Arjen Siegmann

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Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerified email at vu.nl
Pieter GautierVrije Universiteit Amsterdam, School of Business & EconomicsVerified email at vu.nl
Aico van VuurenUniversity of GothenburgVerified email at economics.gu.se
Maarten van RooijDe Nederlandsche Bank (DNB)Verified email at dnb.nl
Dirk SchoenmakerProfessor of Banking and Finance at Rotterdam School of Management, Erasmus UniversityVerified email at rsm.nl
J GordijnAssociate ProfessorVerified email at vu.nl
Rutger-Jan LangeErasmus University RotterdamVerified email at ese.eur.nl
Marcin ZamojskiUniversity of GothenburgVerified email at gu.se
Roman KräusslProfessor of Finance, Bayes Business School (ex-Cass) and Hoover Institution, Stanford UniversityVerified email at city.ac.uk
Marno VerbeekProfessor of Finance, Rotterdam School of Management, Erasmus UniversityVerified email at rsm.nl
Raymond H.J.M. GradusVrije Universiteit Amsterdam, School of Business & EconomicsVerified email at vu.nl
Rumiana StoilovaProfessor, Institute of Philosophy and Sociology, Bulgarian Academy ofVerified email at bas.bg
Pierre KoningVrije Universiteit Amsterdam, professor economicsVerified email at vu.nl
Roman KräusslUniversity of LuxembourgVerified email at uni.lu
Jona DerksVrije Universiteit Amsterdam
Lucie TungulPalacky UniversityVerified email at upol.cz
Gerard van der MeijdenAssociate Professor of Environmental and Natural Resource Economics, Vrije Universiteit AmsterdamVerified email at vu.nl

Arjen Siegmann

Professor, Vrije Universiteit Amsterdam

Verified email at vu.nl - Homepage

Valuable work & christian-social thought hedge funds loss aversion housing market pension funds


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Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam PA Gautier, A Siegmann, A Van Vuuren Journal of Urban Economics 65 (2), 113-126, 2009	130	2009
From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016 J Derks, J Gordijn, A Siegmann Electronic Markets 28 (3), 321-338, 2018	59	2018
Can European bank bailouts work? D Schoenmaker, A Siegmann Journal of Banking & Finance 48, 334-349, 2014	41	2014
Minimum funding ratios for defined-benefit pension funds A Siegmann Journal of Pension Economics & Finance 10 (3), 417-434, 2011	35	2011
Optimal investment policies for defined benefit pension funds A Siegmann Journal of Pension Economics & Finance 6 (1), 1-20, 2007	35	2007
Efficiency gains of a European banking union D Schoenmaker, A Siegmann Duisenberg school of finance-Tinbergen Institute Discussion Paper TI, 13-26, 2013	31	2013
Discrete-time financial planning models under loss-averse preferences A Siegmann, A Lucas Operations Research 53 (3), 403-414, 2005	31	2005
Winners of a European banking union D Schoenmaker, A Siegmann DSF Policy 10, 2013	24	2013
PALMNET: a pension asset and liability model for the Netherlands M van Rooij, A Siegmann, PJG Vlaar DNB Research Memorandum, 2004	24*	2004
Continuous-time dynamic programming for ALM with risk averse loss functions AH Siegmann, A Lucas Conferentie, 183-194, 1999	21	1999
The effect of shortfall as a risk measure for portfolios with hedge funds A Lucas, A Siegmann Journal of Business Finance & Accounting 35 (1‐2), 200-226, 2008	19	2008
Optimal saving rules for loss-averse agents under uncertainty A Siegmann Economics Letters 77 (1), 27-34, 2002	18	2002
Intergenerational risk sharing under loss averse preferences MJ Boes, A Siegmann Journal of Banking & Finance 92, 269-279, 2018	14	2018
The evolving beta-liquidity relationship of hedge funds A Siegmann, D Stefanova Journal of Empirical Finance 44, 286-303, 2017	14	2017
Market valuation, pension fund policy and contribution volatility M Van Rooij, A Siegmann, P Vlaar De Economist 156, 73-93, 2008	14	2008
Explaining hedge fund investment styles by loss aversion: a rational alternative A Siegmann, A Lucas Available at SSRN 302289, 2002	14	2002
Explaining hedge fund investment styles by loss aversion A Siegmann, A Lucas Tinbergen Institute Discussion Paper, 2002	12	2002
Real-Estate Agent Commission Structure and Sales Performance PA Gautier, A Siegmann, A Van Vuuren CEPR Discussion Paper No. DP12587, 2018	10	2018
Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads RJ Lange, A Lucas, A Siegmann Systemic Risk Tomography, 129-150, 2017	10	2017
Hedge fund innovation A Siegmann, D Stefanova, M Zamojski Available at SSRN 2170435, 2022	8	2022

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