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Kouwenberg, Roy
15
Berkelaar, Arjan
5
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3
Dimmock, Stephen G.
3
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2
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2
Ananchotikul, Nasha
1
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1
Chan, Louis K. C.
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European financial management : the journal of the European Financial Management Association
3
Journal of banking & finance
3
Journal of economic dynamics & control
2
Journal of international money and finance
2
The review of economics and statistics
2
European journal of operational research : EJOR
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OLC EcoSci
ECONIS (ZBW)
136
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5
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3
USB Cologne (business full texts)
1
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1
Benchmarking Money Manager Performance: Issues and Evidence
Chan, Louis K. C.
;
Dimmock, Stephen G.
;
Lakonishok, Josef
- In:
The review of financial studies
22
(
2013
)
11
,
pp. 4553-4552
Persistent link: https://www.econbiz.de/10010114744
Saved in:
2
Predicting fraud by investment managers
Dimmock, Stephen G.
;
Gerken, William C.
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10009979027
Saved in:
3
Background Risk and University Endowment Funds
Dimmock, Stephen G.
- In:
The review of economics and statistics
94
(
2012
)
3
,
pp. 789-800
Persistent link: https://www.econbiz.de/10010001043
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4
Scenario generation and stochastic programming models for asset liability management
Kouwenberg, Roy
- In:
European journal of operational research : EJOR
134
(
2001
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10006658265
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5
Optimal Portfolio Choice Under Loss Aversion
Berkelaar, Arjan B.
;
Kouwenberg, Roy
;
Post, Thierry
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 973-987
Persistent link: https://www.econbiz.de/10006365207
Saved in:
6
ARTICLES - High-Performance Computing for Asset-Liability Management
Gondzio, Jacek
;
Kouwenberg, Roy
- In:
Operations research : the journal of the Operations …
49
(
2001
)
6
,
pp. 879-891
Persistent link: https://www.econbiz.de/10006418666
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7
Options and Earnings Announcements: An Empirical Study of Volatility, Trading Volume, Open Interest and Liquidity
Donders, Monique W.M.
;
Kouwenberg, Roy
;
Vorst, Ton C.F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10005955584
Saved in:
8
The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
Berkelaar, Arjan
;
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10005942133
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9
Do Firms Decouple Corporate Governance Policy and Practice?
Ananchotikul, Nasha
;
Kouwenberg, Roy
;
Phunnarungsi, Visit
- In:
European financial management : the journal of the …
16
(
2010
)
5
,
pp. 712-738
Persistent link: https://www.econbiz.de/10008715458
Saved in:
10
Early warning systems for currency crises: A multivariate extreme value approach
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
Journal of international money and finance
36
(
2013
),
pp. 151-171
Persistent link: https://www.econbiz.de/10010123156
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