When can insurers offer products that dominate delayed old-age pension benefit claiming?
Sanders, Lisanne, De Waegenaere, Anja, Nijman, Theo E.
Published in Insurance, mathematics & economics (01.07.2013)
Published in Insurance, mathematics & economics (01.07.2013)
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Journal Article
Longevity risk in portfolios of pension annuities
Hári, Norbert, De Waegenaere, Anja, Melenberg, Bertrand, Nijman, Theo E.
Published in Insurance, mathematics & economics (01.04.2008)
Published in Insurance, mathematics & economics (01.04.2008)
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Journal Article
Estimating the term structure of mortality
Hári, Norbert, De Waegenaere, Anja, Melenberg, Bertrand, Nijman, Theo E.
Published in Insurance, mathematics & economics (01.04.2008)
Published in Insurance, mathematics & economics (01.04.2008)
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Journal Article
Evaluating style analysis
ter Horst, Jenke R., Nijman, Theo E., de Roon, Frans A.
Published in Journal of empirical finance (2004)
Published in Journal of empirical finance (2004)
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Journal Article
Performance information dissemination in the mutual fund industry
Goriaev, Alexei, Nijman, Theo E., Werker, Bas J.M.
Published in Journal of financial markets (Amsterdam, Netherlands) (01.05.2008)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.05.2008)
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Journal Article
Currency hedging for international stock portfolios: The usefulness of mean–variance analysis
de Roon, Frans A., Nijman, Theo E., Werker, Bas J.M.
Published in Journal of banking & finance (01.02.2003)
Published in Journal of banking & finance (01.02.2003)
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Journal Article
A simple approach to estimate long-term interest rates
Driessen, Joost, Nijman, Theo E., Simon, Zorka
Published in Journal of pension economics & finance (20.10.2022)
Published in Journal of pension economics & finance (20.10.2022)
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Journal Article
Eliminating look-ahead bias in evaluating persistence in mutual fund performance
ter Horst, Jenke R., Nijman, Theo E., Verbeek, Marno
Published in Journal of empirical finance (01.09.2001)
Published in Journal of empirical finance (01.09.2001)
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Journal Article
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity
Drost, Feike C., Nijman, Theo E., Werker, Bas J. M.
Published in Journal of business & economic statistics (01.04.1998)
Published in Journal of business & economic statistics (01.04.1998)
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Journal Article
Pricing Term Structure Risk in Futures Markets
de Roon, Frans A., Nijman, Theo E., Veld, Chris
Published in Journal of financial and quantitative analysis (01.03.1998)
Published in Journal of financial and quantitative analysis (01.03.1998)
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Journal Article
Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
Nijman, Theo E, Swinkels, Laurens A. P
Published in The Handbook of Commodity Investing (23.06.2008)
Published in The Handbook of Commodity Investing (23.06.2008)
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Book Chapter
Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity
Drost, Feike C., Nijman, Theo E., Werker, Bas J. M.
Published in Journal of business & economic statistics (01.04.1998)
Published in Journal of business & economic statistics (01.04.1998)
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Journal Article
Pricing Term Structure Risk in Futures Markets
de Roon, Frans A, Nijman, Theo E, Veld, Chris
Published in Journal of Financial and Quantitative Analysis (1998)
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Published in Journal of Financial and Quantitative Analysis (1998)
Journal Article