Discussion Papers

15-009/III - Penalized Indirect Inference

Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Artem Duplinskiy, VU University Amsterdam, the Netherlands

Date: January 19, 2015

15-008/IV - Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

Authors: Runhuan Feng, University of Illinois at Urbana-Champaign, United States; Xiaochen Jing, University of Illinois at Urbana-Champaign, United States; Jan Dhaene, Katholieke Universiteit Leuven, Belgium

Date: January 16, 2015

15-007/II - Power Measures and Solutions for Games under Precedence Constraints

Authors: Encarnacion Algaba, University of Seville, Spain; René van den Brink, VU University Amsterdam, the Netherlands; Chris Dietz, VU University Amsterdam, the Netherlands

Date: January 16, 2015

15-006/VIII - Second-best Urban Tolls in a Monocentric City with Housing Market Regulations

Authors: Ioannis Tikoudis, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam; Jos N. van Ommeren, VU University Amsterdam

Date: January 15, 2015

15-005/III - Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting

Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain

Date: January 13, 2015

15-004/V - Efficiency of Health Investment: Education or Intelligence?

Authors: Govert Bijwaard, University of Groningen, the Netherlands; Hans van Kippersluis, Erasmus University Rotterdam, the Netherlands

Date: January 09, 2014

15-003/IV - Mixed Density based Copula Likelihood

Authors: Kazim Azam, VU University Amsterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands

Date: January 08, 2015

15-002/IV - Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Authors: Daniël Linders, KU Leuven, Leuven, Belgium; Jan Dhaene, KU Leuven, Leuven, Belgium; Wim Schoutens, KU Leuven, Leuven, Belgium

Date: January 06, 2015

15-001/VIII - River Sharing and Water Trade

Authors: Erik Ansink, VU University Amsterdam, the Netherlands; Michael Gengenbach, Wageningen University, the Netherlands; Hans-Peter Weikard, Wageningen University, the Netherlands

Date: January 06, 2015

14-157/II - Identifying Booms and Busts in House Prices under Heterogeneous Expectations

Authors: Wilko Bolt, De Nederlandsche Bank, the Netherlands; Maria Demertzis, De Nederlandsche Bank, the Netherlands, European Commission; Cees Diks, University of Amsterdam, the Netherlands; Cars Hommes, University of Amsterdam, the Netherlands; Marco van der Leij, University of Amsterdam, the Netherlands

Date: December 22, 2014

14-156/VI - On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar

Authors: Elbert Dijkgraaf, Erasmus University Rotterdam, the Netherlands; Tom van Dorp, Solarplaza International BV, the Netherlands; Emiel Maasland, Erasmus University Centre for Contract Research and Business Support (ERBS) BV, the Netherlands

Date: December 22, 2014

14-155/VI - The Effectiveness of Dutch Municipal Recycling Policies

Authors: Elbert Dijkgraaf, Erasmus University Rotterdam; Raymond Gradus, VU University Amsterdam

Date: December 18, 2014

14-154/VIII - Memory, Expectation Formation and Scheduling Choices

Authors: Paul Koster, VU University Amsterdam, the Netherlands; Stefanie Peer, Vienna University of Business and Economics, Austria; Thijs Dekker, University of Leeds, United Kingdom

Date: December 16, 2014

14-153/III - Econometric Analysis of Financial Derivatives: An Overview

Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain

Date: December 16, 2014

14-152/III - Combined Density Nowcasting in an Uncertain Economic Environment

Authors: Knut Are Aastveit, Norges Bank, Norway; Francesco Ravazzolo, Norges Bank, BI Norwegian Business School, Norway; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands

Date: December 09, 2014

14-151/III - Hedge Fund Portfolio Diversification Strategies across the GFC

Authors: David E. Allen, University of Sydney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Shelton Peiris, University of Sydney, Australia; Abhay K. Singh, Edith Cowan University, Australia

Date: December 08, 2014

14-150/VIII - Social Network Effects and Green Consumerism

Authors: Dominic Hauck, VU University Amsterdam; Erik Ansink, VU University Amsterdam; Jetske Bouma, PBL Netherlands Environmental Assessment Agency; Daan van Soest, Tilburg University

Date: December 04, 2014

14-149/VI - Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition

Authors: Lin Zhao, University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam

Date: December 01, 2014

14-148/V - Language Proficiency of Migrants: The Relation with Job Satisfaction and Skill Matching

Author: Hans G. Bloemen, VU University Amsterdam

Date: November 13, 2014

14-147/III - Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

Authors: Laurent Callot, VU University Amsterdam, the Netherlands; Anders B. Kock, Aarhus University, Denmark; Marcelo C. Medeiros, Pontifical Catholic University of Rio de Janeiro, Brasil