Santos, A., Nogales, F., Ruiz, E. and van Dijk, D. (2012). Optimal portfolios with minimum capital requirements Journal of Banking and Finance, 36(7):1928--1942.
626 key alumni publications
-
-
Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357. -
Buser, T. (2012). Digit ratios, the menstrual cycle and social preferences Games and Economic Behavior, 76(2):457--470.
-
Francesco Lippi (2012). Oil and the macroeconomy: A quantitative structural analysis Journal of the European Economic Association.
-
Lindeboom, M., Montizaan, R. and de Grip, A. (2012). Shattered Dreams: The effect of Changing the Pensions System Late in the Game Economic Journal, 122(559):1--25. -
Francesco Lippi (2012). Durable consumption and asset management with transaction and observation costs American Economic Review.
-
van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978. -
Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532. -
Baltussen, G., Post, G.(. and Van Vliet, P. (2012). Downside Risk Aversion, Fixed-Income Exposure, and the Value Premium Puzzle Journal of Banking and Finance, 36(12):3382--3398.
-
van Veelen, C.M. (2012). Robustness against indirect invasions Games and Economic Behavior, 74(1):382--393.
-
van den Berg, V.A.C. and Verhoef, E. (2011). Winning or losing from dynamic bottleneck congestion pricing? The distributional effects of road pricing with heterogeneity in values of time and schedule delay Journal of Public Economics, 95(7-8):983--992. -
Leuven, E., Oosterbeek, H., Sonnemans, J. and van der Klaauw, B. (2011). Incentives versus sorting in tournaments: evidence from a field experiment Journal of Labor Economics, 29(3):637--658. -
Karamychev, V., Janssen, M.(. and Maasland, E. (2011). Auctions with flexible entry fees Games and Economic Behavior, 72(2):594--601.
-
Jacobs, B. (2011). Comment: Crime in Europe and the United States: Dissecting the {textquoteleft}Reversal of Misfortunes' Economic Policy, 26(67):347--385. -
Stork, P. and Pais, A. (2011). Contagion Risk in the Australian Banking and Property Sectors Journal of Banking and Finance, 35(3):681--697.
-
de Jong, Ph., Lindeboom, M. and van der Klaauw, B. (2011). Screening disability insurance applications Journal of the European Economic Association, 9(1):106--129. -
Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33. -
Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113. -
Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651. -
Sloof, R. and Sonnemans, J. (2011). The interaction between explicit and relational incentives: an experiment Games and Economic Behavior, 73(2):573--594.