ResearcherID Thomson Reuters  

Verbeek, Marno J.C.M.
Create a ResearcherID badge for this researcher View publications analytics for this researcher
Close
ResearcherID: I-3045-2012
URL: http://www.researcherid.com/rid/I-3045-2012
Subject: Business & Economics
Keywords: empirical finance, econometrics, mutual funds, hedge funds
My Institutions (more details)
Primary Institution:
Sub-org/Dept:
Role:
My URLs: http://www.erim.eur.nl/people/marno-verbeek
 
 

This list contains papers that I have authored.

publication(s)  
First Page Previous Page Page   of  3  Go Next Page Last Page
  Sort by:    Results per page: 
1.  Title: Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree
 Author(s): de Jong, Abe; Verbeek, Marno; Verwijmeren, Patrick
 Source: Journal of Banking & Finance Volume: 35 Issue: 5 Pages: 1303-1314 Published: MAY 2011
 Times Cited: 10
 DOI: 10.1016/j.jbankfin.2010.10.006
added
22-Oct-12
2.  Title: Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights
 Author(s): Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; et al.
 Source: Journal of Forecasting Volume: 29 Issue: 1-2 Pages: 251-269 Published: JAN-MAR 2010
 Times Cited: 7
 DOI: 10.1002/for.1145
added
22-Oct-12
3.  Title: Real Estate in an ALM Framework: The Case of Fair Value Accounting
 Author(s): Brounen, Dirk; Prado, Melissa Porras; Verbeek, Marno
 Source: Real Estate Economics Volume: 38 Issue: 4 Pages: 775-804 Published: WIN 2010
 Times Cited: 6
 DOI: 10.1111/j.1540-6229.2010.00283.x
added
22-Oct-12
4.  Title: The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory
 Author(s): de Jong, Abe; Verbeek, Marno; Verwijmeren, Patrick
 Source: Financial Management Volume: 39 Issue: 2 Pages: 733-756 Published: SUM 2010
 Times Cited: 10
added
22-Oct-12
5.  Title: Evaluating portfolio Value-at-Risk using semi-parametric GARCH models
 Author(s): Rombouts, Jeroen V. K.; Verbeek, Marno
 Source: Quantitative Finance Volume: 9 Issue: 6 Pages: 737-745 Published: 2009
 Times Cited: 8
 DOI: 10.1080/14697680902785284
added
22-Oct-12
6.  Title: On the Use of Multifactor Models to Evaluate Mutual Fund Performance
 Author(s): Huij, Joop; Verbeek, Marno
 Source: Financial Management Volume: 38 Issue: 1 Pages: 75-102 Published: SPR 2009
 Times Cited: 12
 DOI: 10.1111/j.1755-053X.2009.01029.x
added
22-Oct-12
7.  Title: Cross-sectional learning and short-run persistence in mutual fund performance
 Author(s): Huij, Joop; Verbeek, Marno
 Source: Journal of Banking & Finance Volume: 31 Issue: 3 Pages: 973-997 Published: MAR 2007
 Times Cited: 21
 DOI: 10.1016/j.jbankfin.2006.08.002
added
22-Oct-12
8.  Title: Selecting copulas for risk management
 Author(s): Kole, Erik; Koedijk, Kees; Verbeek, Marno
 Source: Journal of Banking & Finance Volume: 31 Issue: 8 Pages: 2405-2423 Published: AUG 2007
 Times Cited: 83
 DOI: 10.1016/j.jbankfin.2006.09.010
added
22-Oct-12
9.  Title: Portfolio implications of systemic crises
 Author(s): Kole, Erik; Koedijk, Kees; Verbeek, Marno
 Source: Journal of Banking & Finance Volume: 30 Issue: 8 Pages: 2347-2369 Published: AUG 2006
 Times Cited: 12
 DOI: 10.1016/j.jbankfin.2005.08.006
added
22-Oct-12
10.  Title: Estimating dynamic models from repeated cross-sections
 Author(s): Verbeek, M; Vella, F
 Source: Journal of Econometrics Volume: 127 Issue: 1 Pages: 83-102 Published: JUL 2005
 Times Cited: 39
 DOI: 10.1016/j.jeconom.2004.06.004
added
22-Oct-12
publication(s)  
First Page Previous Page Page   of  3  Go Next Page Last Page
  Sort by:    Results per page: