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Arjen Siegmann

This is information that was supplied by Arjen Siegmann in registering through RePEc. If you are Arjen Siegmann, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Arjen
Middle Name:
Last Name:Siegmann
RePEc Short-ID:psi50
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  1. Pieter Gautier & Arjen Siegmann & Aico van Vuuren, 2017. "Real-Estate Agent Commission Structure and Sales Performance," Tinbergen Institute Discussion Papers 17-049/VI, Tinbergen Institute.
  2. Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016. "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers 16-064/IV, Tinbergen Institute.
  3. Denitsa Stefanova & Arjen Siegmann, 2014. "The Evolving Beta-Liquidity Relationship of Hedge Funds," LSF Research Working Paper Series 14-12, Luxembourg School of Finance, University of Luxembourg.
  4. Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014. "Hedge Fund Innovation," LSF Research Working Paper Series 14-13, Luxembourg School of Finance, University of Luxembourg.
  5. Dirk Schoenmaker & Arjen Siegmann, 2013. "Efficiency Gains of a European Banking Union," Tinbergen Institute Discussion Papers 13-026/IV/DSF51, Tinbergen Institute.
  6. Dirk Schoenmaker & Arjen Siegmann, 2012. "Can European Bank Bailouts work?," Tinbergen Institute Discussion Papers 12-111/IV/DSF43, Tinbergen Institute.
  7. Arjen Siegmann & Denitsa Stefanova, 2011. "Market Liquidity and Exposure of Hedge Funds," Tinbergen Institute Discussion Papers 11-150/2/DSF27, Tinbergen Institute.
  8. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  9. Arjen Siegmann, 2008. "Minimum Funding Ratios for Defined-Benefit Pension Funds," DNB Working Papers 180, Netherlands Central Bank, Research Department.
  10. Marco Hoeberichts & Maarten van Rooij & Arjen Siegmann, 2008. "Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset," DNB Working Papers 176, Netherlands Central Bank, Research Department.
  11. Gautier, Pieter A & Siegmann, Arjen & van Vuuren, Aico, 2007. "The Effect of the Theo van Gogh Murder on House Prices in Amsterdam," CEPR Discussion Papers 6175, C.E.P.R. Discussion Papers.
  12. Maarten van Rooij & Arjen Siegmann & Peter Vlaar, 2007. "Market Valuation, Pension Fund Policy and Contribution Volatility," DNB Working Papers 159, Netherlands Central Bank, Research Department.
  13. M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar, 2004. "Palmnet: A pension asset and liability model for the Netherlands," WO Research Memoranda (discontinued) 760, Netherlands Central Bank, Research Department.
  14. Arjen Siegmann, 2003. "Shortfall allowed: loss aversion and habit formation," WO Research Memoranda (discontinued) 741, Netherlands Central Bank, Research Department.
  15. A.H. Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," WO Research Memoranda (discontinued) 728, Netherlands Central Bank, Research Department.
  16. Lucas, Andre & Molenkamp, Jan Bertus & Siegmann, Arjen, 2002. "De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  17. Arjen Siegmann & André Lucas, 2002. "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers 02-046/2, Tinbergen Institute.
  18. Arjen H. Siegmann, 2001. "Optimal Saving Rules for Loss-Averse Agents under Uncertainty," Tinbergen Institute Discussion Papers 01-079/4, Tinbergen Institute.
  19. Arjen H. Siegmann & André Lucas, 2000. "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers 00-041/2, Tinbergen Institute.
  1. Schoenmaker, Dirk & Siegmann, Arjen, 2014. "Can European bank bailouts work?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 334-349.
  2. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
  3. Siegmann, Arjen, 2011. "Minimum funding ratios for defined-benefit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(03), pages 417-434, July.
  4. Gautier, Pieter A. & Siegmann, Arjen & Van Vuuren, Aico, 2009. "Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam," Journal of Urban Economics, Elsevier, vol. 65(2), pages 113-126, March.
  5. Maarten Rooij & Arjen Siegmann & Peter Vlaar, 2008. "Market Valuation, Pension Fund Policy and Contribution Volatility," De Economist, Springer, vol. 156(1), pages 73-93, March.
  6. André Lucas & Arjen Siegmann, 2008. "The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(1-2), pages 200-226.
  7. Siegmann, Arjen, 2007. "Optimal investment policies for defined benefit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(01), pages 1-20, March.
  8. Arjen Siegmann & André Lucas, 2005. "Discrete-Time Financial Planning Models Under Loss-Averse Preferences," Operations Research, INFORMS, vol. 53(3), pages 403-414, June.
  9. Siegmann, Arjen, 2004. "Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1505-1510, June.
  10. Siegmann, Arjen, 2002. "Optimal saving rules for loss-averse agents under uncertainty," Economics Letters, Elsevier, vol. 77(1), pages 27-34, September.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban & Real Estate Economics (6) 2007-02-17 2007-03-03 2007-03-17 2008-05-31 2017-02-19 2017-06-11. Author is listed
  2. NEP-FIN: Finance (3) 2001-10-16 2003-10-12 2004-03-14
  3. NEP-RMG: Risk Management (3) 2003-07-13 2008-10-28 2016-09-04
  4. NEP-CBA: Central Banking (2) 2013-03-02 2016-09-04
  5. NEP-CFN: Corporate Finance (2) 2003-07-13 2004-03-14
  6. NEP-CMP: Computational Economics (2) 2008-01-05 2012-12-15
  7. NEP-EEC: European Economics (2) 2013-03-02 2016-09-04
  8. NEP-FMK: Financial Markets (2) 2014-11-12 2014-11-17
  9. NEP-MAC: Macroeconomics (2) 2008-05-31 2008-10-28
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2008-10-28 2011-02-26
  11. NEP-BAN: Banking (1) 2012-12-15
  12. NEP-EFF: Efficiency & Productivity (1) 2013-03-02
  13. NEP-EUR: Microeconomic European Issues (1) 2017-06-11
  14. NEP-GEO: Economic Geography (1) 2007-03-03
  15. NEP-IAS: Insurance Economics (1) 2008-10-28
  16. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-01-05
  17. NEP-MKT: Marketing (1) 2008-05-31
  18. NEP-POL: Positive Political Economics (1) 2012-12-15

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