Prof.dr. Th.E. Nijman

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Tilburg University (165)

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Workers and society will benefit from greater variety of options: Dutch pension system needs tailor-made approach (2006)

Author: Nijman, T.E.
In: Investment and Pensions Europe (IPE)
Strengths and weaknesses of the Dutch standardized approach to measure solvency risk for pension plans (2006)

Author: Nijman, T.E.
In: Life and Pensions
Fair Value and Pension Fund Management (2006)

Authors: Kortleve, N.; Nijman, T.E.; Ponds, E.H.M.
Optimal Portfolio Choice with Annuitization (2006)Open access

Authors: Koijen, R.S.J.; Nijman, T.E.; Werker, B.J.M.

Abstract:
We study the optimal consumption and portfolio choice problem over an individual's life-cycle taking into account annuity risk at retirement. Optimally, the investor allocates wealth at retirement to nominal, inflation-linked, and variable annuities and conditions this choice on the state of the eco
Yet another look at mutual fund tournaments (2005)Open access

Authors: Goriaev, A.P.; Nijman, T.E.; Werker, B.J.M.
In: Journal of Empirical Finance, 12(1), 127 - 138. ISSN 09275398.
Testing affine term structure models in case of transaction costs (2005)Open access

Authors: Driessen, J.J.A.G.; Melenberg, B.; Nijman, T.E.
In: Journal of Econometrics, 126(1), 201 - 232. ISSN 03044076.
Labor Income and the Demand for Long-term Bonds (2005)Open access

Authors: Koijen, R.S.J.; Nijman, T.E.; Werker, B.J.M.

Abstract:
The riskless nature in real terms of inflation-linked bonds has led to the conclusion that inflation-linked bonds should constitute a substantial part of the optimal investment portfolio of long-term investors.This conclusion is reached in models where investors do not receive labor income during th
Do countries or industries explain momentum in Europe? (2004)Open access

Authors: Nijman, T.E.; Swinkels, L.A.P.; Verbeek, M.J.C.M.
In: Journal of Empirical Finance, 11(4), 461 - 481. ISSN 09275398.
Evaluating style analysis (2004)Open access

Authors: Horst, J.R. ter; Nijman, T.E.; Roon, F.A. de
In: Journal of Empirical Finance, 11(1), 29 - 53. ISSN 09275398.
Common factors in international bond returns (2003)Open access

Authors: Driessen, J.J.A.G.; Melenberg, B.; Nijman, T.E.
In: Journal of International Money and Finance, 22(5), 629 - 656. ISSN 02615606.

Author:	Nijman, T.E.
In:	Investment and Pensions Europe (IPE)

Author:	Nijman, T.E.
In:	Life and Pensions

Authors:	Kortleve, N.; Nijman, T.E.; Ponds, E.H.M.

Authors:	Koijen, R.S.J.; Nijman, T.E.; Werker, B.J.M.

Authors:	Goriaev, A.P.; Nijman, T.E.; Werker, B.J.M.
In:	Journal of Empirical Finance, 12(1), 127 - 138. ISSN 09275398.

Authors:	Driessen, J.J.A.G.; Melenberg, B.; Nijman, T.E.
In:	Journal of Econometrics, 126(1), 201 - 232. ISSN 03044076.

Authors:	Koijen, R.S.J.; Nijman, T.E.; Werker, B.J.M.

Authors:	Nijman, T.E.; Swinkels, L.A.P.; Verbeek, M.J.C.M.
In:	Journal of Empirical Finance, 11(4), 461 - 481. ISSN 09275398.

Authors:	Horst, J.R. ter; Nijman, T.E.; Roon, F.A. de
In:	Journal of Empirical Finance, 11(1), 29 - 53. ISSN 09275398.

Authors:	Driessen, J.J.A.G.; Melenberg, B.; Nijman, T.E.
In:	Journal of International Money and Finance, 22(5), 629 - 656. ISSN 02615606.

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Prof.dr. Th.E. Nijman

31-40 out of 165 results by:date

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