Details about Dirk Broeders
Access statistics for papers by Dirk Broeders.
Last updated 2025-01-07. Update your information in the RePEc Author Service.
Short-id: pbr635
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Working Papers
2024
- Central Bank Capital and Shareholder Relationship
Working Papers, DNB
- Climate-Linked Bonds
Working Papers, DNB
- The European Carbon Bond Premium
Working Papers, DNB
2023
- Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing
Working Papers, DNB
2022
- How QE changes the nature of sovereign risk
Working Papers, DNB View citations (2)
See also Journal Article How quantitative easing changes the nature of sovereign risk, Journal of International Money and Finance, Elsevier (2023) View citations (4) (2023)
- On the capitalisation of central banks
Occasional Studies, DNB View citations (3)
2021
- Pension Funds and Drivers of Heterogeneous Investment Strategies
Working Papers, DNB
2020
- The impact of trustees' age and representation on strategic asset allocations
Working Papers, DNB View citations (1)
2016
- Interest Rate Models for Pension and Insurance Regulation
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
2014
- Duurzame Vormgeving van het Nederlandse Collectieve Aanvullende Pensioen
Other publications TiSEM, Tilburg University, School of Economics and Management
2012
- Dutch pension system reform – A step closer to the ideal system?
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
2010
- Essays on the valuation of discretionary liabilities and pension fund investment policy
Other publications TiSEM, Tilburg University, School of Economics and Management
2009
- Pension funds’ asset allocation and participant age: a test of the life-cycle model
Working Papers, Utrecht School of Economics View citations (16)
2007
- Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing
Working Papers, Utrecht School of Economics View citations (25)
Journal Articles
2024
- Nature-related financial risks and central bank risk management
Journal of Risk Management in Financial Institutions, 2024, 17, (3), 316-331
2023
- Central bank capital management
Journal of Risk Management in Financial Institutions, 2023, 16, (3), 304-315
- How quantitative easing changes the nature of sovereign risk
Journal of International Money and Finance, 2023, 137, (C) View citations (4)
See also Working Paper How QE changes the nature of sovereign risk, Working Papers (2022) View citations (2) (2022)
- Pricing of climate transition risks across different financial markets
Journal of Risk Management in Financial Institutions, 2023, 16, (2), 102-115 View citations (1)
2021
- Climate change uncertainty and central bank risk management
Journal of Risk Management in Financial Institutions, 2021, 14, (2), 121-130 View citations (2)
- Pension Funds' Herding
International Journal of Central Banking, 2021, 17, (1), 285-330 View citations (1)
- Pension fund's illiquid assets allocation under liquidity and capital requirements
Journal of Pension Economics and Finance, 2021, 20, (1), 102-124 View citations (3)
- The economics of sharing macro-longevity risk
Insurance: Mathematics and Economics, 2021, 99, (C), 440-458 View citations (3)
2020
- Benchmark selection and performance
Journal of Pension Economics and Finance, 2020, 19, (4), 511-531 View citations (3)
2019
- Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
Journal of International Money and Finance, 2019, 93, (C), 299-312 View citations (5)
2018
- A methodology for actively managing tail risks and uncertainties
Journal of Risk Management in Financial Institutions, 2018, 12, (1), 44-56
2017
- Sustainability of participation in collective pension schemes: An option pricing approach
Insurance: Mathematics and Economics, 2017, 74, (C), 182-196 View citations (6)
2016
- Scale economies in pension fund investments: A dissection of investment costs across asset classes
Journal of International Money and Finance, 2016, 67, (C), 147-171 View citations (13)
2014
- Collective pension schemes and individual choice*
Journal of Pension Economics and Finance, 2014, 13, (2), 210-225 View citations (10)
- What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds
De Economist, 2014, 162, (1), 41-70 View citations (3)
2013
- Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support
Journal of Risk & Insurance, 2013, 80, (2), 239-272 View citations (8)
- Valuation of liabilities in hybrid pension plans
Applied Financial Economics, 2013, 23, (15), 1215-1229 View citations (4)
2012
- Dutch Pension System Reform. A Step Closer to the Ideal System Design
ifo DICE Report, 2012, 10, (03), 65-76 View citations (3)
2011
- A utility-based comparison of pension funds and life insurance companies under regulatory constraints
Insurance: Mathematics and Economics, 2011, 49, (1), 1-10 View citations (9)
2010
- Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
Journal of Banking & Finance, 2010, 34, (6), 1201-1214 View citations (13)
- Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk
Journal of Risk & Insurance, 2010, 77, (4), 911-934 View citations (20)
2006
- Book Review
De Economist, 2006, 154, (4), 607-608
Edited books
2008
- Frontiers in Pension Finance
Books, Edward Elgar Publishing View citations (12)
Chapters
2008
- An Introduction to Frontiers in Pension Finance
Chapter 1 in Frontiers in Pension Finance, 2008
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