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Arjen Siegmann
Tytuł
Cytowane przez
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Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam
PA Gautier, A Siegmann, A Van Vuuren
Journal of Urban Economics 65 (2), 113-126, 2009
1432009
From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016
J Derks, J Gordijn, A Siegmann
Electronic Markets 28 (3), 321-338, 2018
672018
Can European bank bailouts work?
D Schoenmaker, A Siegmann
Journal of Banking & Finance 48, 334-349, 2014
402014
Optimal investment policies for defined benefit pension funds
A Siegmann
Journal of Pension Economics & Finance 6 (1), 1-20, 2007
392007
Minimum funding ratios for defined-benefit pension funds
A Siegmann
Journal of Pension Economics & Finance 10 (3), 417-434, 2011
372011
Efficiency gains of a European banking union
D Schoenmaker, A Siegmann
Tinbergen Institute Discussion Paper, 2013
312013
Discrete-time financial planning models under loss-averse preferences
A Siegmann, A Lucas
Operations Research 53 (3), 403-414, 2005
302005
Winners of a European banking union
D Schoenmaker, A Siegmann
DSF Policy, 2013
252013
PALMNET: A pension asset and liability model for the Netherlands
M van Rooij, A Siegmann, PJG Vlaar
DNB Research Memorandum, 2004
25*2004
Continuous-time dynamic programming for ALM with risk averse loss functions
AH Siegmann, A Lucas
Conferentie, 183-194, 1999
211999
The effect of shortfall as a risk measure for portfolios with hedge funds
A Lucas, A Siegmann
Journal of Business Finance & Accounting 35 (1‐2), 200-226, 2008
202008
Optimal saving rules for loss-averse agents under uncertainty
A Siegmann
Economics Letters 77 (1), 27-34, 2002
192002
The evolving beta-liquidity relationship of hedge funds
A Siegmann, D Stefanova
Journal of Empirical Finance 44, 286-303, 2017
152017
Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads
RJ Lange, A Lucas, A Siegmann
Systemic Risk Tomography, 129-150, 2017
142017
Market valuation, pension fund policy and contribution volatility
M Van Rooij, A Siegmann, P Vlaar
De Economist 156, 73-93, 2008
142008
Explaining hedge fund investment styles by loss aversion: a rational alternative
A Siegmann, A Lucas
Available at SSRN 302289, 2002
142002
Intergenerational risk sharing under loss averse preferences
MJ Boes, A Siegmann
Journal of Banking & Finance 92, 269-279, 2018
132018
Real-Estate Agent Commission Structure and Sales Performance
PA Gautier, A Siegmann, A Van Vuuren
CEPR Discussion Paper No. DP12587, 2018
12*2018
Explaining hedge fund investment styles by loss aversion
A Siegmann, A Lucas
Tinbergen Institute Discussion Paper, 2002
112002
Hedge fund innovation
A Siegmann, D Stefanova, M Zamojski
Available at SSRN 2170435, 2022
92022
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