Details about Jenke ter Horst

Access statistics for papers by Jenke ter Horst.

Last updated 2009-05-05. Update your information in the RePEc Author Service.

Short-id: pte100

Working Papers

2013

1. Bonus Schemes and Trading Activity
   Discussion Paper, Tilburg University, Center for Economic Research

2007

2. Socially Responsible Investments: Methodology, Risk Exposure and Performance
   Discussion Paper, Tilburg University, Tilburg Law and Economic Center View citations (12)
3. Socially Responsible Investments: Methodology, Risk and Performance
   Discussion Paper, Tilburg University, Center for Economic Research View citations (12)
4. The Price of Ethics: Evidence from Socially Responsible Mutual Funds
   Discussion Paper, Tilburg University, Tilburg Law and Economic Center View citations (9)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (9)

2006

5. Is Ethical Money Financially Smart?
   Discussion Paper, Tilburg University, Center for Economic Research View citations (11)
   Also in Discussion Paper, Tilburg University, Tilburg Law and Economic Center (2006) View citations (11)
6. The Convertible Arbitrage Strategy Analyzed
   Discussion Paper, Tilburg University, Center for Economic Research
7. Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
   Discussion Paper, Tilburg University, Center for Economic Research View citations (6)

2002

8. Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
9. Evaluating Style Analysis
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations (1)
   See also Journal Article Evaluating style analysis, Journal of Empirical Finance, Elsevier (2004) View citations (29) (2004)
10. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
    See also Journal Article Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance, Journal of Financial and Quantitative Analysis, Cambridge University Press (2005) View citations (74) (2005)

2000

11. Incorporating Estimation Risk in Portfolio Choice
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)

1998

12. Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample
    Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998)
13. Performance analysis of international mutual funds incorporating market frictions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
14. Style Analysis and Performance Evaluation of Dutch Mutual Funds
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)

1997

15. Estimating short-run persistence in mutual fund performance
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Estimating Short-Run Persistence In Mutual Fund Performance, The Review of Economics and Statistics, MIT Press (2000) View citations (3) (2000)

Journal Articles

2008

1. An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options
   European Financial Management, 2008, 14, (2), 288-314 View citations (15)
2. Socially responsible investments: Institutional aspects, performance, and investor behavior
   Journal of Banking & Finance, 2008, 32, (9), 1723-1742 View citations (534)
3. The price of ethics and stakeholder governance: The performance of socially responsible mutual funds
   Journal of Corporate Finance, 2008, 14, (3), 302-322 View citations (272)

2007

4. Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry
   Review of Finance, 2007, 11, (4), 605-632 View citations (15)
5. Model uncertainty, financial market integration and the home bias puzzle
   Journal of International Money and Finance, 2007, 26, (4), 606-630 View citations (59)

2005

6. Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
   Journal of Financial and Quantitative Analysis, 2005, 40, (3), 493-517 View citations (74)
   See also Working Paper Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance, Discussion Paper (2002) View citations (3) (2002)

2004

7. Evaluating style analysis
   Journal of Empirical Finance, 2004, 11, (1), 29-53 View citations (29)
   See also Working Paper Evaluating Style Analysis, CEPR Discussion Papers (2002) (2002)

2001

8. Eliminating look-ahead bias in evaluating persistence in mutual fund performance
   Journal of Empirical Finance, 2001, 8, (4), 345-373 View citations (20)

2000

9. Estimating Short-Run Persistence In Mutual Fund Performance
   The Review of Economics and Statistics, 2000, 82, (4), 646-655 View citations (3)
   See also Working Paper Estimating short-run persistence in mutual fund performance, Discussion Paper (1997) (1997)