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Results: 30
Number of items: 30
  • Beber, A., Driessen, J., Neuberger, A., & Tuijp, P. (2021). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, 56(2), 373-408. https://doi.org/10.1017/S0022109020000137
  • Beber, A., Driessen, J., & Tuijp, P. (2012). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Cass Business School. http://www.cass.city.ac.uk/__data/assets/pdf_file/0004/150745/BDT_Rev.pdf
  • Driessen, J., & Perotti, E. (2011). Confidence building on Euro convergence: evidence from currency options. Journal of International Money and Finance, 30(3), 474-491. https://doi.org/10.1016/j.jimonfin.2011.01.010
  • Open Access
    Bongaerts, D. G. J. (2010). Overrated credit risk: three essays on credit risk in turbulent times. [Thesis, fully internal, Universiteit van Amsterdam].
  • Driessen, J., Maenhout, P. J., & Vilkov, G. (2009). The price of correlation risk: evidence from equity options. The Journal of Finance, 64(3), 1377-1406. https://doi.org/10.1111/j.1540-6261.2009.01467.x
  • Cremers, M., Driessen, J., Maenhout, P., & Weinbaum, D. (2009). Does skin in the game matter?: director incentives and governance in the mutual fund industry. Journal of Financial and Quantitative Analysis, 44(6), 1345-1373. https://doi.org/10.1017/S0022109009990408
  • Open Access
    Lin, T. (2009). Three essays on empirical finance : the alphas and betas. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • de Jong, F., Driessen, J., & van Hemert, O. (2008). Hedging house price risk: Portfolio choice with housing futures. Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/329fulltext.pdf
  • Bongaerts, D., de Jong, F., & Driessen, J. (2008). Derivative pricing with liquidity risk: Theory and evidence from the credit default swap market. (EFA 2007 Ljubljana meetings paper). EFA 2007 Ljubljana Meeting. http://ssrn.com/abstract=966167
  • Driessen, J., Lin, T.-C., & Phalippou, L. (2008). A new method to estimate risk and return of non-traded assets from cash flows: The case of private equity funds. (NBER working paper; No. 14144). National Bureau of Economic Research. http://www.nber.org/papers/w14144
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