Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level von van Bilsen, Servaas, Laeven, Roger J. A., Nijman, Theo E.

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Hedging Pressure Effects in Futures Markets von De Roon, Frans A., Nijman, Theo E., Veld, Chris

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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? von Koijen, Ralph S. J., Nijman, Theo E., Werker, Bas J. M.

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Optimal Annuity Risk Management von Koijen, Ralph S. J., Nijman, Theo E., Werker, Bas J. M.

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Longevity risk in portfolios of pension annuities von Hári, Norbert, De Waegenaere, Anja, Melenberg, Bertrand, Nijman, Theo E.

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Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets von De Roon, Frans A., Nijman, Theo E., Werker, Bas J. M.

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Estimating the term structure of mortality von Hári, Norbert, De Waegenaere, Anja, Melenberg, Bertrand, Nijman, Theo E.

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When can insurers offer products that dominate delayed old-age pension benefit claiming? von Sanders, Lisanne, De Waegenaere, Anja, Nijman, Theo E.

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Testing for mean-variance spanning: a survey von DeRoon, Frans A., Nijman, Theo E.

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A simple approach to estimate long-term interest rates von Driessen, Joost, Nijman, Theo E., Simon, Zorka

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An Anatomy of Commodity Futures Risk Premia von SZYMANOWSKA, MARTA, DE ROON, FRANS, NIJMAN, THEO, VAN DEN GOORBERGH, ROB

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Currency hedging for international stock portfolios: The usefulness of mean–variance analysis von de Roon, Frans A., Nijman, Theo E., Werker, Bas J.M.

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Yet another look at mutual fund tournaments von Goriaev, Alexei, Nijman, Theo E., Werker, Bas J.M.

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Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level von van Bilsen, Servaas, Laeven, Roger J.A, Nijman, Theo E

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Evaluating style analysis von ter Horst, Jenke R., Nijman, Theo E., de Roon, Frans A.

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Performance information dissemination in the mutual fund industry von Goriaev, Alexei, Nijman, Theo E., Werker, Bas J.M.

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Temporal Aggregation of Garch Processes von Drost, Feike C., Nijman, Theo E.

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HEALTH COST RISK: A POTENTIAL SOLUTION TO THE ANNUITY PUZZLE von Peijnenburg, Kim, Nijman, Theo, Werker, Bas J.M.

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Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models von Dees, Bart, Nijman, Theo, van Soest, Arthur

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The annuity puzzle remains a puzzle von Peijnenburg, Kim, Nijman, Theo, Werker, Bas J.M.

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