Personal Details
First Name: Roy
Middle Name:
Last Name: Hoevenaars
Suffix:
RePEc Short-ID: pho245
Email:
Homepage:
http://www.unimaas.nl/media/um-layout/fdewb/opmaak.htm?http://www.fdewb.unimaas.nl/KE/members/member_pagina%20hoevenaars.htm
Postal Address: APG Asset Management P.O. Box 75753 1118 ZX Schiphol Tower G, 3rd floor The Netherlands
Phone:
Affiliation
(in no particular order)
APG Asset Management
Homepage: http://www.apg.nl
Location: The Netherlands, Schiphol
Vakgroep Kwantitatieve Economie (Department of Quantitative Economics)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.fdewb.unimaas.nl/KE/
Email:
Phone: +31 43 388 3834
Fax: +31 43 388 4874
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:dqmaanl (registered authors at this institution)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006.
"Forecasting Market Impact Costs and Identifying Expensive Trades,"
DNB Working Papers
095, Netherlands Central Bank, Research Department.
[Downloadable!]
Published as:
Articles
- Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008.
"Strategic asset allocation with liabilities: Beyond stocks and bonds,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(9), pages 2939-2970, September.
[Downloadable!] (restricted)
- Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008.
"Regret aversion and annuity risk in defined contribution pension plans,"
Insurance: Mathematics and Economics,
Elsevier, vol. 42(3), pages 1050-1061, June.
[Downloadable!] (restricted)
- Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008.
"Forecasting market impact costs and identifying expensive trades,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 27(1), pages 21-39.
[Downloadable!]
Other versions: - Hoevenaars, Roy P.M.M. & Ponds, Eduard H.M., 2008.
"Valuation of intergenerational transfers in funded collective pension schemes,"
Insurance: Mathematics and Economics,
Elsevier, vol. 42(2), pages 578-593, April.
[Downloadable!] (restricted)
NEP Fields
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
- NEP-FIN: Finance (1) 2006-04-22 Author is listed
- NEP-FMK: Financial Markets (1) 2006-04-22 Author is listed
- NEP-FOR: Forecasting (1) 2006-04-22 Author is listed
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This page was last updated on 2009-11-8.
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