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Details about Roy Hoevenaars

Homepage:http://www.unimaas.nl/media/um-layout/fdewb/opmaak.htm?http://www.fdewb.unimaas.nl/KE/members/member_pagina%20hoevenaars.htm
Postal address:Blenheim Capital Management Senior Portfolio Manager De Boelelaan 28 1083 HJ Amsterdam The Netherlands

Access statistics for papers by Roy Hoevenaars.

Last updated 2015-07-15. Update your information in the RePEc Author Service.

Short-id: pho245

Jump to Journal Articles

Working Papers

2008

  1. Valuation of intergenerational transfers in collective funded pension schemes
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (19)

Journal Articles

2014

  1. STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION
    Journal of Applied Econometrics, 2014, 29, (3), 353-376 Downloads View citations (14)

2008

  1. Forecasting market impact costs and identifying expensive trades
    Journal of Forecasting, 2008, 27, (1), 21-39 Downloads View citations (5)
  2. Regret aversion and annuity risk in defined contribution pension plans
    Insurance: Mathematics and Economics, 2008, 42, (3), 1050-1061 Downloads View citations (1)
  3. Strategic asset allocation with liabilities: Beyond stocks and bonds
    Journal of Economic Dynamics and Control, 2008, 32, (9), 2939-2970 Downloads View citations (75)
  4. Valuation of intergenerational transfers in funded collective pension schemes
    Insurance: Mathematics and Economics, 2008, 42, (2), 578-593 Downloads View citations (25)
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