Maastricht, 6200 MD
Maastricht University - Department of Finance
in Total Papers Downloads
Pension Funds, Asset Allocation, Portfolio Choice
Institutional Investors, Pension Funds, Asset Allocation, Portfolio Rebalancing
Short-term Reversal, VIX, Liquidity Spillover, Market Maker
Mutual Funds, Style Analysis, Fund performance
Collective Defined Contribution, Funded Pension System, Overlapping Generations, Intergenerational Risk Sharing
Time-varying Risk-aversion, Market Moments’ Risk Premia, Investor Sentiment Index, Intertemporal Capital Asset Pricing Model, Volatility Risk, Skewness Risk, Kurtosis Risk, Cross-Section of Expected Returns
Uncertainty, Volatility Risk Premium, Stock Market, Oil, Gold, Oil-relevant Industry, Market Segmentation
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default clustering, default risk transmission, market structure, supply chain
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