Dynamic asset liability management Dynamisch asset liability management

von Kouwenberg, Roy
Veröffentlicht 2000

Strategic asset allocation for insurers under Solvency II

von Kouwenberg, Roy
Veröffentlicht in The journal of asset management (2018)

A stochastic programming model for asset liability management for pension funds

von Kouwenberg, Roy
Veröffentlicht 1998

Dynamic portfolio insurance : a stochastic programming approach

von Kouwenberg, Roy
Veröffentlicht 1998

Group affiliation and earnings management of Asian IPO issuers

von Kouwenberg, Roy
Veröffentlicht in Review of quantitative finance and accounting (2016)

Corporate governance, violations and market reactions

von Kouwenberg, Roy
Veröffentlicht in Pacific-Basin finance journal (2013)

Asset liability management for pension funds: elements of Dert's model

von Kouwenberg, Roy
Veröffentlicht in New operational approaches for financial modelling (1997)

The links between Central East European and Western security markets

von Kouwenberg, Roy
Veröffentlicht in Emerging European financial markets (2006)

Retirement saving with contribution payments and labor income as a benchmark for investments

von Berkelaar, Arjan B.
Veröffentlicht 2000

Incentives and risk taking in hedge funds

von Kouwenberg, Roy
Veröffentlicht in Journal of banking & finance (2007)

Early warning systems for currency crises : a multivariate extreme value approach

von Cumperayot, Phornchanok J.
Veröffentlicht in Journal of international money and finance (2013)

The discount factor for expected fundamentals : evidence from a panel of 25 exchange rates

von Cumperayot, Phornchanok J.
Veröffentlicht in International economics (2021)

Loss-aversion and household portfolio choice

von Dimmock, Stephen G.
Veröffentlicht in Journal of empirical finance (2010)

A liability-relative drawdown approach to pension asset liability management

von Berkelaar, Arjan B.
Veröffentlicht in The journal of asset management (2010)

Dynamic asset allocation and down-side risk aversion

von Berkelaar, Arjan B.
Veröffentlicht 2000

Stochastic programming models for asset liability management

von Kouwenberg, Roy
Veröffentlicht in Handbook of asset and liability management ; Vol. 1: Theory and methodology (2006)

From boom 'til bust : how loss aversion affects asset prices

von Berkelaar, Arjan B.
Veröffentlicht in Journal of banking & finance (2009)

Retirement saving with contribution payments and labor income as a benchmark for investments

von Berkelaar, Arjan B.
Veröffentlicht in Journal of economic dynamics & control (2003)

Hedging options under transaction costs and stochastic volatility

von Gondzio, Jacek
Veröffentlicht 1999

Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity

von Donders, Monique
Veröffentlicht 1998