Zoekresultaten

… investments Completed  Rasmus Lönn (2019) High-dimensional asset pricing and portfolio optimization  Alessandro Pollastri (2018) Tales on tails  Anna Wisniewska (2016) Essays on long-run risk 3  Mukul Tyagi (2016) Risk in pension plans  Rogier Quaedvlieg (2016) Risk and uncertainty  Anne Balter (2016) Model uncertainty: The effect on robustness, estimation and stochastic optimisation  Sally Shen (2015) Robust asset allocation in incomplete markets  Bart Diris (2011) Strategic asset … on Pension Plans and Product Design, Stockholm, June 8-9, 2009 (with Magnus Dahlquist and Frank de Jong)  European Finance Association Annual Meeting, Maastricht, August 18-21, 2004, co-chair program committee and local organisation (with Christian Wolff)  Member of program committee for annual conferences of the Econometric Society European Meeting, European Finance Association, and Society for Financial Econometrics (SOFIE) (various years)  Two-day international workshop “Financial … 2015 Optimal risk sharing in a collective defined contribution pension system (with Dennis Bams and Mukul Tyagi), July 2015 Published in international journals Hedging long-term liabilities, Journal of Financial Econometrics 20, 505-538, 2022 (with Rogier Quaedvlieg) What does a term structure model imply about very long-term discount rates? Journal of Empirical Finance 62, 202-219, 2021 (with Anne Balter and Antoon Pelsser) Robust long-term interest rate risk hedging in incomplete bond markets, …

… 1 University College Venlo Study topics related to Health, Nutrition & Business in an interdisciplinary manner! Clémence Schumacker UCV student BSc. Tim ten Brink UCV Alumnus Rogier Gerardu L.LM Managing director Maastricht University • Problem Based Learning • Small Scale • 16.000 students • 4.000 employees • Highly International • Multidisciplinary approach to education and research • Brightlands Campus Greenport Venlo • …

… collective investments Completed  Rasmus Lönn (2019) High-dimensional asset pricing and portfolio optimization  Alessandro Pollastri (2018) Tales on tails  Anna Wisniewska (2016) Essays on long-run risk  Mukul Tyagi (2016) Risk in pension plans  Rogier Quaedvlieg (2016) Risk and uncertainty  Anne Balter (2016) Model uncertainty: the effect on robustness, estimation and stochastic optimisation  Sally Shen (2015) Robust asset allocation in incomplete markets  Bart Diris (2011) Strategic asset … on Pension Plans and Product Design, Stockholm, June 8-9, 2009 (with Magnus Dahlquist and Frank de Jong)  European Finance Association Annual Meeting, Maastricht, August 18-21, 2004, co-chair program committee and local organisation (with Christian Wolff)  Member of program committee for annual conferences of the Econometric Society European Meeting, European Finance Association, and Society for Financial Econometrics (SOFIE) (various years)  Two-day international workshop “Financial … international journals Empirical asset pricing with many test assets, Journal of Financial Econometrics, 2024 (with Rasmus Lönn), doi.org/10.1093/jjfinec/nbae002 Hedging long-term liabilities, Journal of Financial Econometrics 20, 505-538, 2022 (with Rogier Quaedvlieg) What does a term structure model imply about very long-term discount rates? Journal of Empirical Finance 62, 202-219, 2021 (with Anne Balter and Antoon Pelsser) Robust long-term interest rate risk hedging in incomplete bond markets, …