EconPapers    
Economics at your fingertips  
 

Details about Jenke ter Horst

E-mail:
Homepage:http://center.uvt.nl/staff/terhorst/
Workplace:CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Jenke ter Horst.

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

Short-id: pte100


Jump to Journal Articles

Working Papers

2013

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

2007

  1. Socially Responsible Investments: Methodology, Risk Exposure and Performance
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center Downloads View citations (3)
  2. Socially Responsible Investments: Methodology, Risk and Performance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  3. The Price of Ethics: Evidence from Socially Responsible Mutual Funds
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center Downloads View citations (7)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) Downloads View citations (7)

2006

  1. Is Ethical Money Financially Smart?
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center Downloads View citations (8)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (8)
  2. The Convertible Arbitrage Strategy Analyzed
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (6)

2002

  1. Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  2. Evaluating Style Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) Downloads

    See also Journal Article in Journal of Empirical Finance (2004)
  3. Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2005)

2000

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

1998

  1. 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 Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads
  2. Performance analysis of international mutual funds incorporating market frictions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  3. Style Analysis and Performance Evaluation of Dutch Mutual Funds
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (6)

1997

  1. Estimating short-run persistence in mutual fund performance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in The Review of Economics and Statistics (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 Downloads View citations (14)
  2. Socially responsible investments: Institutional aspects, performance, and investor behavior
    Journal of Banking & Finance, 2008, 32, (9), 1723-1742 Downloads View citations (317)
  3. The price of ethics and stakeholder governance: The performance of socially responsible mutual funds
    Journal of Corporate Finance, 2008, 14, (3), 302-322 Downloads View citations (161)

2007

  1. Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry
    Review of Finance, 2007, 11, (4), 605-632 Downloads View citations (11)
  2. Model uncertainty, financial market integration and the home bias puzzle
    Journal of International Money and Finance, 2007, 26, (4), 606-630 Downloads View citations (53)

2005

  1. Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
    Journal of Financial and Quantitative Analysis, 2005, 40, (3), 493-517 Downloads View citations (59)
    See also Working Paper (2002)

2004

  1. Evaluating style analysis
    Journal of Empirical Finance, 2004, 11, (1), 29-53 Downloads View citations (25)
    See also Working Paper (2002)

2001

  1. Eliminating look-ahead bias in evaluating persistence in mutual fund performance
    Journal of Empirical Finance, 2001, 8, (4), 345-373 Downloads View citations (17)

2000

  1. Estimating Short-Run Persistence In Mutual Fund Performance
    The Review of Economics and Statistics, 2000, 82, (4), 646-655 Downloads View citations (3)
    See also Working Paper (1997)
 
Page updated 2021-04-16