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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. 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.
  2. Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski, 2014. "Hedge Fund Innovation," LSF Research Working Paper Series 14-13, Luxembourg School of Finance, University of Luxembourg.
  3. Dirk Schoenmaker & Arjen Siegmann, 2013. "Efficiency Gains of a European Banking Union," Tinbergen Institute Discussion Papers 13-026/IV/DSF51, Tinbergen Institute.
  4. Dirk Schoenmaker & Arjen Siegmann, 2012. "Can European Bank Bailouts work?," Tinbergen Institute Discussion Papers 12-111/IV/DSF43, Tinbergen Institute.
  5. Arjen Siegmann & Denitsa Stefanova, 2011. "Market Liquidity and Exposure of Hedge Funds," Tinbergen Institute Discussion Papers 11-150/2/DSF27, Tinbergen Institute.
  6. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  7. 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.
  8. 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.
  9. Arjen Siegmann, 2003. "Shortfall allowed: loss aversion and habit formation," WO Research Memoranda (discontinued) 741, Netherlands Central Bank, Research Department.
  10. A.H. Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," WO Research Memoranda (discontinued) 728, Netherlands Central Bank, Research Department.
  11. 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.
  12. Arjen Siegmann & André Lucas, 2002. "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers 02-046/2, Tinbergen Institute.
  13. Arjen H. Siegmann, 2001. "Optimal Saving Rules for Loss-Averse Agents under Uncertainty," Tinbergen Institute Discussion Papers 01-079/4, Tinbergen Institute.
  14. Arjen H. Siegmann & André Lucas, 2000. "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers 00-041/2, Tinbergen Institute.
    repec:dnb:dnbwpp:180 is not listed on IDEAS
    repec:dnb:dnbwpp:176 is not listed on IDEAS
    repec:dnb:dnbwpp:159 is not listed on IDEAS
  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. 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.
  4. 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.
  5. 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.
  6. Siegmann, Arjen, 2002. "Optimal saving rules for loss-averse agents under uncertainty," Economics Letters, Elsevier, vol. 77(1), pages 27-34, September.
    RePEc:cup:jpenef:v:10:y:2011:i:03:p:417-434_00 is not listed on IDEAS
    RePEc:cup:jpenef:v:6:y:2007:i:01:p:1-20_00 is not listed on IDEAS
    RePEc:bla:jbfnac:v:35:y:2008-01:i:1-2:p:200-226 is not listed on IDEAS
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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 (4) 2007-02-17 2007-03-03 2007-03-17 2008-05-31. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2003-07-13 2004-03-14
  3. NEP-CMP: Computational Economics (2) 2008-01-05 2012-12-15
  4. NEP-FIN: Finance (2) 2003-10-12 2004-03-14
  5. NEP-FMK: Financial Markets (2) 2014-11-12 2014-11-17
  6. NEP-MAC: Macroeconomics (2) 2008-05-31 2008-10-28
  7. NEP-RMG: Risk Management (2) 2003-07-13 2008-10-28
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2008-10-28 2011-02-26
  9. NEP-BAN: Banking (1) 2012-12-15
  10. NEP-CBA: Central Banking (1) 2013-03-02
  11. NEP-EEC: European Economics (1) 2013-03-02
  12. NEP-EFF: Efficiency & Productivity (1) 2013-03-02
  13. NEP-GEO: Economic Geography (1) 2007-03-03
  14. NEP-IAS: Insurance Economics (1) 2008-10-28
  15. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-01-05
  16. NEP-MKT: Marketing (1) 2008-05-31
  17. NEP-POL: Positive Political Economics (1) 2012-12-15

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