Peter C. Schotman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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