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

Wijzig persoonsdata

• capital
• firms
• market
• ondernemingsfinanciering
• risk
• stress
• survival

Werkzaam als

Publicaties

(de meest recente is bovenaan geplaatst)

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

Alle publicaties

Lopende onderzoeksactiviteiten

(de meest recente activiteit is bovenaan geplaatst)
Promotor	Asset pricing and institutional investors
Promotor	Financial Market Liquidity: A Broad Perspective
Promotor	Liquidity across asset classes and across countries: Implications For Optimal Portfolio Holdings and Optimal Exchange Characteristics
Promotor	Institutional investors, asset pricing, and financial markets
Promotor	Liquidity risk and international investors

Afgesloten onderzoeksactiviteiten

(de meest recente activiteit is bovenaan geplaatst)
Promotor	On Risks and Opportunities in Financial Markets
Promotor	The Analysis of Mutual Fund Performance
Projectleider	Performance, Persistence and Money Flows
Promotor	Empirical Essays on Debt Equity and Convertible Securities
Promotor	Real Estate Investments, An Institutional Investor's Perspective

Alle afgesloten onderzoeksactiviteiten..

Classificatie

D43000	Economische wetenschappen