Arjen Siegmann 个人学术档案

引用次数

	总计	2019 年至今
引用	657	247
h 指数	14	8
i10 指数	19	7

200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320245 10 7 21 10 16 12 15 15 24 29 33 38 53 39 36 36 45 45 39 53 44 21

开放获取的出版物数量

查看全部

1 篇文章

0 篇文章

可查看的文章

无法查看的文章

根据资助方的强制性开放获取政策

合著作者

Andre LucasVrije Universiteit Amsterdam and Tinbergen Institute在 vu.nl 的电子邮件经过验证
Pieter GautierVrije Universiteit Amsterdam, School of Business & Economics在 vu.nl 的电子邮件经过验证
Aico van VuurenUniversity of Gothenburg在 economics.gu.se 的电子邮件经过验证
Maarten van RooijDe Nederlandsche Bank (DNB)在 dnb.nl 的电子邮件经过验证
Dirk SchoenmakerProfessor of Banking and Finance at Rotterdam School of Management, Erasmus University在 rsm.nl 的电子邮件经过验证
J GordijnAssociate Professor在 vu.nl 的电子邮件经过验证
Rutger-Jan LangeErasmus University Rotterdam在 ese.eur.nl 的电子邮件经过验证
Marcin ZamojskiUniversity of Gothenburg在 gu.se 的电子邮件经过验证
Roman KräusslProfessor of Finance, Bayes Business School, Hoover Institution at Stanford University, and CEPR在 city.ac.uk 的电子邮件经过验证
Marno VerbeekProfessor of Finance, Rotterdam School of Management, Erasmus University在 rsm.nl 的电子邮件经过验证
Raymond H.J.M. GradusVrije Universiteit Amsterdam, School of Business & Economics在 vu.nl 的电子邮件经过验证
Rumiana StoilovaProfessor, Institute of Philosophy and Sociology, Bulgarian Academy of在 bas.bg 的电子邮件经过验证
Pierre KoningVrije Universiteit Amsterdam, professor economics在 vu.nl 的电子邮件经过验证
Roman KräusslUniversity of Luxembourg在 uni.lu 的电子邮件经过验证
Jona DerksVrije Universiteit Amsterdam
Lucie TungulPalacky University在 upol.cz 的电子邮件经过验证
Gerard van der MeijdenAssociate Professor of Environmental and Natural Resource Economics, Vrije Universiteit Amsterdam在 vu.nl 的电子邮件经过验证

关注

Arjen Siegmann

Professor, Vrije Universiteit Amsterdam

在 vu.nl 的电子邮件经过验证 - 首页

Valuable work & christian-social thought hedge funds loss aversion housing market pension funds


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
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	133	2009
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	61	2018
Can European bank bailouts work? D Schoenmaker, A Siegmann Journal of Banking & Finance 48, 334-349, 2014	39	2014
Optimal investment policies for defined benefit pension funds A Siegmann Journal of Pension Economics & Finance 6 (1), 1-20, 2007	36	2007
Minimum funding ratios for defined-benefit pension funds A Siegmann Journal of Pension Economics & Finance 10 (3), 417-434, 2011	35	2011
Efficiency gains of a European banking union D Schoenmaker, A Siegmann Duisenberg school of finance-Tinbergen Institute Discussion Paper TI, 13-26, 2013	31	2013
Discrete-time financial planning models under loss-averse preferences A Siegmann, A Lucas Operations Research 53 (3), 403-414, 2005	31	2005
Winners of a European banking union D Schoenmaker, A Siegmann DSF Policy 10, 2013	24	2013
PALMNET: a pension asset and liability model for the Netherlands M van Rooij, A Siegmann, PJG Vlaar DNB Research Memorandum, 2004	24*	2004
Continuous-time dynamic programming for ALM with risk averse loss functions AH Siegmann, A Lucas Conferentie, 183-194, 1999	21	1999
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	20	2008
Optimal saving rules for loss-averse agents under uncertainty A Siegmann Economics Letters 77 (1), 27-34, 2002	19	2002
The evolving beta-liquidity relationship of hedge funds A Siegmann, D Stefanova Journal of Empirical Finance 44, 286-303, 2017	14	2017
Market valuation, pension fund policy and contribution volatility M Van Rooij, A Siegmann, P Vlaar De Economist 156, 73-93, 2008	14	2008
Explaining hedge fund investment styles by loss aversion: a rational alternative A Siegmann, A Lucas Available at SSRN 302289, 2002	14	2002
Intergenerational risk sharing under loss averse preferences MJ Boes, A Siegmann Journal of Banking & Finance 92, 269-279, 2018	13	2018
Explaining hedge fund investment styles by loss aversion A Siegmann, A Lucas Tinbergen Institute Discussion Paper, 2002	12	2002
Real-Estate Agent Commission Structure and Sales Performance PA Gautier, A Siegmann, A Van Vuuren CEPR Discussion Paper No. DP12587, 2018	11*	2018
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	11	2017
Hedge fund innovation A Siegmann, D Stefanova, M Zamojski Available at SSRN 2170435, 2022	9	2022

系统目前无法执行此操作，请稍后再试。

文章 1–20

每年引用数

重复的引用

合并的引用

添加合著者合著作者

上传 PDF

关注此作者

引用次数

合著作者

引用