Prof.dr. M.J.C.M. Verbeek

Update Persondata

• capital
• corporate
• finance
• firms
• market
• risk
• stress
• survival

Active as

Publications

(the most recent at the top)

Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights

Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

Pseudo Panels and Repeated Cross-Sections

Real Estate in an ALM Framework - The Case of Fair Value Accounting

Predictive gains from forecast combinations using time-varying model weights

All publications..

Current research

(the most recent research is at the top)
Supervisor	Asset pricing and institutional investors
Supervisor	Financial Market Liquidity: A Broad Perspective
Supervisor	Liquidity across asset classes and across countries: Implications For Optimal Portfolio Holdings and Optimal Exchange Characteristics
Supervisor	Institutional investors, asset pricing, and financial markets
Supervisor	Liquidity risk and international investors

Completed research projects

(the most recent research is at the top)
Supervisor	On Risks and Opportunities in Financial Markets
Supervisor	The Analysis of Mutual Fund Performance
Project leader	Performance, Persistence and Money Flows
Supervisor	Empirical Essays on Debt Equity and Convertible Securities
Supervisor	Real Estate Investments, An Institutional Investor's Perspective

All completed research..

Classification

D43000	Economics