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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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Life cycle consumption models with uncertainty within periods
Melenberg, Bertrand - In: Economics letters 57 (1997) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001229604
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Incorporating estimation risk in portfolio choice
Horst, Jenke R. ter; Roon, Frans de; Werker, Bas J. M. - 2000
Persistent link: https://www.econbiz.de/10001501933
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Currency hedging for international stock portfolios : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1999
Persistent link: https://www.econbiz.de/10001450569
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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000969024
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Exchange rate target zones : a new approach
Jong, Frank de; Drost, Feike C.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000953843
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A note on Robinson's test of independence
Drost, Feike C.; Werker, Bas J. M. - 1993
Persistent link: https://www.econbiz.de/10000855021