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Performance evaluation of portfolio insurance strategies using stochastic dominance criteria

Annaert, Jan; Osselaer, Sofieke Van; Verstraete, Bert - In: Journal of Banking & Finance 33 (2009) 2, pp. 272-280

This paper evaluates the performance of the stop-loss, synthetic put and constant proportion portfolio insurance techniques based on a block-bootstrap simulation. We consider not only traditional performance measures, but also some recently developed measures that capture the non-normality of...

Persistent link: https://www.econbiz.de/10005201014

Decomposing the idiosyncratic volatility anomaly among euro area stocks

Annaert, Jan; De Ceuster, Marc J.; Van Doninck, Freek - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553642

Why do firms pay dividends? : 180 years of evidence

Moortgat, Leentje; Annaert, Jan; Deloof, Marc - In: European review of economic history : EREH 27 (2023) 4, pp. 533-559

Persistent link: https://www.econbiz.de/10014427317

Estimating the long rate and its volatility

Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102

Persistent link: https://www.econbiz.de/10011422029

Investor protection, taxation and dividend policy : long-run evidence, 1838-2012

Moortgat, Leentje; Annaert, Jan; Deloof, Marc - In: Journal of banking & finance 85 (2017), pp. 113-131

Persistent link: https://www.econbiz.de/10011816853

A review on drawdown risk measures and their implications for risk management

Geboers, Hans; Depaire, Benoît; Annaert, Jan - In: Journal of economic surveys 37 (2023) 3, pp. 865-889

Persistent link: https://www.econbiz.de/10014337978

The long-run persistence in dividend policy

Moortgat, Leentje; Annaert, Jan; Deloof, Marc - In: Cliometrica : journal of historical economics and … 18 (2024) 3, pp. 621-651

Persistent link: https://www.econbiz.de/10015188817

Go active or stay passive : Investment trust, financial innovation and diversification in Belgium's early days

Annaert, Jan; Verdickt, Gertjan - In: Explorations in economic history : EEH 79 (2021)

Persistent link: https://www.econbiz.de/10012698899

Dividend growth and return predictability: a long-run re-examination of conventional wisdom

Verdickt, Gertjan; Annaert, Jan; Deloof, Marc - In: Journal of empirical finance 52 (2019), pp. 112-127

Persistent link: https://www.econbiz.de/10012170658

Returns on foreign investment during the pre-1914 era : the case of Russia

Annaert, Jan; Buelens, Frans; Cuyvers, Ludo - In: European review of economic history : EREH 23 (2019) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10012059723