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return portfolio period effect result stock prphqwxp style analysis panel model style analysis table sample value performance momentum section investor number cohort journal variance vwrfnv country parameter estimator design factor currency mean-variance exposure industry frxqwu lqgxvwu hhfwv asset estimate position regression uhwxuq function sruwirolrv finance observation sruwirolr paper nijman cross-section weight utility ydoxh look-ahead bias momentum effect growth uhwxuqv lqglylgxdo error efficiency vwrfn persistence series interest rotation combination panel data survival investment benchmark wkhvh interest rate spread order ter horst index holding risk aversion al.r journal probability jensen constraint
10 Most Recent Publications
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Do Countries or Industries Explain Momentum in Europe?
(Article)
Nijman, T.E. Swinkels, L.A.P. Verbeek, M.J.C.M. |
2004-09-01
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Do Countries or Industries Explain Momentum in Europe?
(Research Paper)
Nijman, T.E. Swinkels, L.A.P. Verbeek, M.J.C.M. |
2002-10-28
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Eliminating Look-Ahead Bias in Evaluating Persistence in Mutual Fund Performance
(Article)
Horst, J.R. ter Nijman, T.E. Verbeek, M.J.C.M. |
2001-09-01
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Evaluating Style Analysis
(Research Paper)
Roon, F.A. de Nijman, T.E. Werker, B.J.M. |
2000-05-25
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Currency Hedging for International Stock Portfolios
(Research Paper)
Roon, F.A. de Nijman, T.E. Werker, B.J.M. |
2000-05-24
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Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
(Article)
Nijman, T.E. Verbeek, M.J.C.M. |
1993-01-01
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Can cohort data be treated as genuine panel data?
(Article)
Verbeek, M.J.C.M. Nijman, T.E. |
1992-03-01
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The optimal choice of controls and pre-experimental observations
(Article)
Nijman, T.E. Verbeek, M.J.C.M. |
1992-01-01
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Testing for selectivity bias in panel data models
(Article)
Verbeek, M.J.C.M. Nijman, T.E. |
1992-01-01
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Nonresponse in panel data: The impact on estimates of a life cycle consumption function
(Article)
Nijman, T.E. Verbeek, M.J.C.M. |
1992-01-01
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