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Results: 94
Number of items: 94
  • Open Access
    Fan, Z. (2017). Essays on international portfolio choice and asset pricing under financial contagion. [Thesis, fully internal, Universiteit van Amsterdam].
  • Knispel, T., Laeven, R. J. A., & Svindland, G. (2016). Robust optimal risk sharing and risk premia in expanding pools. Insurance: Mathematics & Economics, 70, 182-195. https://doi.org/10.1016/j.insmatheco.2016.05.012
  • Eeckhoudt, L. R., & Laeven, R. J. A. (2015). The probability premium: a graphical representation. Economics Letters, 136, 39-41. https://doi.org/10.1016/j.econlet.2015.08.029
  • Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2015). Expected utility and catastrophic consumption risk. Insurance: Mathematics & Economics, 64, 306-312. https://doi.org/10.1016/j.insmatheco.2015.06.007
  • Umut Can, S., & Laeven, R. J. A. (2015). Determining the right tail dependence model using R. Actuaris, 22(5), 40-41.
  • Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304
  • Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2015). Modeling financial contagion using mutually exciting jump processes. Journal of Financial Economics, 117(3), 585-606. https://doi.org/10.1016/j.jfineco.2015.03.002
  • Open Access
    Yang, X. (2015). Essays on high frequency financial econometrics. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
  • Aït-Sahalia, Y., Laeven, R. J. A., & Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS. Journal of Econometrics, 183(2), 151-167. https://doi.org/10.1016/j.jeconom.2014.05.006
  • Laeven, R. J. A. (2014). Kruisbestuiving tussen wetenschap en praktijk. Actuaris, 21(3), 14-15. http://www.ag-ai.nl/download/17537-21-3-art.Laeven.pdf
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