P.J.P.M. Versijp

Amsterdam Business School

Lecturer in Finance

Roetersstraat 18

Amsterdam, 1018 WB

Netherlands

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

819

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio

Number of pages: 36 Posted: 28 Jun 2004
Thierry Post and P.J.P.M. Versijp
Graduate School of Business of Nazarbayev University and Amsterdam Business School
Downloads 544 (60,946)
Citation 7

Abstract:

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Stochastic dominance, asset pricing, portfolio efficiency

2.

CEOs and CFOs on IPOs: The Process and Success of Going Public

De Economist, Vol. 165, No. 4, pp. 381-410, December 2017
Number of pages: 35 Posted: 01 Mar 2016 Last Revised: 16 Nov 2017
Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Amsterdam Business School
Downloads 193 (187,811)

Abstract:

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initial public offering, survey, going public, IPO process, IPO success, valuation, lead manager, syndicate, pre-marketing, book building

3.

A GMM Test for SSD Efficiency

ERIM Report Series Reference No. ERS-2004-024-F&A
Number of pages: 18 Posted: 24 Sep 2004
Thierry Post and P.J.P.M. Versijp
Graduate School of Business of Nazarbayev University and Amsterdam Business School
Downloads 82 (355,926)

Abstract:

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stochastic dominance, generalized method of moments, asset pricing, market portfolio efficiency, size, B/M and momentum effects