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Details about Rob van den Goorbergh

E-mail:
Homepage:http://www.apg.nl
Phone:+31 (0)20 604 8420
Postal address:Investment Research APG Asset Management PO Box 75283 1070 AG Amsterdam The Netherlands

Access statistics for papers by Rob van den Goorbergh.

Last updated 2015-11-09. Update your information in the RePEc Author Service.

Short-id: pva93

Jump to Journal Articles

Working Papers

2004

  1. Essays on optimal hedging and investment strategies and on derivative pricing
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)

2003

  1. Economic Hedging Portfolios
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. Multivariate Option Pricing Using Dynamic Copula Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (9)
  3. Risk Aversion, Price Uncertainty and Irreversible Investments
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

Journal Articles

2014

  1. An Anatomy of Commodity Futures Risk Premia
    Journal of Finance, 2014, 69, (1), 453-482 Downloads View citations (175)

2005

  1. Bivariate option pricing using dynamic copula models
    Insurance: Mathematics and Economics, 2005, 37, (1), 101-114 Downloads View citations (55)
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