Verbeek, Marno.
Verbeek, Marno, 1965-
Verbeek, Marno (Marinus Jacobus Catharina Maria), 1965-
Marno Verbeek economist (Erasmus Universiteit Rotterdam)
VIAF ID: 166003250 (Personal)
Permalink: http://viaf.org/viaf/166003250
Preferred Forms
- 100 0 _ ‡a Marno Verbeek ‡c economist (Erasmus Universiteit Rotterdam)
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- 100 1 _ ‡a Verbeek, Marno
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- 100 1 _ ‡a Verbeek, Marno
- 100 1 _ ‡a Verbeek, Marno
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- 100 1 _ ‡a Verbeek, Marno
- 100 1 _ ‡a Verbeek, Marno ‡d 1965-
- 100 1 _ ‡a Verbeek, Marno ‡d 1965-
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4xx's: Alternate Name Forms (10)
5xx's: Related Names (8)
- 510 2 _ ‡a Erasmus Research Institute of Management
- 510 2 _ ‡a Erasmus Research Institute of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Erasmus Universiteit Rotterdam / Rotterdam School of Management (RSM Erasmus University) / Department of Finance
- 510 2 _ ‡a Erasmus Universiteit Rotterdam ‡b Faculteit Bedrijfskunde
- 510 2 _ ‡a Erasmus Universiteit Rotterdam ‡b Faculteit Bedrijfskunde ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a John Wiley & Sons
- 510 2 _ ‡a Trinity College Dublin
- 510 2 _ ‡a Trinity College Dublin ‡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? | |
Do banks influence the capital structure choices of firms? | |
Do countries or industries explain momentum in Europe? | |
Do sophisticated investors believe in the law of small numbers? | |
The economic value of predicting stock index returns and volatility | |
The effects of systemic crises when investors can be crisis ignorant | |
Estimating dynamic models from repeated cross-sections | |
Estimating the impact of endogenous union choice on wages using panel data | |
Estimation of time-dependent parameters in linear models using cross-sections, panels or both | |
Evaluating portfolio value-at-risk using semi-parametric GARCH models | |
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry | |
De Gruyter Studies in the Practice of Econometrics | |
Guide to modern econometrics | |
Hedge fund flows and performance streaks: How investors weigh information | |
Market timing: a decomposition of mutual fund returns | |
On the estimation of a fixed effects model with selective non-response | |
Onweerlegbaar bewijs? : over het belang en de waarde van empirisch onderzoek voor financierings- en beleggingsvraagstukken : oratie | |
The optimal choice of controls and pre-experimental observations | |
The optimal design of rotating panels in a simple analysis of variance model | |
Selecting copulas for risk management | |
Stress testing with student's T dependence | |
Survival, look-ahead bias and the persistence in hedge fund performance |