Nijman, Theo E.: search on Z-Library

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1

An Anatomy of Commodity Futures Risk Premia

SZYMANOWSKA, MARTA, DE ROON, FRANS, NIJMAN, THEO, VAN DEN GOORBERGH, ROB

Journal:

The Journal of Finance

Year:

2014

Language:

english

File:

PDF, 474 KB

english, 2014

2

Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds

Lans Bovenberg, Ralph Koijen, Theo Nijman, Coen Teulings

Journal:

Year:

2007

Language:

english

File:

PDF, 824 KB

english, 2007

3

Hedging Pressure Effects in Futures Markets

Frans A. De Roon, Theo E. Nijman, Chris Veld

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 113 KB

english, 2000

4

New Dutch pension contracts and lessons for other countries

BOVENBERG, LANS, NIJMAN, THEO

Journal:

Journal of Pension Economics and Finance

Year:

2018

Language:

english

File:

PDF, 197 KB

english, 2018

5

Personal Pensions with Risk Sharing. Affordable, Adequate and Stable Private Pensions in Europe

Bovenberg, A. Lans, Nijman, Theo

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 650 KB

english, 2015

6

Final Height in Girls with Turner Syndrome after Long-Term Growth Hormone Treatment in Three Dosages and Low Dose Estrogens

van Pareren, Yvonne K., de Muinck Keizer-Schrama, Sabine M. P. F., Stijnen, Theo, Sas, Theo C. J., Jansen, Maarten, Otten, Barto J., Hoorweg-Nijman, J. J. Gera, Vulsma, Thomas, Stokvis-Brantsma, Wilhe

Journal:

Journal of Clinical Endocrinology & Metabolism

Year:

2003

Language:

english

File:

PDF, 181 KB

english, 2003

7

Longevity risk and capital markets: The 2008–2009 update

David Blake, Anja De Waegenaere, Richard MacMinn, Theo Nijman

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 625 KB

english, 2010

8

Currency hedging for international stock portfolios: The usefulness of mean–variance analysis

Frans A. de Roon, Theo E. Nijman, Bas J.M. Werker

Journal:

Journal of Banking & Finance

Year:

2003

Language:

english

File:

PDF, 180 KB

english, 2003

9

Hedging Pressure Effects in Futures Markets

Frans A. de Roon, Theo E. Nijman and Chris Veld

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 406 KB

english, 2000

10

Developments in pension reform: the case of Dutch stand-alone collective pension schemes

Bovenberg, Lans, Nijman, Theo

Journal:

International Tax and Public Finance

Year:

2009

Language:

english

File:

PDF, 397 KB

english, 2009

11

Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity

Drost, Feike C., Nijman, Theo E., Werker, Bas J. M.

Journal:

Journal of Business and Economic Statistics

Year:

1998

Language:

english

File:

PDF, 1.22 MB

english, 1998

12

A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International

Frank de Jong, Theo Nijman, Ailsa Röell

Journal:

European Economic Review

Year:

1995

Language:

english

File:

PDF, 1.56 MB

english, 1995

13

Common factors in international bond returns

Joost Driessen, Bertrand Melenberg, Theo Nijman

Journal:

Journal of International Money and Finance

Year:

2003

Language:

english

File:

PDF, 313 KB

english, 2003

14

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Koijen, Ralph S. J., Nijman, Theo E., Werker, Bas J. M.

Journal:

Review of Financial Studies

Year:

2010

Language:

english

File:

PDF, 1.17 MB

english, 2010

15

An Anatomy of Commodity Futures Risk Premia

Szymanowska, Marta, de Roon, Frans A., Nijman, Theo E., van den Goorbergh, Rob

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 490 KB

english, 2011

16

Longevity risk in portfolios of pension annuities

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 497 KB

english, 2008

17

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Frans A. De Roon, Theo E. Nijman and Bas J. M. Werker

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 438 KB

english, 2001

18

Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

Frans A. De Roon, Theo E. Nijman, Bas J. M. Werker

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 267 KB

english, 2001

19

Testing affine term structure models in case of transaction costs

Joost Driessen, Bertrand Melenberg, Theo Nijman

Journal:

Journal of Econometrics

Year:

2005

Language:

english

File:

PDF, 399 KB

english, 2005

20

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level

van Bilsen, Servaas, Laeven, Roger J. A., Nijman, Theo E.

Journal:

Management Science

Year:

2020

File:

PDF, 2.61 MB

2020

21

Price effects of trading and components of the bid-ask spread on the Paris Bourse

Frank de Jong, Theo Nijman, Ailsa Röell

Journal:

Journal of Empirical Finance

Year:

1996

Language:

english

File:

PDF, 993 KB

english, 1996

22

Pricing Term Structure Risk in Futures Markets

Frans A. De Roon, Theo E. Nijman and Chris Veld

Journal:

Journal of Financial and Quantitative Analysis

Year:

1998

Language:

english

File:

PDF, 2.49 MB

english, 1998

23

Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections

Marno Verbeek, Theo Nijman

Journal:

Journal of Econometrics

Year:

1993

Language:

english

File:

PDF, 747 KB

english, 1993

24

Personal pensions with risk sharing

BOVENBERG, LANS, NIJMAN, THEO

Journal:

Journal of Pension Economics and Finance

Year:

2016

Language:

english

File:

PDF, 245 KB

english, 2016

25

Premia in Forward Foreign Exchange as Unobserved Components: A Note

Theo E. Nijman, Franz C. Palm and Christian C. P. Wolff

Journal:

Journal of Business and Economic Statistics

Year:

1993

Language:

english

File:

PDF, 226 KB

english, 1993

26

Optimal Annuity Risk Management

Koijen, Ralph S. J., Nijman, Theo E., Werker, Bas J. M.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 469 KB

english, 2009

27

Expression And Prognostic Value Of CD44 Isoforms In Nephroblastoma (Wilms Tumor)

Ghanem, Mazen A., Van Steenbrugge, Gert J., Van Der Kwast, Theo H., Sudaryo, Mondastri K., Noordzij, Marinus A., Nijman, Rien J.M.

Journal:

The Journal of Urology

Year:

2002

Language:

english

File:

PDF, 1.13 MB

english, 2002

28

Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity

Feike C. Drost, Theo E. Nijman and Bas J. M. Werker

Journal:

Journal of Business and Economic Statistics

Year:

1998

Language:

english

File:

PDF, 271 KB

english, 1998

29

Temporal Aggregation of Garch Processes

Drost, Feike C., Nijman, Theo E.

Journal:

Year:

1993

Language:

english

File:

PDF, 397 KB

english, 1993

30

Health Cost Risk: A Potential Solution to the Annuity Puzzle

Peijnenburg, Kim, Nijman, Theo E., Werker, Bas J. M.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 454 KB

english, 2011

31

Do countries or industries explain momentum in Europe?

Theo Nijman, Laurens Swinkels, Marno Verbeek

Journal:

Journal of Empirical Finance

Year:

2004

Language:

english

File:

PDF, 260 KB

english, 2004

32

High frequency analysis of lead-lag relationships between financial markets

Frank de Jong, Theo Nijman

Journal:

Journal of Empirical Finance

Year:

1997

Language:

english

File:

PDF, 855 KB

english, 1997

33

Premia in Forward Foreign Exchange as Unobserved Components: A Note

Nijman, Theo E., Palm, Franz C., Wolff, Christian C.P.

Journal:

Journal of Business and Economic Statistics

Year:

1993

Language:

english

File:

PDF, 199 KB

english, 1993

34

Testing for mean-variance spanning: a survey

Frans A. DeRoon, Theo E. Nijman

Journal:

Journal of Empirical Finance

Year:

2001

Language:

english

File:

PDF, 279 KB

english, 2001

35

Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function

Theo Nijman and Marno Verbeek

Journal:

Journal of Applied Econometrics

Year:

1992

Language:

english

File:

PDF, 453 KB

english, 1992

36

Empirical Tests of a Simple Pricing Model for Sugar Futures

Theo E. Nijman and Roel Beetsma

Journal:

Annales d'Économie et de Statistique

Year:

1991

Language:

english

File:

PDF, 1.00 MB

english, 1991

37

Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models

Nijman, Theo E., Palm, Franz C.

Journal:

Journal of Business and Economic Statistics

Year:

1990

Language:

english

File:

PDF, 688 KB

english, 1990

38

The Annuity Puzzle Remains a Puzzle

Peijnenburg, Kim, Nijman, Theo E., Werker, Bas J. M.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 827 KB

english, 2011

39

Analysis of the Standardized Pan European Personal Pension (PEPP) Product and its Impact in Four European Countries: The Netherlands, Estonia, Finland and Hungary

Nijman, Theo, MMMtttnen, Niku, Vork, Andres, Piirits, Magnus, Gal, Robert I.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 674 KB

english, 2015

40

Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

Theo Nijman, Marno Verbeek

Journal:

Journal of Econometrics

Year:

1990

Language:

english

File:

PDF, 804 KB

english, 1990

41

Estimating the term structure of mortality

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 760 KB

english, 2008

42

Performance information dissemination in the mutual fund industry

Alexei Goriaev, Theo E. Nijman, Bas J.M. Werker

Journal:

Journal of Financial Markets

Year:

2008

Language:

english

File:

PDF, 477 KB

english, 2008

43

Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models

Theo E. Nijman and Franz C. Palm

Journal:

Journal of Business and Economic Statistics

Year:

1990

Language:

english

File:

PDF, 340 KB

english, 1990

44

Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

Theo Nijman and Franz Palm

Journal:

International Economic Review

Year:

1991

Language:

english

File:

PDF, 187 KB

english, 1991

45

Nonresponse in panel data: The impact on estimates of a life cycle consumption function

Theo Nijman, Marno Verbeek

Journal:

Journal of Applied Econometrics

Year:

1992

Language:

english

File:

PDF, 984 KB

english, 1992

46

Testing for Selectivity Bias in Panel Data Models

Marno Verbeek and Theo Nijman

Journal:

International Economic Review

Year:

1992

Language:

english

File:

PDF, 471 KB

english, 1992

47

Health Cost Risk: A Potential Solution to the Annuity Puzzle

Peijnenburg, Kim, Nijman, Theo, Werker, Bas J.M.

Journal:

The Economic Journal

Year:

2015

Language:

english

File:

PDF, 985 KB

english, 2015

48

The optimal choice of controls and pre-experimental observations

Theo Nijman, Marno Verbeek

Journal:

Journal of Econometrics

Year:

1992

Language:

english

File:

PDF, 398 KB

english, 1992

49

Eliminating look-ahead bias in evaluating persistence in mutual fund performance

Jenke R. ter Horst, Theo E. Nijman, Marno Verbeek

Journal:

Journal of Empirical Finance

Year:

2001

Language:

english

File:

PDF, 353 KB

english, 2001

50

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Ralph S. J. Koijen, Theo E. Nijman and Bas J. M. Werker

Journal:

Review of Financial Studies

Year:

2010

Language:

english

File:

PDF, 3.59 MB

english, 2010

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