المؤلفون: Michael Corbey, Frans de Roon, Stef Hinfelaar

المصدر: MAB, Vol 93, Iss 9/10, Pp 285-296 (2019)

مصطلحات موضوعية: Business, HF5001-6182, Business mathematics. Commercial arithmetic. Including tables, etc., HF5691-5716

وصف الملف: electronic resource

Relation: https://mab-online.nl/article/37561/download/pdf/; https://mab-online.nl/article/37561/download/xml/; https://mab-online.nl/article/37561/; https://doaj.org/toc/2543-1684

URL الوصول: https://doaj.org/article/6970c70ff1a849d8af1cbfd4d622ce8a

المؤلفون: Marta Szymanowska, Frans de Roon, Martijn Boons, Fernando Duarte

المساهمون: Department of Finance, Research Group: Finance, NOVA School of Business and Economics (NOVA SBE)

المصدر: Journal of Financial Economics, 136(2), 444-470. Elsevier Science
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Journal of Financial Economics, 136(2), 444-470. Elsevier

مصطلحات موضوعية: Economics and Econometrics, Time-varying inflation risk premium, Risk premium, Strategy and Management, cross-sectional asset pricing, Cross-sectional asset-pricing, Accounting, 0502 economics and business, Econometrics, Economics, Individual stock returns, Inflation hedging, Capital asset pricing model, Predictability, inflation, Stock (geology), 040101 forestry, Nominal-real covariance, 050208 finance, 05 social sciences, 04 agricultural and veterinary sciences, Inflation, inflation hedging, 0401 agriculture, forestry, and fisheries, time-varying inflation risk premium, nominal-real covariance, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82763a63ce5d04fe8cea5aa585c9b664
https://research.tilburguniversity.edu/en/publications/a7330ece-bc17-4316-9296-467c26fbc0c6

المؤلفون: Stef Hinfelaar, Frans de Roon, Michael Corbey

المصدر: MAB, Vol 93, Iss 9/10, Pp 285-296 (2019)
Maandblad voor Accountancy en Bedrijfseconomie 93(9/10): 285-296

مصطلحات موضوعية: Finance, Discounted Cash Flow, 050208 finance, Free Cash Flow, HF5001-6182, business.industry, 05 social sciences, Growth Models, Residual Value, HF5691-5716, Business mathematics. Commercial arithmetic. Including tables, etc, Business valuation, Business Valuation, 0502 economics and business, Life Cycle Models, Business, business, 050203 business & management, Forecasting

وصف الملف: text/html

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c51240798c316176ed145c5aa909b6a
https://mab-online.nl/article/37561/

المؤلفون: Paul Karehnke, Frans de Roon

المساهمون: Department of Finance, Research Group: Finance

المصدر: Management Science, 66(12), 5969-5989. INFORMS Inst.for Operations Res.and the Management Sciences

مصطلحات موضوعية: mean-variance-skewness spanning, Strategy and Management, media_common.quotation_subject, Prudence, Passive management, Management Science and Operations Research, Commodity pool, Hedge fund, writing options, 0502 economics and business, Economics, Econometrics, 050207 economics, hedge funds, health care economics and organizations, media_common, Factor analysis, Fund of funds, mutual funds, 050208 finance, Actuarial science, business.industry, 05 social sciences, Global assets under management, Regression, performance evaluation, portfolio choice, Skewness, Open-end fund, prudence, Business, Alternative beta

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03e2f21d1b6e3ca344a49778ca8593c3
https://research.tilburguniversity.edu/en/publications/29d82b0e-6506-4dc9-ae82-9df7d0953000

المؤلفون: Christophe Spaenjers, Suleyman Basak, Martijn Boons, Fabio Braggion, Mathijs Cosemans, Elroy Dimson, Rik Frehen, William Goetzmann, James Goodwin, Stefan Hunt, Dasol Kim, George Korniotis, Alberto Manconi, Benjamin M, Tom Nicholas, Frans De Roon, Oliver Spalt

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.hec.unil.ch/documents/seminars/ibf/430.pdf.

مصطلحات موضوعية: Art, Equity premium, Fundamentals, Home bias, Returns, Segmentation

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.454.9808; http://www.hec.unil.ch/documents/seminars/ibf/430.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.454.9808
http://www.hec.unil.ch/documents/seminars/ibf/430.pdf

المؤلفون: Van Thi, Tuong Nguyen, Piet Sercu, Michael Brennan, Frans De Roon, Geert Dhaene

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0169.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.225.5372; http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0169.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.225.5372
http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0169.pdf

المؤلفون: Lieven Baele, Koen Inghelbrecht, John Campbell, David Chapman, Joost Driessen, Paul Ehling, Esther Eiling, Frank De, Marie-paule Laurent, Frans De Roon, Sergei Sarkissian, Boriss Siliverstovs, Pilar Soriano

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arno.uvt.nl/show.cgi?fid%3D78480.

مصطلحات موضوعية: International portfolio diversification, Country versus Industry Effects, Financial integration, Idiosyncratic risk, Time-Varying Correlations, Regime-switching mod

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.660.3404; http://arno.uvt.nl/show.cgi?fid%3D78480

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.660.3404
http://arno.uvt.nl/show.cgi?fid%3D78480

المؤلفون: Joop Huij, Marno Verbeek, We Thank, Vikas Agarwal, Klaas Baks, Gurdip Bakshi, Nick Bollen, Mathijs Van Dijk, Robert Kosowski, Federico Nardari, Frans De Roon

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1039.3742; http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1039.3742
http://www.ntuzov.com/Nik_Site/Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf

المؤلفون: Igor Loncarski, Jenke Ter Horst, Chris Veld, Frans De Roon, Marie Dutordoir, Peter Klein, Steven Ongena, Luc Renneboog, Ian Tonks, Bas Werker

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.fma.org/Texas/Papers/RiseDemiseCA.pdf.

مصطلحات موضوعية: convertible arbitrage, short sales, underpricing, convertible bonds, returns

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.577.5279; http://www.fma.org/Texas/Papers/RiseDemiseCA.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.577.5279
http://www.fma.org/Texas/Papers/RiseDemiseCA.pdf

المؤلفون: Stefan Engström, Peter Englund, Frans De Roon, Paul Söderlind For Their

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://swopec.hhs.se/hastef/papers/hastef0554.pdf.

مصطلحات موضوعية: Diversification, Portfolio Evaluation, Investment Strategies, Momentum. JEL Classifications, G11, G12, G23

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.9317; http://swopec.hhs.se/hastef/papers/hastef0554.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.9317
http://swopec.hhs.se/hastef/papers/hastef0554.pdf

المؤلفون: Frans de Roon, Philip Joos, Pascal Böni

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Private placement, Primary market, Willingness to pay, Bond, Economics, Principal–agent problem, Capital asset pricing model, Monetary economics, Credit risk, Market liquidity

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e607399b255cfcb103c484a4ae9e2cfc
https://doi.org/10.2139/ssrn.3680011

المؤلفون: Bruno Gerard, Pierre Hillion, Frans De Roon¤y

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.inquire-europe.org/project/finished projects/gerardhillionderoon.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.495.3194; http://www.inquire-europe.org/project/finished projects/gerardhillionderoon.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.495.3194
http://www.inquire-europe.org/project/finished projects/gerardhillionderoon.pdf

المؤلفون: Vikas Agarwal, Narayan Y. Naik, Elroy Dimson, William Goetzmann, David Hsieh, Frans De Roon, Henri Servaes

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.london.edu/hedgefunds/centre_for_hedge_fund_research/working_papers/hf-002/hf2.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.6578; http://www.london.edu/hedgefunds/centre_for_hedge_fund_research/working_papers/hf-002/hf2.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.6578
http://www.london.edu/hedgefunds/centre_for_hedge_fund_research/working_papers/hf-002/hf2.pdf

المؤلفون: Theo Nijman, Marta Szymanowska, Rob van den Goorbergh, Frans de Roon

المصدر: The Journal of Finance. 69:453-482

مصطلحات موضوعية: Inflation, Economics and Econometrics, media_common.quotation_subject, Risk premium, Commodity, Market liquidity, Momentum (finance), Accounting, Econometrics, Economics, Portfolio, Volatility (finance), Futures contract, Finance, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::5467c1ccdd5313538022bae06eab1c56
https://doi.org/10.1111/jofi.12096

المؤلفون: Marta Szymanowska, Frans de Roon

المساهمون: Department of Finance, Research Group: Finance

المصدر: Management Science, 58(10), 1916-1932. INFORMS Institute for Operations Research and the Management Sciences
Management Science, 58(10), 1916-1932. INFORMS Inst.for Operations Res.and the Management Sciences

مصطلحات موضوعية: Microeconomics, Investment theory, Strategy and Management, Consumption-based capital asset pricing model, Risk premium, Arbitrage pricing theory, Economics, Capital asset pricing model, Management Science and Operations Research, Rational pricing, time-series predictability, cross-sectional predictability, asset pricing tests, market frictions, Security market line, Basis risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cfd1d5ced3b4f16f44a7621b64cececb
https://doi.org/10.1287/mnsc.1120.1522

المؤلفون: Esther Eiling, Frans de Roon, Bruno Gerard, Pierre Hillion

المساهمون: Research Group: Finance, Department of Finance

المصدر: Journal of International Money and Finance
Journal of International Money and Finance, 31(5), 1249-1278. ELSEVIER SCI LTD

مصطلحات موضوعية: International market, Economics and Econometrics, international financial markets, Equity (finance), Diversification (finance), mean-variance efficiency, Monetary economics, Currency, currency risk, World market, Economics, Alternative investment, Foreign exchange risk, Finance, Stock (geology), conditioning information

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5efed5964a7b46cd29e9b832a7edc504
https://doi.org/10.1016/j.jimonfin.2012.01.015

المؤلفون: Cheol S. Eun, Zhe Zhang, Frans de Roon, Sandy Lai

المصدر: Management Science. 56(9):1500-1518

مصطلحات موضوعية: Momentum (finance), Investment strategy, Strategy and Management, Sharpe ratio, Benchmark (surveying), Economics, Diversification (finance), Econometrics, Portfolio, Management Science and Operations Research, Investment (macroeconomics), international diversification, local factors, factor funds, Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ab38e6fbfc696f669dd291f8daf84ea

المؤلفون: Yulia V. Veld-Merkoulova, Frans de Roon

المساهمون: Department of Finance

المصدر: The Journal of Futures Markets, 24(11), 1101-1104. Wiley-Liss Inc.

مصطلحات موضوعية: Structure (mathematical logic), Economics and Econometrics, Order (exchange), Linear term, Accounting, Economics, Discount points, General Business, Management and Accounting, Futures contract, Mathematical economics, Finance, Lien, Term (time)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::710b4a59ea4bfea83006b62186afdfc1
https://doi.org/10.1002/fut.20130

المؤلفون: Frans de Roon, Yulia V. Veld-Merkoulova

المساهمون: Department of Finance

المصدر: The Journal of Futures Markets, 23(2), 109-133. Wiley-Liss Inc.

مصطلحات موضوعية: Orange juice, Economics and Econometrics, Rollover (finance), Financial economics, Contango, General Business, Management and Accounting, Order (exchange), Accounting, Econometrics, Economics, Portfolio, Commodity risk, Hedge (finance), Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f72faa38f74385c021f25d31343404d3
https://doi.org/10.1002/fut.10060

المؤلفون: Paul Karehnke, Frans de Roon

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Normal distribution, Expected shortfall, Actuarial science, Skewness, Risk premium, Downside risk, Economics, Econometrics, Capital asset pricing model, Portfolio, Value at risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::20f44e06921bb8f848476eadff9a50ab
https://doi.org/10.2139/ssrn.2646297