz.de/10001447155
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561