Peter C. Schotman

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

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MaRDI profile type	MaRDI person profile
instance of	human

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