Person:844770

Available identifiers

zbMath Open schotman.peter-cMaRDI QIDQ844770

List of research outcomes

Publication	Date of Publication	Type
Robust Portfolio Optimisation with Multiple Experts*	2010-05-26	Paper
Strategic asset allocation with liabilities: beyond stocks and bonds	2010-01-19	Paper
Nonlinear dynamics in Nasdaq dealer quotes	2009-04-06	Paper
Regret aversion and annuity risk in defined contribution pension plans	2008-06-25	Paper
Optimal prepayment of Dutch mortgages*	2007-10-26	Paper
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models	2003-10-14	Paper
The Dynamics of Short-Term Interest Rate Volatility Reconsidered	2003-03-12	Paper
A Bayesian approach to the empirical valuation of bond options	1996-12-08	Paper
Nonlinear interest rate dynamics and implications for the terms structure	1996-12-08	Paper
Range vs. maximum in the OLS-based version of the CUSUM test	1993-08-08	Paper
A Bayesian analysis of the unit root in real exchange rates	1991-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Peter C. Schotman