Arjen Siegmann

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	전체	2020년 이후
서지정보	693	227
h-index	14	8
i10-index	19	6

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Andre LucasVrije Universiteit Amsterdam and Tinbergen Institutevu.nl의 이메일 확인됨
Pieter GautierVrije Universiteit Amsterdam, School of Business & Economicsvu.nl의 이메일 확인됨
Aico van VuurenUniversity of Gothenburgeconomics.gu.se의 이메일 확인됨
Maarten van RooijDe Nederlandsche Bank (DNB)dnb.nl의 이메일 확인됨
Dirk SchoenmakerProfessor of Banking and Finance at Rotterdam School of Management, Erasmus Universityrsm.nl의 이메일 확인됨
J GordijnAssociate Professorvu.nl의 이메일 확인됨
Rutger-Jan LangeErasmus University Rotterdamese.eur.nl의 이메일 확인됨
Marcin ZamojskiUniversity of Gothenburggu.se의 이메일 확인됨
Roman KräusslProfessor of Finance, Bayes Business School, Hoover Institution at Stanford University, and CEPRcity.ac.uk의 이메일 확인됨
Marno VerbeekProfessor of Finance, Rotterdam School of Management, Erasmus Universityrsm.nl의 이메일 확인됨
Pierre KoningVrije Universiteit Amsterdam, professor economicsvu.nl의 이메일 확인됨
Raymond H.J.M. GradusVrije Universiteit Amsterdam, School of Business & Economicsvu.nl의 이메일 확인됨
Rumiana StoilovaProfessor, Institute of Philosophy and Sociology, Bulgarian Academy ofbas.bg의 이메일 확인됨
Roman KräusslUniversity of Luxembourguni.lu의 이메일 확인됨
Jona DerksVrije Universiteit Amsterdam
Lucie TungulPalacky Universityupol.cz의 이메일 확인됨
Gerard van der MeijdenAssociate Professor of Environmental and Natural Resource Economics, Vrije Universiteit Amsterdamvu.nl의 이메일 확인됨

팔로우

Arjen Siegmann

Professor, Vrije Universiteit Amsterdam

vu.nl의 이메일 확인됨 - 홈페이지

Valuable work & christian-social thought hedge funds loss aversion housing market pension funds


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam PA Gautier, A Siegmann, A Van Vuuren Journal of Urban Economics 65 (2), 113-126, 2009	143	2009
From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016 J Derks, J Gordijn, A Siegmann Electronic Markets 28 (3), 321-338, 2018	67	2018
Can European bank bailouts work? D Schoenmaker, A Siegmann Journal of Banking & Finance 48, 334-349, 2014	40	2014
Optimal investment policies for defined benefit pension funds A Siegmann Journal of Pension Economics & Finance 6 (1), 1-20, 2007	39	2007
Minimum funding ratios for defined-benefit pension funds A Siegmann Journal of Pension Economics & Finance 10 (3), 417-434, 2011	37	2011
Efficiency gains of a European banking union D Schoenmaker, A Siegmann Tinbergen Institute Discussion Paper, 2013	31	2013
Discrete-time financial planning models under loss-averse preferences A Siegmann, A Lucas Operations Research 53 (3), 403-414, 2005	30	2005
Winners of a European banking union D Schoenmaker, A Siegmann DSF Policy, 2013	25	2013
PALMNET: A pension asset and liability model for the Netherlands M van Rooij, A Siegmann, PJG Vlaar DNB Research Memorandum, 2004	25*	2004
Continuous-time dynamic programming for ALM with risk averse loss functions AH Siegmann, A Lucas Conferentie, 183-194, 1999	21	1999
The effect of shortfall as a risk measure for portfolios with hedge funds A Lucas, A Siegmann Journal of Business Finance & Accounting 35 (1‐2), 200-226, 2008	20	2008
Optimal saving rules for loss-averse agents under uncertainty A Siegmann Economics Letters 77 (1), 27-34, 2002	19	2002
The evolving beta-liquidity relationship of hedge funds A Siegmann, D Stefanova Journal of Empirical Finance 44, 286-303, 2017	15	2017
Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads RJ Lange, A Lucas, A Siegmann Systemic Risk Tomography, 129-150, 2017	14	2017
Market valuation, pension fund policy and contribution volatility M Van Rooij, A Siegmann, P Vlaar De Economist 156, 73-93, 2008	14	2008
Explaining hedge fund investment styles by loss aversion: a rational alternative A Siegmann, A Lucas Available at SSRN 302289, 2002	14	2002
Intergenerational risk sharing under loss averse preferences MJ Boes, A Siegmann Journal of Banking & Finance 92, 269-279, 2018	13	2018
Real-Estate Agent Commission Structure and Sales Performance PA Gautier, A Siegmann, A Van Vuuren CEPR Discussion Paper No. DP12587, 2018	12*	2018
Explaining hedge fund investment styles by loss aversion A Siegmann, A Lucas Tinbergen Institute Discussion Paper, 2002	11	2002
Hedge fund innovation A Siegmann, D Stefanova, M Zamojski Available at SSRN 2170435, 2022	9	2022

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