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  • Claessens, S. (2009). Competition in the financial sector: overview of competition policies. The World Bank Research Observer, 24(1), 83-118. https://doi.org/10.1093/wbro/lkp004
  • Claessens, S., Kose, M. A., & Terrones, M. E. (2009). What happens during recessions, crunches and busts? Economic Policy, 24(60), 653-700. https://doi.org/10.1111/j.1468-0327.2009.00231.x
  • Bauer, R., Cosemans, M., & Eichholtz, P. (2009). Option trading and individual investor performance. Journal of Banking & Finance, 33(4), 731-746. https://doi.org/10.1016/j.jbankfin.2008.11.005
  • 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
  • Phalippou, L., & Gottschalg, O. (2009). The performance of private equity funds. The Review of Financial Studies, 22(4), 1747-1776. https://doi.org/10.1093/rfs/hhn014
  • Phalippou, L. (2009). Beware of venturing into private equity. The Journal of Economic Perspectives, 23(1), 147-166. https://doi.org/10.1257/jep.23.1.147
  • Tamerus, J. (2009). Durven we de nominale garantie los te laten? Tijdschrift voor Pensioenvraagstukken, 2009(2), 34-41.
  • van Haastrecht, A., & Pelsser, A. (2009). Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility. In M. Vanmaele, G. Deelstra, A. De Schepper, J. Dhaene, & P. Van Goethem (Eds.), Proceedings of the 8th Actuarial and Financial Mathematics Conference (pp. 71-84). Contactforum.
  • Vellekoop, M., & Davis, M. (2009). An optimal investment problem with randomly terminating income. In Proceedings of the 48th CDC Conference (pp. 3650-3655).
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