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Details about Arjen Siegmann

E-mail:
Homepage:http://personal.vu.nl/a.h.siegmann/
Workplace:Faculteit der Economische Wetenschappen en Bedrijfskunde (Faculty of Economic Sciences, Business Administration and Econometrics), Vrije Universiteit (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Arjen Siegmann.

Last updated 2015-07-13. Update your information in the RePEc Author Service.

Short-id: psi50


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Working Papers

2014

  1. Hedge Fund Innovation
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
  2. The Evolving Beta-Liquidity Relationship of Hedge Funds
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads

2013

  1. Efficiency Gains of a European Banking Union
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (6)

2012

  1. Can European Bank Bailouts work?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2014)

2011

  1. Market Liquidity and Exposure of Hedge Funds
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2010

  1. Risk Aversion under Preference Uncertainty
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article in Finance Research Letters (2012)

2008

  1. Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  2. Minimum Funding Ratios for Defined-Benefit Pension Funds
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Journal of Pension Economics and Finance (2011)

2007

  1. Market Valuation, Pension Fund Policy and Contribution Volatility
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in De Economist (2008)
  2. The Effect of the Theo van Gogh Murder on House Prices in Amsterdam
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2007) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (4)

2004

  1. Palmnet: A pension asset and liability model for the Netherlands
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads View citations (10)

2003

  1. Optimal Investment Policies for Defined Benefit Pension Funds
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2003) Downloads View citations (4)

    See also Journal Article in Journal of Pension Economics and Finance (2007)
  2. Shortfall allowed: loss aversion and habit formation
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads

2002

  1. De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  2. Explaining Hedge Fund Investment Styles by Loss Aversion
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

2001

  1. Optimal Saving Rules for Loss-Averse Agents under Uncertainty
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Economics Letters (2002)

2000

  1. Analytic Decision Rules for Financial Stochastic Programs
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)

Journal Articles

2014

  1. Can European bank bailouts work?
    Journal of Banking & Finance, 2014, 48, (C), 334-349 Downloads View citations (5)
    See also Working Paper (2012)

2012

  1. Risk aversion under preference uncertainty
    Finance Research Letters, 2012, 9, (1), 1-7 Downloads
    See also Working Paper (2010)

2011

  1. Minimum funding ratios for defined-benefit pension funds
    Journal of Pension Economics and Finance, 2011, 10, (03), 417-434 Downloads View citations (3)
    See also Working Paper (2008)

2009

  1. Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam
    Journal of Urban Economics, 2009, 65, (2), 113-126 Downloads View citations (17)

2008

  1. Market Valuation, Pension Fund Policy and Contribution Volatility
    De Economist, 2008, 156, (1), 73-93 Downloads View citations (1)
    See also Working Paper (2007)
  2. The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds
    Journal of Business Finance & Accounting, 2008, 35, (1-2), 200-226 Downloads View citations (5)

2007

  1. Optimal investment policies for defined benefit pension funds
    Journal of Pension Economics and Finance, 2007, 6, (01), 1-20 Downloads View citations (1)
    See also Working Paper (2003)

2004

  1. Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1505-1510 Downloads

2002

  1. Optimal saving rules for loss-averse agents under uncertainty
    Economics Letters, 2002, 77, (1), 27-34 Downloads View citations (3)
    See also Working Paper (2001)
 
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