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The effect of the Theo van Gogh murder on house prices in Amsterdam

Gautier, Pieter; Siegmann, Adriaan Hendrik; Vuuren, Aico van - 2007

Persistent link: https://www.econbiz.de/10003443888

From chaining blocks to breaking even : a study on the profitability of bitcoin mining from 2012 to 2016

Derks, Jona; Gordijn, Jaap; Siegmann, Adriaan Hendrik - In: Electronic markets : the international journal on … 28 (2018) 3, pp. 321-338

Persistent link: https://www.econbiz.de/10011914535

The evolving beta-liquidity relationship of hedge funds

Siegmann, Adriaan Hendrik; Stefanov, Denitsa - In: Journal of empirical finance 44 (2017), pp. 286-303

Persistent link: https://www.econbiz.de/10011818033

Real-estate agent commission structure and sales performance

Gautier, Pieter; Siegmann, Adriaan Hendrik; Vuuren, Aico van - 2018

Persistent link: https://www.econbiz.de/10011860506

Intergenerational risk sharing under loss averse preferences

Boes, Mark-Jan; Siegmann, Adriaan Hendrik - In: Journal of banking & finance 92 (2018), pp. 269-279

Persistent link: https://www.econbiz.de/10011964596

Real-estate agent commission structure and sales performance

Gautier, Pieter; Siegmann, Adriaan Hendrik; Vuuren, Aico van - In: Journal of empirical finance 72 (2023), pp. 163-187

Persistent link: https://www.econbiz.de/10014476819

Risk aversion under preference uncertainty

Kräussl, Roman; Lucas, André; Siegmann, Arjen - In: Finance Research Letters 9 (2012) 1, pp. 1-7

We show that if an agent is uncertain about the precise form of his utility function, his actual relative risk aversion may depend on wealth even if he knows his utility function lies in the class of constant relative risk aversion (CRRA) utility functions. We illustrate the consequences of this...

Persistent link: https://www.econbiz.de/10011065839

Long-term versus short-term contingencies in asset allocation

Botshekan, Mahmoud; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2277-2303

Persistent link: https://www.econbiz.de/10011929004

Testing for parameter instability across different modeling frameworks

Calvori, Francesco; Creal, Drew; Koopman, Siem Jan; … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 223-246

Persistent link: https://www.econbiz.de/10011987424

Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models

Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026

Persistent link: https://www.econbiz.de/10011862307