Nijman, Theo.
Nijman, Theo (Theodoor Evert)
Nijman, Theo, 1957-....
Nijman, Theodore E. 1957-
Theodore E. Nijman
Nijman, Theo E
VIAF ID: 43873559 ( Personal )
Permalink: http://viaf.org/viaf/43873559
Preferred Forms
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- 100 1 _ ‡a Nijman, Theo
- 100 1 _ ‡a Nijman, Theo
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- 100 1 _ ‡a Nijman, Theo, ‡d 1957-....
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- 100 1 _ ‡a Nijman, Theodore E. ‡d 1957-
- 100 0 _ ‡a Theodore E. Nijman
4xx's: Alternate Name Forms (20)
5xx's: Related Names (3)
- 510 2 _ ‡a Center for Economic Research ‡g Tilburg ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universiteit van Tilburg ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Vrije Universiteit Amsterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Can cohort data be treated as genuine panel data? | |
Common factors in international bond returns | |
A comparison of the cost of trading French shares on the Paris ..., 1993: | |
Consistent estimation using proxy-variables in models with unobserved variables | |
The construction and use of approximations for missing quarterly observations : a model-based approach | |
Currency hedging for international stock portfolios : a general approach | |
The dependence of the inflows to mutual funds on past performance : final thesis | |
Derivatengebruik van Nederlandse niet-financiële bedrijven | |
Do countries or industries explain momentum in Europe? | |
Econometrie van financiële markten : de bepaling van het risicoprofiel van beleggingen | |
Efficiency gains due to using missing data procedures in regression models | |
Essays on intertemporal consumption and portfolio choice | |
Estimation of time-dependent parameters in linear models using cross-sections, panels or both | |
Evaluating style analysis | |
Exclusion restrictions in instrumental variables equations | |
Fair value and pension fund management | |
Le financement des régimes de retraite. | |
Generalized least squares estimation of linear models containing rational future expectations | |
Health cost risk and optimal retirement provision: a simple rule for annuity demand | |
High frequency analysis of lead-lag relationships between financial markets | |
Linear regression using both temporally aggregated and temporally disaggregated data | |
Minimum mse estimation of a regression model with fixed effects from a series of cross sections | |
Missing observations in the dynamic regression model | |
missing piece of the puzzle : liquidity premiums in inflation-indexed markets | |
Modeling comovements in trading intensities to distinguish sector and stock specific news | |
Much ado about nothing : a study of differential pricing and liquidity of short and long term bonds | |
A natural approach to optimal forecasting in case of preliminary observations | |
Optimal annuitization with incomplete annuity markets and background risk during retirement | |
The optimal choice of controls and pre-experimental observations | |
The optimal design of rotating panels in a simple analysis of variance model | |
Parameter identification in ARMA processes in the presence of regular but incomplete sampling | |
Pensioen 2025, 2022 : | |
Pensioeninnovatie in Nederland en de wereld | |
Performance analysis of international mutual funds incorporating market frictions | |
Predictive accuracy gain from dissaggregate sampling in arima-models | |
Preference functions of Dutch political parties | |
Premia in forward foreign exchange as unobserved components | |
The price impact of trades in illiquid stocks in periods of high and low market activity | |
Stakeholders in Pension Finance | |
Strategic and tactical allocation to commodities for retirement savings schemes | |
Testing affine term structure models in case of transaction costs | |
Testing for mean-variance spanning : a survey | |
Toekomst voor aanvullende pensioenen | |
Wilt u een risicovol pensioen? | |
Zicht op beleggingsrisico's en -kansen voor particuliere beleggers |